[SHARE] Simple RSI BULL/BEAR strategy
(02-06-2018, 02:03 AM)susitronix Wrote: Hi Tommie
when i was looking at the Indicators at Coinigy, with Usdt/NEO, i recognized:
if after trend reversal, in the Bull-Trend, the Buy-Volume does fall back to more normal.
then the Bull_RSI_high could never be reached.
So i added a second Qualification that only apply in the Bull-Trend by using RateOfChange (ROC) indicator.
(the last version with PPO did not work because of human error).

With Neo the result is pretty good when backtesting January.

Im new to code so please let me know if i should erase this post. Again thanks alot

The ROC indicator behaves not as expected:
ROC-level: Coinigy shows a level of >4 for the Neo Bull Trend but for the strat eny other value else than 0, creates negative Results.
ROC-length works well.

1. Sure this isn't just a case of parameters though?
With the same period i could get better performance by just using different params:

It doesn't look as good but that hardly matters since it's the results that count.
USDT-NEO in particular was very volatile in that period meaning that one would need to use SMA-values that works which such a thing.

2. It doesn't matter if you're new to writing code, doing stuff > not doing stuff.
3. If the ROC-indicator doesn't behave as expected it seems the use is limited?
4. When backtesting please use longer periods, 1 month isn't enough.

Messages In This Thread
Werkkrew Stoploss - by susitronix - 02-02-2018, 09:39 PM
Removed post - by susitronix - 02-03-2018, 06:49 PM
RE: Added Bull_Idle Trend to RSI BULL/BEAR strategy - by tommiehansen - 02-06-2018, 06:53 PM
@Gryphon Confirmation - by mvangoor - 03-22-2019, 11:59 PM
for 3 months - by ankasem - 02-18-2018, 05:30 PM

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