BBRSI Stop loss?
#8
(05-03-2018, 04:51 PM)bojim Wrote: For sake of conversation, here's my dilemma... 

I back test BBRSI from 01-01-18 - 04-15-18 - gdax - USD & LTC - profit 143.93787%

Code:
interval = 14

[thresholds]
low = 40
high = 40
persistence = 9

[bbands]
TimePeriod = 20
NbDevUp = 2
NbDevDn = 2

Then I test the BBRSI-SL in this thread which looks like the same code that's in the video.

If I set stoploss percentage to 100 - (basically no stop loss) I get the exact same results for the same pair and date range: 143.93787%

If I add the stoploss percentage to 3, my profit changes to 59.60740% for the same test.  Adding this simple stop loss approach, seems to further reduce gains.  Please note this is just default settings, I've not put it through any of genetic algorithm tests yet.

In live trading so far, BBRSI rarely takes more than a 1% profit, and it can have several positive trades before encountering a negative one.  However it seems that the negative side is always far more severe and eats back into the gains quickly. 

Still a novice...  will be taking a closer look at susitronix suggestions.

Thanks!

bojim,

What did you set for the candle size and the warmup period? I just want to replicate what you are getting and see if I can figure out why.

My best guess without knowing specifics is the modified stop-loss strategy holds through some of sideway trades that BBRSI normally makes money on. So it trades significantly less and performs significantly worse than the default strategy.

*Update: The strategy itself prevents selling at a loss of over 3%, so it doesn't actually sell at a stop loss of 3%. Although I think I made it this way because the strategy would have bought right back in because all conditions are still valid in the candle after selling. But let me cobble the code together so you can confirm as well.
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Messages In This Thread
BBRSI Stop loss? - by bojim - 04-24-2018, 08:53 PM
Stop loss? - by susitronix - 04-25-2018, 12:59 AM
RE: BBRSI Stop loss? - by crypto49er - 04-26-2018, 12:47 PM
RE: BBRSI Stop loss? - by susitronix - 05-02-2018, 10:41 AM
RE: BBRSI Stop loss? - by bojim - 05-03-2018, 04:06 PM
RE: BBRSI Stop loss? - by xFFFFF - 05-02-2018, 12:05 PM
RE: BBRSI Stop loss? - by bojim - 05-03-2018, 04:51 PM
RE: BBRSI Stop loss? - by crypto49er - 05-03-2018, 08:16 PM
RE: BBRSI Stop loss? - by crypto49er - 05-03-2018, 09:27 PM
RE: BBRSI Stop loss? - by bojim - 05-06-2018, 11:30 PM
RE: BBRSI Stop loss? - by crypto49er - 05-07-2018, 03:08 PM
RE: BBRSI Stop loss? - by crypto49er - 05-08-2018, 04:55 PM
RE: BBRSI Stop loss? - by bojim - 05-09-2018, 06:26 PM

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