[SHARE] Simple RSI BULL/BEAR strategy

[dugu-dugu]

None for me, so far.
It's all great in backtests, but, in live trading, at the bottom line, I've lost almost half my money. Having lots of fun though, trying to make them back

Ouch, hope half wasn't too much. How long did you have the bot running?

It just lost me almost 10% of my money, all in just one bad trade.

Look at the screenshot, it bought high and sold low. My parameters are conspiring against me, they are taking my money. These are the parameters that make 30% gains in 3 months, supposedly. I've been running live for a month, I'm down 10%, just because of this single last trade.

Code:

[font=monospace][color=#000000]config.RSI_BULL_BEAR_ADX = { [/color]
 "SMA": {
   "long": 248,
   "short": 21  
 },
 "BULL": {
   "rsi": 14,
   "high": 85,
   "low": 40,  
   "mod_high": 5,
   "mod_low": -5  
 },
 "BEAR": {
   "rsi": 14,
   "high": 41,
   "low": 19,  
   "mod_high": 14,
   "mod_low": -5   
 },
 "ADX": {
   "adx": 3,
   "high": 83,
   "low": 55   
 }
}
[/font]

Since I have debugging active, let's see what it did:

Buy:

Code:

[font=monospace][color=#000000]2018-07-09 12:37:52 (INFO):     - - - Begin check function - - - [/color]
2018-07-09 12:37:52 (INFO):     maSlow: 114.7845564516131 maFast: 117.59619047619067 ADX: 71.38793663577
546
2018-07-09 12:37:52 (INFO):     Bull maFast: 117.59619047619067 > maSlow: 114.7845564516131
2018-07-09 12:37:52 (INFO):     Bull RSI: 31.07766688224133 bull high: 85 bull low: 40
2018-07-09 12:37:52 (INFO):     RSI: 31.07766688224133 < RSI bull low: 40 calling long function
2018-07-09 12:37:52 (INFO):     We have new trading advice!
2018-07-09 12:37:52 (INFO):              Position: long
2018-07-09 12:37:52 (INFO):              Market price: 115.54
2018-07-09 12:37:52 (INFO):              Based on market time: 2018-07-09 09:32:00
2018-07-09 12:37:52 (INFO):     Trader Received advice to go long. [color=#ffffff]Buy[/color][color=#000000]ing  ***[/color]
2018-07-09 12:37:52 (DEBUG):    portfolioManager : newTrade() : creating a new Trade class to  [color=#ffffff]BUY[/color][color=#000000] *** /[/color]
***
2018-07-09 12:37:52 (DEBUG):    created new Trade class to [color=#ffffff]BUY[/color][color=#000000] ***/***[/color]
2018-07-09 12:37:52 (INFO):     Going long
2018-07-09 12:37:52 (INFO):     Long since 1 candle(s)
2018-07-09 12:37:52 (INFO):     - - - End check function - - - -
[/font]

Sell:

Code:

[font=monospace][color=#000000]2018-07-10 18:14:43 (INFO):     - - - Begin check function - - - [/color]
2018-07-10 18:14:43 (INFO):     maSlow: 114.29649193548404 maFast: 106.06809523809541 ADX: 36.5658920056
8533
2018-07-10 18:14:43 (INFO):     Bear maFast: 106.06809523809541 < maSlow: 114.29649193548404
2018-07-10 18:14:43 (INFO):     Bear RSI: 41.602778123877656 bear high: 41 bear low: 19
2018-07-10 18:14:43 (INFO):     ADX: 36.56589200568533 < ADX_low 55
2018-07-10 18:14:43 (INFO):     RSI bear low: 19 + bear mod_low -5
2018-07-10 18:14:43 (INFO):     RSI bear low new value: 14
2018-07-10 18:14:43 (INFO):     RSI: 41.602778123877656 > RSI bear high: 41  calling short function
2018-07-10 18:14:43 (INFO):     We have new trading advice!
2018-07-10 18:14:43 (INFO):              Position: short
2018-07-10 18:14:43 (INFO):              Market price: 105.75
2018-07-10 18:14:43 (INFO):              Based on market time: 2018-07-10 15:12:00
2018-07-10 18:14:43 (INFO):     Trader Received advice to go short. Selling  ***
2018-07-10 18:14:43 (DEBUG):    portfolioManager : newTrade() : creating a new Trade class to  SELL ***
/ ***
2018-07-10 18:14:43 (DEBUG):    created new Trade class to SELL ***/***
2018-07-10 18:14:43 (INFO):     Going short
2018-07-10 18:14:43 (INFO):     Short since 1 candle(s)
2018-07-10 18:14:43 (INFO):     - - - End check function - - - -
[/font]