[SHARE] Simple RSI BULL/BEAR strategy
(06-02-2018, 10:11 AM)dugu-dugu Wrote: Backtest for 3 months data shows 88% gain.
Big hmm.
I have backtest scripts that will do the testing on the last 3 months of data. I ran these parameters yesterday and they gave 88% gain. If I run them today, they give -20% loss. Looks like I need to clue myself in a lot more. How could just one day of difference in the data set give such antithetic results?
Code:
2018-06-02 13:33:18 start time:                      2018-03-01 00:01:00
2018-06-02 13:33:18 end time:                        2018-06-02 10:31:00
2018-06-02 13:33:18 simulated profit:                291.31763587 EUR (87.80181316%)

One day later:
Code:
2018-06-02 13:33:42 start time:                      2018-03-02 00:00:00
2018-06-02 13:33:42 end time:                        2018-06-02 10:31:00
2018-06-02 13:33:42 simulated profit:                -73.52482116 EUR (-20.82502157%)
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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 dugu-dugu - 06-02-2018, 12:59 PM

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