VmaPredict2.js (new)
#7
well, installed the new version and done some comparison testing against the "old" version.

TIME-FRAME:
FROM: 2019-01-01 00:00
TO: 2019-09-10 14:15

CANDLE SIZE: 1 hour
WARMUP: 30

OLD VERSION TOML:
[Swings]
Magica = 280
MediumOut = 280
ShortSight = 380
MaxPeekPred = 580

[ForcastTrend]
Short =  6
Medium = 17
Long = 100   #nan

[PeriodAverage]
Short = 6
Medium = 25  
Long = 100    #nan

[VolumePeriodAverage]  
Short  = 6    #nan
Medium = 30  
Long   = 100  #nan

NEW VERSION TOML:
[Swings]
Magica = 280      # used in buy price dips
MediumOut = 280   # 
ShortSight = 380  # 
MaxPeekPred = 580 # short to go out of deep falls based on last peek difference prediction
BullsEye = 60000   # Since we are taking very long positions and BTC tends to have huge variation this was set to a high value so it doesn't trigger this condition

[ForcastTrend] #forcast trend tulip indicator
Short =  6 
Medium = 17
Long = 100   #nan

[PeriodAverage] #moving averages
Short = 6 
Medium = 25
Long = 100

[VolumePeriodAverage] #volume moving averages  
Short  = 6    #nan
Medium = 30  
Long   = 100  #nan

OLD VERSION BACKTEST RESULTS:

[Image: lLeDZum.jpg]

NEW VERSION BACKTEST RESULTS:

[Image: DQerElu.jpg]

using the same configuration the new version performs below the old version in the same time-frame and with the same candle size.

If the candle size is reduced to 30 min, we have the same kind of results. Older version outperforms the new version.

