05-03-2018, 04:51 PM
For sake of conversation, here's my dilemma...
I back test BBRSI from 01-01-18 - 04-15-18 - gdax - USD & LTC - profit 143.93787%
Then I test the BBRSI-SL in this thread which looks like the same code that's in the video.
If I set stoploss percentage to 100 - (basically no stop loss) I get the exact same results for the same pair and date range: 143.93787%
If I add the stoploss percentage to 3, my profit changes to 59.60740% for the same test. Adding this simple stop loss approach, seems to further reduce gains. Please note this is just default settings, I've not put it through any of genetic algorithm tests yet.
In live trading so far, BBRSI rarely takes more than a 1% profit, and it can have several positive trades before encountering a negative one. However it seems that the negative side is always far more severe and eats back into the gains quickly.
Still a novice... will be taking a closer look at susitronix suggestions.
Thanks!
I back test BBRSI from 01-01-18 - 04-15-18 - gdax - USD & LTC - profit 143.93787%
Code:
interval = 14
[thresholds]
low = 40
high = 40
persistence = 9
[bbands]
TimePeriod = 20
NbDevUp = 2
NbDevDn = 2Then I test the BBRSI-SL in this thread which looks like the same code that's in the video.
If I set stoploss percentage to 100 - (basically no stop loss) I get the exact same results for the same pair and date range: 143.93787%
If I add the stoploss percentage to 3, my profit changes to 59.60740% for the same test. Adding this simple stop loss approach, seems to further reduce gains. Please note this is just default settings, I've not put it through any of genetic algorithm tests yet.
In live trading so far, BBRSI rarely takes more than a 1% profit, and it can have several positive trades before encountering a negative one. However it seems that the negative side is always far more severe and eats back into the gains quickly.
Still a novice... will be taking a closer look at susitronix suggestions.
Thanks!