12-23-2018, 11:20 PM
I try to use the strategy, but it doesn't make any trade when I do backtesting.
Code:
2018-12-23 17:17:33 (INFO): Setting up Gekko in backtest mode
2018-12-23 17:17:33 (INFO):
2018-12-23 17:17:33 (WARN): The plugin Candle writer does not support the mode backtest. It has been disabled.
2018-12-23 17:17:33 (INFO): Setting up:
2018-12-23 17:17:33 (INFO): Trading Advisor
2018-12-23 17:17:33 (INFO): Calculate trading advice
2018-12-23 17:17:33 (INFO): Using the strategy: RSI_BB_ADX
2018-12-23 17:17:33 (ERROR): Failed to load indicator Alligator
2018-12-23 17:17:33 (ERROR): Failed to load indicator HEIKEN
2018-12-23 17:17:33 (ERROR): Failed to load indicator NN
2018-12-23 17:17:33 (ERROR): Failed to load indicator NNv2
2018-12-23 17:17:33 (ERROR): Failed to load indicator PIVOTHIGHLOW
2018-12-23 17:17:33 (ERROR): Failed to load indicator RSI-beta
2018-12-23 17:17:34 (ERROR): Failed to load indicator STC-1525204573
2018-12-23 17:17:34 (INFO): ====================================
2018-12-23 17:17:34 (INFO): Running RSI Bull and Bear + ADX M1
2018-12-23 17:17:34 (INFO): ====================================
2018-12-23 17:17:34 (INFO): Make sure your warmup period matches SMA_long and that Gekko downloads data if needed
2018-12-23 17:17:34 (WARN): *** WARNING *** Your Warmup period is lower then SMA_long. If Gekko does not download data automatically when running LIVE the strategy will default to BEAR-mode until it has enough data.
2018-12-23 17:17:34 (INFO):
2018-12-23 17:17:34 (INFO): Setting up:
2018-12-23 17:17:34 (INFO): Paper Trader
2018-12-23 17:17:34 (INFO): Paper trader that simulates fake trades.
2018-12-23 17:17:34 (INFO):
2018-12-23 17:17:34 (INFO): Setting up:
2018-12-23 17:17:34 (INFO): Performance Analyzer
2018-12-23 17:17:34 (INFO): Analyzes performances of trades
2018-12-23 17:17:34 (INFO):
2018-12-23 17:17:34 (INFO): Scanning local history for backtestable dateranges.
2018-12-23 17:17:34 (DEBUG): Available 42042
2018-12-23 17:17:34 (DEBUG): Optimal 42041
2018-12-23 17:17:34 (INFO): Gekko is able to fully use the local history.
2018-12-23 17:17:34 (INFO): Gekko was able to find a single daterange in the locally stored history:
2018-12-23 17:17:34 (INFO): from: 2018-11-23 21:00:00
2018-12-23 17:17:34 (INFO): to: 2018-12-23 01:41:00
2018-12-23 17:17:34 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2018-12-23 17:17:34 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
2018-12-23 17:17:34 (INFO): 2018-11-24 01:00:00: Paper trader simulated a BUY 0.00000000 USD => 1.49228417 BCH
2018-12-23 17:17:35 (INFO): ====================================
2018-12-23 17:17:35 (INFO): Finished in 1.68 seconds
2018-12-23 17:17:35 (INFO): ====================================
2018-12-23 17:17:35 (INFO):
2018-12-23 17:17:35 (INFO): (ROUNDTRIP) REPORT:
2018-12-23 17:17:35 (INFO): (ROUNDTRIP) entry date (UTC) exit date (UTC) exposed duration P&L profit
2018-12-23 17:17:35 (INFO):
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) start time: 2018-11-24 06:59:00
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) end time: 2018-12-23 01:42:00
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) timespan: a month
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) exposure: 0
2018-12-23 17:17:35 (INFO):
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) start price: 202.83 USD
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) end price: 189.8 USD
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) Market: -6.42409900%
2018-12-23 17:17:35 (INFO):
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) amount of trades: 1
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) original balance: 302.83000000 USD
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) current balance: 283.23553547 USD
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) profit: -19.59446453 USD (-6.47045026%)
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) simulated yearly profit: -248.6714993143757 USD (-82.11587336603891%)
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) sharpe ratio: NaN
2018-12-23 17:17:35 (INFO): (PROFIT REPORT) expected downside: NaN