[SHARE] Simple RSI BULL/BEAR strategy

[Gryphon]

Unfortunately I forgot to push the updated code before leaving work so won't have access to the exact config until Monday, but I've put my config for the rsi bull bear strategy below, you'll need to add the adx variables.

Code:

const randomExt = require('random-ext');

const config = {
 stratName: 'rsi_bear_bull',
 gekkoConfig: {
   watch: {
     exchange: 'binance',
     currency: 'USDT',
     asset: 'ETH'
   },

   // daterange: 'scan',

   daterange: {
     from: '2017-08-17 04:04:00',
     to: '2017-12-05 15:04:00'
   },

   simulationBalance: {
     'asset': 0,
     'currency': 100
   },

   slippage: 0.05,
   feeTaker: 0.25,
   feeMaker: 0.15,
   feeUsing: 'taker', // maker || taker

 },
 apiUrl: 'http://localhost:3000',

 // Population size, better reduce this for larger data
 populationAmt: 20,

 // How many completely new units will be added to the population (populationAmt * variation must be a whole number!!)
 variation: 0.5,

 // How many components maximum to mutate at once
 mutateElements: 7,

 // How many parallel queries to run at2017-08-17 04:04 once
 parallelqueries: 8,

 // profit || score
 // score = profit * sharpe -- feedback?
 // profit = recommended!
 mainObjective: 'profit',

 // optionally recieve and archive new all time high every new all time high
 notifications: {
   email: {
     enabled: false,
     receiver: 'me@gmail.com',
     senderservice: 'gmail',
     sender: 'me@gmail.com',
     senderpass: '----',
   },
 },
 candleValues: [5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18],
 getProperties: () => ({
   // Strat settings must be flattened and cannot be nested for mutation to work properly!

   /*
   # SMA Trends
   SMA_long = 1000
   SMA_short = 50

   # BULL
   BULL_RSI = 10
   BULL_RSI_high = 80
   BULL_RSI_low = 60

   # BEAR
   BEAR_RSI = 15
   BEAR_RSI_high = 50
   BEAR_RSI_low = 20
   */
   historySize: 1300,

   SMA_long: randomExt.integer(27, 10) * 50, // From 1300 to 500 in steps of 50
   SMA_short: randomExt.integer(60, 40),

   BULL_RSI: randomExt.integer(13, 7),
   BULL_RSI_high: randomExt.integer(85, 70),
   BULL_RSI_low: randomExt.integer(65, 40),

   BEAR_RSI: randomExt.integer(20, 10),
   BEAR_RSI_high: randomExt.integer(60, 40),
   BEAR_RSI_low: randomExt.integer(30, 10),

   candleSize: config.candleValues[randomExt.integer(config.candleValues.length - 1, 0)]

 })
};

module.exports = config;

Good luck with it :-)

I've left EUR:ETH running over the weekend so we'll see what it's found by Monday.

[tommiehansen]

do you comment
thank you so much

Yes, gekko candle calculations differs from exchange calculations as far as i know.

---

The strategy RSI BULL / BEAR ADX has been updated, you can now tweak all the BULL-adx params that exist but was hidden before (meaning not in theTOML-file).

Get the updated version at the usual location:
git clone https://github.com/tommiehansen/gekko_tools.git

[Fab1j0]

Hello guys

First i must thank you very much for this strategy. Second i put it live with Bull Bear ADX on binance.. The bot has working perfectly with opening trades and closing them but not long. I got error that "child has died" or something like that.. Do anyone have similar problem ? The market watcher was still working perfectly, but live runner has stopped.

[tommiehansen]

Hello guys

First i must thank you very much for this strategy. Second i put it live with Bull Bear ADX on binance.. The bot has working perfectly with opening trades and closing them but not long. I got error that "child has died" or something like that.. Do anyone have similar problem ? The market watcher was still working perfectly, but live runner has stopped.

