04-10-2018, 08:01 AM
Anybody also noticed that there seems to be an offset with the RBBA strat between the backtest results and the paper trading/live trading?
For instance when using BTC/TRX pair with 5 min candle at Binance I had to offset, at the Gekko config, the tuned values as mentioned below (actually tuned values minus value below):
Param Offset
BULL_RSI_high +2
BULL_RSI_low -2
BEAR_RSI value -1
BEAR_RSI_high +2
BEAR_RSI_low -2
When comparing the paper/live trading results and using this offset, it than seems to be aligned with the Tradeview RBBA version and within Gekko backtest itself.
I didn't verified (yet) other candle sizes and/or strategies but I am curiuos if there is also an offset present..
So the big question is why is there a deviation/offset between the backtest results and the paper/live trading results and.. more important how to cancel out the offset without setting the offset manually at the config?
For instance when using BTC/TRX pair with 5 min candle at Binance I had to offset, at the Gekko config, the tuned values as mentioned below (actually tuned values minus value below):
Param Offset
BULL_RSI_high +2
BULL_RSI_low -2
BEAR_RSI value -1
BEAR_RSI_high +2
BEAR_RSI_low -2
When comparing the paper/live trading results and using this offset, it than seems to be aligned with the Tradeview RBBA version and within Gekko backtest itself.
I didn't verified (yet) other candle sizes and/or strategies but I am curiuos if there is also an offset present..
So the big question is why is there a deviation/offset between the backtest results and the paper/live trading results and.. more important how to cancel out the offset without setting the offset manually at the config?