[SHARE] Simple RSI BULL/BEAR strategy

[dugu-dugu]

I have inserted a $DAYS ago parameter in my backtests. That is, if I find a set of parameters that give an acceptable return I run them with -90 to -10 days ago. That is, how much profit would they make if I started trading 90 days ago, 89 days ago.. 10 days ago. There are wild variations sometimes with a difference of just one day.

Code:

2018-06-09 14:57:49 CANDLE=20 DAYS=-90 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 17.03159216 EUR (5.54738850%)
2018-06-09 14:58:37 CANDLE=20 DAYS=-83 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 67.09564958 EUR (25.89765693%)
2018-06-09 15:00:25 CANDLE=20 DAYS=-65 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 71.56031106 EUR (30.04589623%)
2018-06-09 15:01:57 CANDLE=20 DAYS=-45 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 -102.90019638 EUR (-30.14860285%)

I guess you need to find some good parameters, run the strategy live for a long time and just hope you're lucky. The days of the yuge returns are gone forever, I believe. The 19k bitcoin was a black swan and it flew away for good.