[SHARE] Simple RSI BULL/BEAR strategy

[tommiehansen]

That isn't such a great result. Often one want to have at least 2x more then the market.
You should consider doing some more backtests and maybe also trying out other USD/USDT-pairs.

[ankasem]

thank you
these numbers are enough for me
the majority of other coins depend on btc
btc thought all falls all rising
some may be excluded sometimes
now see the stock coins 95% red
but as you say, I will look at other pairs
but my favorite is usdt-btc
---------------------------------------------
1-Is the position you initiated the strategy a precaution?
2-primary responsibility (new-15.png)
sells rsi 70
buy  rsi  50
there is no movement despite trend down
is normal according to the strategy
not a problem for me

stay peacefully

[ferrari7rider]

That isn't such a great result. Often one want to have at least 2x more then the market.
You should consider doing some more backtests and maybe also trying out other USD/USDT-pairs.

@tommiehansen I noticed that you and multiple other users of RSI_BULL_BEAR and RSI_BULL_BEAR_ADX have been using 10 minute history sizes even though SMA_Long is 1000, for example. I thought your updated files on GitHub included a test to make sure you have the correct history size setting, or am I interpreting this the wrong way? Shouldn't history size be 1000 if SMA_Long is 1000?

P.S. Regarding the previous post, when you say that the results should be at least 2x the market, how do you know that the results weren't at least 2x the market? Oh, you're looking at Market vs Simulated Profit, correct? And you're saying Simulated Profit should have been at least 200%?

[Gryphon]

So my EUR:ETH GA has ran over the weekend... What have I found out? Probably that this isn't the best pair to run gekko on! I chose it as I can get money to and from gdax with very low fees, and due to my location I can't trade the more liquid USD:ETH pair, however USDT:ETH on Binance simulates higher profits after just a few epochs.

EUR:ETH
GA Total Epochs:1133
Best Parameters found on epoch: 749
Epochs ran without better results being found: 384

Exchange: GDAX
Data: 23/5/17 - 16/2/18 (9 months)
Market Gain: 376%
Simulated Profit: 1206.5%

Candle Length: 13 Minutes

Parameters:

Code:

# SMA Trends
SMA_long = 500
SMA_short = 52

# BULL
BULL_RSI = 12
BULL_RSI_high = 85
BULL_RSI_low = 60

# BEAR
BEAR_RSI = 13
BEAR_RSI_high = 43
BEAR_RSI_low = 22

# ADX
ADX = 3
ADX_high = 63
ADX_low = 44

________________________________________________

@tommiehansen I noticed that you and multiple other users of RSI_BULL_BEAR and RSI_BULL_BEAR_ADX have been using 10 minute history sizes even though SMA_Long is 1000, for example. I thought your updated files on GitHub included a test to make sure you have the correct history size setting, or am I interpreting this the wrong way? Shouldn't history size be 1000 if SMA_Long is 1000?

A history size smaller than the SMA_long will mean that the strategy starts making trades before it has enough information to behave as you would expect it to. It will still make trades, but potentially wrong ones. (It will believe it is in a bear or bull market regardless of the actual market condition, depending on how the sma is calculated. iirc Tommies comment said it would trade as if in a bear market)

[ankasem]

hi
@tommie
thanks again
I panicked by looking at the 1 day trading
I found 4 days of data
the result is perfect
------------------------------------
imgur access to new with vpn


Your xrp usdt test is super
I will follow your recommendation

[JoshuaKeen]

I really thank OP for doing this tread and sharing his knowledge with us. Despite my little knowledge I managed to install gekko and almost all the components but I still have this problem that I can not solve, can someone give me a hand? Thanks in advance


C:\Users\user\gekko>npm install talib

> talib@1.0.4 install C:\Users\user\gekko\node_modules\talib
> node ./src/lib/build.js && node-gyp configure && node-gyp build

building talib functions...
fs.js:904
return binding.readdir(pathModule._makeLong(path), options.encoding);
^

Error: ENOENT: no such file or directory, scandir 'C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework'
at Object.fs.readdirSync (fs.js:904:18)
at Object.<anonymous> (C:\Users\user\gekko\node_modules\talib\src\lib\build.js:22:30)
at Module._compile (module.js:643:30)
at Object.Module._extensions..js (module.js:654:10)
at Module.load (module.js:556:32)
at tryModuleLoad (module.js:499:12)
at Function.Module._load (module.js:491:3)
at Function.Module.runMain (module.js:684:10)
at startup (bootstrap_node.js:187:16)
at bootstrap_node.js:608:3
npm ERR! code ELIFECYCLE
npm ERR! errno 1
npm ERR! talib@1.0.4 install: `node ./src/lib/build.js && node-gyp configure && node-gyp build`
npm ERR! Exit status 1
npm ERR!
npm ERR! Failed at the talib@1.0.4 install script.
npm ERR! This is probably not a problem with npm. There is likely additional logging output above.

npm ERR! A complete log of this run can be found in:
npm ERR! C:\Users\user\AppData\Roaming\npm-cache\_logs\2018-02-20T21_53_04_551Z-debug.log

[Argon]

Having the same problem...
https://forum.gekko.wizb.it/thread-100-p...ml#pid1960

[JoshuaKeen]

Having the same problem...
https://forum.gekko.wizb.it/thread-100-p...ml#pid1960

[fo0man]

I really thank OP for doing this tread and sharing his knowledge with us. Despite my little knowledge I managed to install gekko and almost all the components but I still have this problem that I can not solve, can someone give me a hand? Thanks in advance


C:\Users\user\gekko>npm install talib

> talib@1.0.4 install C:\Users\user\gekko\node_modules\talib
> node ./src/lib/build.js && node-gyp configure && node-gyp build

building talib functions...
fs.js:904
 return binding.readdir(pathModule._makeLong(path), options.encoding);
                ^

Error: ENOENT: no such file or directory, scandir 'C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework'
   at Object.fs.readdirSync (fs.js:904:18)
   at Object.<anonymous> (C:\Users\user\gekko\node_modules\talib\src\lib\build.js:22:30)
   at Module._compile (module.js:643:30)
   at Object.Module._extensions..js (module.js:654:10)
   at Module.load (module.js:556:32)
   at tryModuleLoad (module.js:499:12)
   at Function.Module._load (module.js:491:3)
   at Function.Module.runMain (module.js:684:10)
   at startup (bootstrap_node.js:187:16)
   at bootstrap_node.js:608:3
npm ERR! code ELIFECYCLE
npm ERR! errno 1
npm ERR! talib@1.0.4 install: `node ./src/lib/build.js && node-gyp configure && node-gyp build`
npm ERR! Exit status 1
npm ERR!
npm ERR! Failed at the talib@1.0.4 install script.
npm ERR! This is probably not a problem with npm. There is likely additional logging output above.

npm ERR! A complete log of this run can be found in:
npm ERR!     C:\Users\user\AppData\Roaming\npm-cache\_logs\2018-02-20T21_53_04_551Z-debug.log

It looks like your system is looking for .net and it's not there. Open your command line as administrator and try running 

npm install --global --production windows-build-tools 

before npm install talib

[Argon]

Already done this. But same error again. We better start a new thread about this problem. Has nothing to do with the Strategy :-)