(04-25-2018, 11:26 AM)tommiehansen Wrote: You're talking about the strategy as if there is a fixed setting that "just works"?
This is not the case, quite frankly -- this isn't even remotely close to the case.
It will always fail to do what's the absolute greatest thing to do, every single time.
It's not about timing a specific point in time perfectly, it's about doing more good then bad in the long run.
No I agree fully with you Tommie, I'm just trying to understand what some of the implications are for each parameter. Unfortunately it's hard to figure out as each parameter influences eachother. I ran lots of backtesting too and found a couple of OK runs.
You are saying that you find that larger coins fare worse, is this because of it's non-volatile nature (compared to other smaller coins)? I found that USDT/ETH was a good candidate for stability, maybe I should look at more at something less stable?
Also found that a 12 min candle would yield better results than 5 minutes, I think I'll try to do more backtesting with some other coins.