OLD VERSION:
market 169.84227%
simulated profit 174.22247%

NEW VERSION:
market 169.84227%
simulated profit 74.23887%

I don´t have the skills to understand the code, but whatever logic was changed in the new version is making it under-perform.
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Messages In This Thread
VmaPredict2.js (new) - by PGTART - 09-09-2019, 04:02 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-09-2019, 04:34 PM
RE: VmaPredict2.js (new) - by PGTART - 09-09-2019, 10:46 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 09:25 AM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 01:59 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 02:13 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 02:48 PM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 02:48 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 03:30 PM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 03:18 PM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 06:21 PM
RE: VmaPredict2.js (new) - by Jupiterix - 09-11-2019, 07:45 AM
RE: VmaPredict2.js (new) - by PGTART - 09-11-2019, 09:50 AM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-11-2019, 09:48 AM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-11-2019, 12:04 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-11-2019, 12:47 PM
RE: VmaPredict2.js (new) - by PGTART - 09-11-2019, 04:57 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-12-2019, 08:55 AM
RE: VmaPredict2.js (new) - by PGTART - 09-15-2019, 01:14 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-16-2019, 12:43 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 01:06 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-16-2019, 01:18 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-16-2019, 01:57 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 04:35 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-17-2019, 08:03 AM
RE: VmaPredict2.js (new) - by Stixx - 09-16-2019, 05:26 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 05:35 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-16-2019, 05:48 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 06:04 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-16-2019, 06:08 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 06:30 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-16-2019, 06:35 PM
RE: VmaPredict2.js (new) - by PGTART - 09-17-2019, 02:01 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-17-2019, 07:12 PM
RE: VmaPredict2.js (new) - by PGTART - 09-17-2019, 08:11 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-17-2019, 08:30 PM
RE: VmaPredict2.js (new) - by PGTART - 09-17-2019, 08:56 PM
RE: VmaPredict2.js (new) - by ortu - 09-20-2019, 08:35 AM
RE: VmaPredict2.js (new) - by PGTART - 09-20-2019, 11:26 AM
RE: VmaPredict2.js (new) - by trackers - 09-22-2019, 07:45 AM
RE: VmaPredict2.js (new) - by PGTART - 09-22-2019, 07:39 PM
RE: VmaPredict2.js (new) - by Dieguz - 09-23-2019, 08:29 AM
RE: VmaPredict2.js (new) - by Dieguz - 09-23-2019, 09:19 PM
RE: VmaPredict2.js (new) - by PGTART - 09-22-2019, 01:33 PM
RE: VmaPredict2.js (new) - by PGTART - 09-24-2019, 05:04 AM
RE: VmaPredict2.js (new) - by Dieguz - 09-24-2019, 07:41 AM
RE: VmaPredict2.js (new) - by PGTART - 09-28-2019, 02:48 PM
RE: VmaPredict2.js (new) - by ILoveLeverage - 09-29-2019, 01:23 PM
RE: VmaPredict2.js (new) - by Dieguz - 09-29-2019, 05:06 PM
RE: VmaPredict2.js (new) - by PGTART - 09-30-2019, 10:42 AM
RE: VmaPredict2.js (new) - by Zid - 09-30-2019, 08:55 AM
RE: VmaPredict2.js (new) - by PGTART - 09-30-2019, 05:24 PM
RE: VmaPredict2.js (new) - by ILoveLeverage - 09-30-2019, 06:28 PM
RE: VmaPredict2.js (new) - by PGTART - 09-30-2019, 10:20 PM
RE: VmaPredict2.js (new) - by Dieguz - 10-07-2019, 08:15 AM
RE: VmaPredict2.js (new) - by PGTART - 10-08-2019, 09:37 PM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-11-2019, 04:32 PM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-12-2019, 01:06 AM
RE: VmaPredict2.js (new) - by Zid - 10-12-2019, 05:13 AM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-12-2019, 02:04 PM
RE: VmaPredict2.js (new) - by PGTART - 10-12-2019, 06:33 PM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-13-2019, 01:43 PM
RE: VmaPredict2.js (new) - by PGTART - 10-13-2019, 06:41 PM
RE: VmaPredict2.js (new) - by Dieguz - 10-14-2019, 08:38 PM
RE: VmaPredict2.js (new) - by PGTART - 10-16-2019, 08:50 PM
RE: VmaPredict2.js (new) - by Dieguz - 10-17-2019, 12:01 PM
RE: VmaPredict2.js (new) - by PGTART - 10-17-2019, 08:58 PM
RE: VmaPredict2.js (new) - by PGTART - 10-18-2019, 06:14 PM
RE: VmaPredict2.js (new) - by owk - 01-02-2020, 06:30 PM
RE: VmaPredict2.js (new) - by owk - 01-03-2020, 03:43 PM
RE: VmaPredict2.js (new) - by PGTART - 01-15-2020, 12:04 PM
RE: VmaPredict2.js (new) - by lipnel - 02-05-2020, 08:36 AM
RE: VmaPredict2.js (new) - by PGTART - 02-22-2020, 12:04 PM
RE: VmaPredict2.js (new) - by Stixx - 02-22-2020, 01:26 PM
RE: VmaPredict2.js (new) - by PGTART - 02-23-2020, 02:37 AM
RE: VmaPredict2.js (new) - by Stixx - 02-24-2020, 04:42 PM
RE: VmaPredict2.js (new) - by PGTART - 02-24-2020, 06:29 PM
RE: VmaPredict2.js (new) - by PGTART - 02-26-2020, 10:21 PM
RE: VmaPredict2.js (new) - by Stixx - 02-26-2020, 11:11 PM
RE: VmaPredict2.js (new) - by Stixx - 02-27-2020, 04:13 PM
RE: VmaPredict2.js (new) - by PGTART - 02-27-2020, 05:42 PM
RE: VmaPredict2.js (new) - by Stixx - 02-28-2020, 10:27 AM
RE: VmaPredict2.js (new) - by Stixx - 04-05-2020, 09:03 AM

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