[SHARE] Simple RSI BULL/BEAR strategy
I have inserted a $DAYS ago parameter in my backtests. That is, if I find a set of parameters that give an acceptable return I run them with -90 to -10 days ago. That is, how much profit would they make if I started trading 90 days ago, 89 days ago.. 10 days ago. There are wild variations sometimes with a difference of just one day.

Code:
2018-06-09 14:57:49 CANDLE=20 DAYS=-90 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 17.03159216 EUR (5.54738850%)
2018-06-09 14:58:37 CANDLE=20 DAYS=-83 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 67.09564958 EUR (25.89765693%)
2018-06-09 15:00:25 CANDLE=20 DAYS=-65 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 71.56031106 EUR (30.04589623%)
2018-06-09 15:01:57 CANDLE=20 DAYS=-45 SMA=251,21 BULL=14,85,39,5,-5 BEAR=14,41,19,14,-5 ADX=3,83,55 -102.90019638 EUR (-30.14860285%)
I guess you need to find some good parameters, run the strategy live for a long time and just hope you're lucky. The days of the yuge returns are gone forever, I believe. The 19k bitcoin was a black swan and it flew away for good.
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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 - 06-09-2018, 08:20 PM

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