[SHARE] Simple RSI BULL/BEAR strategy

[mvangoor]

I've been playing around with genetic algorithms on the adx strategy using gekkoga... the analysis is still running so these figures are just a work in progress, but thought I'd share my results so far.

The risks with GA is always that it tunes very specifically to the data that you have... I still need to test these settings on data in different time frames - they're just sooo slooow to download! If someone has the data to run this on similar timeframes as tommies stunning results in his first post I'd be really curious to see the results.

EUR:ETH
GA Epochs: 342 (~5min per epoch)
Exchange: GDAX
Data: 23/5/17 - 16/2/18 (9 months)
Market Gain: 392%
Simulated Profit: 983%

Candle Length: 17 Minutes

Parameters:

Code:

# SMA Trends
SMA_long = 500
SMA_short = 42

# BULL
BULL_RSI = 12
BULL_RSI_high = 82
BULL_RSI_low = 61

# BEAR
BEAR_RSI = 11
BEAR_RSI_high = 42
BEAR_RSI_low = 26

# ADX
ADX = 2
ADX_high = 62
ADX_low = 50

Image: https://imgur.com/zsBusoU



I've had some other promising results but they've been tuned over smaller timeframes so need more work.... I want to see what's possible on smaller, more volatile altcoins - BCD and XLM might be next on the list, but I haven't researched too much so I'd be happy to hear suggestions.

Mega thanks to AskMike and Tommie for all their work!

hello

can you share your gekkoga config ? have been trying but after a few rounds it crashes. Also no trades are being executed by gekko when running in gekkoga

Hi Gryphon. (and to all testing...... and testing) 

Just a simple confirmation.
Although your settings appeared to be a bit odd, I backtested several times over different timespan and various assets.
This one is over 1 month on BTC/BNB at Binance.
This is about the average result. Some tests ran slightly below whilst others fairly above.
I'm gllad I tried your settings. The results are way above my expectation.