[SHARE] Simple RSI BULL/BEAR strategy

[crypto49er]

I am very curious to find out if others are having a similar experience to mine. After spending quite a while figuring out how gekko works and getting the RSI BULL/BEAR ADX strategy working, I'm finding that in backtests, it seems like my best parameters work best for older data, but that it is very hard to find parameters that work well on more recent data (like the last two months). If I find parameters that work well on the last two months, it seems that they don't work as well on longer periods of data and older periods of data (like say, the last 8 months, or the last 2 years).

See for example the screenshots. Theses are all from one backtest with one set of parameters; this is an example of a set of parameters working well on the last 8 months of data, but if you look at the detail in the last month, not performing nearly as well.


My real question is, do you all think it is possible that this can be accounted for with a line of reasoning like "as more people begin to run this bot live, it results in it being  less profitable to do so"?

That's not phrased very well but hopefully my idea will get across and some of you can weigh in on whether or not you feel that is likely.

--EDIT--
this is obviously also just to show off my backtest results and see if you guys think it looks impressive or not

Henry151,

Those are pretty awesome results! 

As for your question, it is possible. But people will continually tune this strategy and other strategies with new data so I don't think it's likely. 

My best guess is this strategy just doesn't do that well in a downtrend market but it moons during the bull market so the results are always pretty spectacular overall. To confirm this, check the November 2017 period where there was a dip. If you see the strategy performing just as badly as it does in March 2018 period, you know it's not because too many people are using this strategy.