06-02-2018, 10:11 AM
I've been running RBBADX in trader mode for a few weeks. Although I have managed to find parameters that give encouraging backtest results, in real trading, it has yet to make one good trade. Bad trades, oh yes, lots of those, it lost me a quarter of my money. It's been a bearish and sideways market, true. But still.
My problem is that it won't buy on a bull trend. It just sits stupid.
But selling, it does. Real quick, whenever it sees some minuscule drop, it can't sell fast enough.
These are the parameters that I'm currently using. I've been adjusting them continuously, but the not-buying-when-the-time-is-right behavior hasn't improved . Does anyone has a suggestion where I should investigate to make it buy on a bull trend? It was oblivious to a 10% price increase in 3 hours!
20 minute candles, that's the most efficient in backtests on this particular market. Backtest for 3 months data shows 88% gain.
Thank you
My problem is that it won't buy on a bull trend. It just sits stupid.
But selling, it does. Real quick, whenever it sees some minuscule drop, it can't sell fast enough.
These are the parameters that I'm currently using. I've been adjusting them continuously, but the not-buying-when-the-time-is-right behavior hasn't improved . Does anyone has a suggestion where I should investigate to make it buy on a bull trend? It was oblivious to a 10% price increase in 3 hours!
20 minute candles, that's the most efficient in backtests on this particular market. Backtest for 3 months data shows 88% gain.
Thank you
Code:
config.RSI_BULL_BEAR_ADX = {
"SMA": {
"long": 251,
"short": 21
},
"BULL": {
"rsi": 21,
"high": 81,
"low": 40,
"mod_high": 5,
"mod_low": -5
},
"BEAR": {
"rsi": 14,
"high": 41,
"low": 19,
"mod_high": 14,
"mod_low": -5
},
"ADX": {
"adx": 2,
"high": 83,
"low": 55
}
}