[SHARE] Simple RSI BULL/BEAR strategy

[tommiehansen]

Added insane backtest results for ETH-USDT for RSI_BULL_BEAR_ADX,

Market: 17950.26650%
Simulated profit:  4449031.09720% (yes, that's over 4.4 bloody million percent)
screen: https://i.imgur.com/L2iPfHV.png

Do note that this is just with default settings as well, no optimizations has been done in order to improve the result.
This extreme performance is so insane though that one has to ask about the accuracy of the test; it's just too good to seem plausible.

[Derbeweis]

Added insane backtest results for ETH-USDT for RSI_BULL_BEAR_ADX,

Market: 17950.26650%
Simulated profit:  4449031.09720% (yes, that's over 4.4 bloody million percent)
screen: https://i.imgur.com/L2iPfHV.png

Do note that this is just with default settings as well, no optimizations has been done in order to improve the result.
This extreme performance is so insane though that one has to ask about the accuracy of the test; it's just too good to seem plausible.

Nice.. but the settings ?? Are you sure they are the first ones you posted?
Can you just copy paste them again here?
Thanks

[tommiehansen]

Added insane backtest results for ETH-USDT for RSI_BULL_BEAR_ADX,

Market: 17950.26650%
Simulated profit:  4449031.09720% (yes, that's over 4.4 bloody million percent)
screen: https://i.imgur.com/L2iPfHV.png

Do note that this is just with default settings as well, no optimizations has been done in order to improve the result.
This extreme performance is so insane though that one has to ask about the accuracy of the test; it's just too good to seem plausible.

Nice.. but the settings ?? Are you sure they are the first ones you posted?
Can you just copy paste them again here?
Thanks

First one for the ADX-mod, yes.

---

The ADX-mod has been updated with a TOML-file and some fixes (e.g. removed this.settings in scripts since no longer needed and some cleanup).

---

Edit: Added an even more insane (implausible?) backtest for ETH-USDT:
Market: +17 950%
Simulated Profit: +83 573 824% (yes, over 83 million percent)
Screen: https://i.imgur.com/bB33jX4.jpg

[ManuManu]

Hey,

Where did you uploaded this new version ?

Thanks a lot !

[tommiehansen]

On page 4:
https://forum.gekko.wizb.it/thread-100-page-4.html

Yes, need to add a repository.

Edit: added repo @ https://github.com/tommiehansen/gekko_to...strategies

[ankasem]

On page 4:
https://forum.gekko.wizb.it/thread-100-page-4.html

Yes, need to add a repository.

Edit: added repo @ https://github.com/tommiehansen/gekko_to...strategies

thank you very much for sharing

You are very kind
you are multiplying

succeed in your life

[thirdman]

@tommiehansen just want to say thank you for this great strat, probably the best one around

[huihui]

wow~~~~ thank you ....but....

Code:

PS C:\Users\gekko> npm install tulind

> tulind@0.8.9 install C:\Users\gekko\node_modules\tulind
> node-pre-gyp install --fallback-to-build

[tulind] Success: "C:\Users\gekko\node_modules\tulind\lib\binding\Release\node-v51-win32-x64\tulind.node" is installed via remote
gekko@0.5.12 C:\Users\gekko
`-- tulind@0.8.9

PS C:\Users\gekko> node gekko --config config.js

and  node gekko --config config.js

Code:

C:\Users\gekko\strategies\RSI_BULL_BEAR.js:34
                this.addTulipIndicator('maSlow', 'sma', { optInTimePeriod: this.settings.SMA_long });
                                                                                        ^

TypeError: Cannot read property 'SMA_long' of undefined
    at Base.init (C:\Users\gekko\strategies\RSI_BULL_BEAR.js:34:75)
    at Base.bound [as init] (C:\Users\gekko\node_modules\lodash\dist\lodash.js:729:21)
    at new Base (C:\Users\gekko\plugins\tradingAdvisor\baseTradingMethod.js:84:8)
    at Actor.setupTradingMethod (C:\Users\gekko\plugins\tradingAdvisor\tradingAdvisor.js:62:17)
    at Actor.bound [as setupTradingMethod] (C:\Users\gekko\node_modules\lodash\dist\lodash.js:729:21)
    at new Actor (C:\Users\gekko\plugins\tradingAdvisor\tradingAdvisor.js:23:8)
    at load (C:\Users\gekko\core\pluginUtil.js:95:22)
    at C:\Users\gekko\node_modules\async\dist\async.js:1156:9
    at replenish (C:\Users\gekko\node_modules\async\dist\async.js:1030:17)
    at iterateeCallback (C:\Users\gekko\node_modules\async\dist\async.js:1015:17)
PS C:\Users\gekko>

please~

[tommiehansen]

It would seem you have skipped the TOML-file or that your version is fudged?
Read the 'Instructions for use' in the first post.

If you have and have put all files where they should be there might be a problem with EOL (e.g. you've used Windows notepad that defaults to EOL Windows instead of Unix EOL).

Just get the files from the repo:
git clone https://github.com/tommiehansen/gekko_to...strategies

[smiley_remkes]

Hi Tommie! 

Looks great!!

Can you help me with this??


2018-02-12 12:43:20 (INFO):     Setting up Gekko in backtest mode
2018-02-12 12:43:20 (INFO):
2018-02-12 12:43:20 (INFO):     Setting up:
2018-02-12 12:43:20 (INFO):              Trading Advisor
2018-02-12 12:43:20 (INFO):              Calculate trading advice
2018-02-12 12:43:20 (INFO):              Using the strategy: RSI_BULL_BEAR_ADX

/mnt/c/www/gekko/core/tulind.js:41
            throw tulindError + paramName + ' needs to be a number';
            ^
Gekko was unable to configure Tulip Indicators:
        optInTimePeriod needs to be a number
  xxx POST /api/backtest 500 303ms -

  Error: non-error thrown: Child process has died.
      at Object.onerror (/mnt/c/www/gekko/node_modules/koa/lib/context.js:105:40)
      at <anonymous>
      at process._tickCallback (internal/process/next_tick.js:188:7)