[SHARE] Simple RSI BULL/BEAR strategy
Anybody also noticed that there seems to be an offset with the RBBA strat between the backtest results and the paper trading/live trading?
For instance when using BTC/TRX pair with 5 min candle at Binance I had to offset, at the Gekko config, the tuned values as mentioned below (actually tuned values minus value below):

Param               Offset
BULL_RSI_high   +2
BULL_RSI_low    -2
BEAR_RSI value  -1
BEAR_RSI_high   +2
BEAR_RSI_low    -2

When comparing the paper/live trading results and using this offset, it than seems to be aligned with the Tradeview RBBA version and within Gekko backtest itself.

I didn't verified (yet) other candle sizes and/or strategies but I am curiuos if there is also an offset present..

So the big question is why is there a deviation/offset between the backtest results and the paper/live trading results and.. more important how to cancel out the offset without setting the offset manually at the config?

Messages In This Thread
Werkkrew Stoploss - by susitronix - 02-02-2018, 09:39 PM
Removed post - by susitronix - 02-03-2018, 06:49 PM
@Gryphon Confirmation - by mvangoor - 03-22-2019, 11:59 PM
for 3 months - by ankasem - 02-18-2018, 05:30 PM
RE: [SHARE] Simple RSI BULL/BEAR strategy - by i00ney - 04-10-2018, 08:01 AM

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