This is a Gekko problem and should be asked in Technical Support...

[cointoss0101010]

Hello guys

First i must thank you very much for this strategy. Second i put it live with Bull Bear ADX on binance.. The bot has working perfectly with opening trades and closing them but not long. I got error that "child has died" or something like that.. Do anyone have similar problem ? The market watcher was still working perfectly, but live runner has stopped.

I had this problem. One of the new configs uploaded yesterday has the line console.clear() which I commented out and it ran perfectly after.

[et7223]

First of all, thank you so much for a great strategies and also for sharing, Tommie!
I wonder if you can implement one  with William %R in place of RSI like WilliamR_Bull_Bear_ADX please?
ie. Long when William %R is -90 and short when -15 and confirm that with ADX.

Thank you in advance!

[jimmyjump]

so this strategy work better with or without adx? sry for my bad english

[ankasem]

[attachment=48]
1hi all

RSI BULL/BEAR strategy new version test
rising market

Binance

usdt btc

candle size :       17min

warmup period :10

gekko strat runer

new live gekko
-------------------------
Runtime

Watching since
2018-02-17 01:09
Received data until
2018-02-18 13:27
Data spanning
1 day, 12 hours, 18 minutes
Amount of trades
3
---------------------------------------
what are your thoughts about this
thank you

[tommiehansen]

1hi all

RSI BULL/BEAR strategy new version test
rising market

Binance

usdt btc

candle size :       17min

warmup period :10

gekko strat runer

new live gekko
-------------------------
Runtime

Watching since
2018-02-17 01:09
Received data until
2018-02-18 13:27
Data spanning
1 day, 12 hours, 18 minutes
Amount of trades
3
---------------------------------------
what are your thoughts about this
thank you

My thought is that you seem to expect instant profit since you only have been running it for one day. Due to the short period of time the results are inconclusive.
Haven't you ran backtests and checked the results ... ?

If you would see that this can occur:
https://i.imgur.com/5ztu9UO.png
A couple of bad trades happend, because such things occur.

So was the entire run terrible? Not quite -- here's the result:
https://i.imgur.com/ySGwoI1.png

[ankasem]

1hi all

RSI BULL/BEAR strategy new version test
rising market

Binance

usdt btc

candle size :       17min

warmup period :10

gekko strat runer

new live gekko
-------------------------
Runtime

Watching since
2018-02-17 01:09
Received data until
2018-02-18 13:27
Data spanning
1 day, 12 hours, 18 minutes
Amount of trades
3
---------------------------------------
what are your thoughts about this
thank you

My thought is that you seem to expect instant profit since you only have been running it for one day. Due to the short period of time the results are inconclusive.
Haven't you ran backtests and checked the results ... ?

If you would see that this can occur:
https://i.imgur.com/5ztu9UO.png
A couple of bad trades happend, because such things occur.

So was the entire run terrible? Not quite -- here's the result:
https://i.imgur.com/ySGwoI1.png

---

1hi all

RSI BULL/BEAR strategy new version test
rising market

Binance

usdt btc

candle size :       17min

warmup period :10

gekko strat runer

new live gekko
-------------------------
Runtime

Watching since
2018-02-17 01:09
Received data until
2018-02-18 13:27
Data spanning
1 day, 12 hours, 18 minutes
Amount of trades
3
---------------------------------------
what are your thoughts about this
thank you

My thought is that you seem to expect instant profit since you only have been running it for one day. Due to the short period of time the results are inconclusive.
Haven't you ran backtests and checked the results ... ?

If you would see that this can occur:
https://i.imgur.com/5ztu9UO.png
A couple of bad trades happend, because such things occur.

So was the entire run terrible? Not quite -- here's the result:
https://i.imgur.com/ySGwoI1.png

thank you
I'm trying to learn the right thing
Thanks for the quick response
I did 22 tests, all very beautiful
file added 3-month usdt-btc test