[SHARE] Simple RSI BULL/BEAR strategy

[crypto49er]

I am very curious to find out if others are having a similar experience to mine. After spending quite a while figuring out how gekko works and getting the RSI BULL/BEAR ADX strategy working, I'm finding that in backtests, it seems like my best parameters work best for older data, but that it is very hard to find parameters that work well on more recent data (like the last two months). If I find parameters that work well on the last two months, it seems that they don't work as well on longer periods of data and older periods of data (like say, the last 8 months, or the last 2 years).

See for example the screenshots. Theses are all from one backtest with one set of parameters; this is an example of a set of parameters working well on the last 8 months of data, but if you look at the detail in the last month, not performing nearly as well.


My real question is, do you all think it is possible that this can be accounted for with a line of reasoning like "as more people begin to run this bot live, it results in it being  less profitable to do so"?

That's not phrased very well but hopefully my idea will get across and some of you can weigh in on whether or not you feel that is likely.

--EDIT--
this is obviously also just to show off my backtest results and see if you guys think it looks impressive or not

Henry151,

Those are pretty awesome results! 

As for your question, it is possible. But people will continually tune this strategy and other strategies with new data so I don't think it's likely. 

My best guess is this strategy just doesn't do that well in a downtrend market but it moons during the bull market so the results are always pretty spectacular overall. To confirm this, check the November 2017 period where there was a dip. If you see the strategy performing just as badly as it does in March 2018 period, you know it's not because too many people are using this strategy.

[Henry151]

Thanks crypto49er,

I've seen far better backtest results, but this is with USDT/BTC pair, I think the bigger backtest results I've seen were on smaller pairs.

Because of my confidence in the long-term performance of BTC, I prefer to trade those markets; i feel there is less risk than with the smaller coins.

[crypto49er]

All,

I just made a video explaining how the ADX version of this strategy works. I try to explain both in code and visually using Trading View. Hope this helps.

https://steemit.com/gekko/@crypto49er/t0olnilf

[yesman85]

Thanks crypto49er,

This is my latest USDT/ETH config, it works well, it's conservative, but when testing on USDT/BTC for example it gives much less result:

Code:

[SMA]
long = 410
short = 23

[BULL]
rsi = 23
high = 80
low = 60
mod_high = 5
mod_low = -5

[BEAR]
rsi = 17
high = 50
low = 20
mod_high = 15
mod_low  = -5

[ADX]
adx = 12
high = 70
low = 50

[Ryancoin]

Hi Tommie,

I have only just started back testing so i'm not ready to try live trading just yet. However when I do and if I get some good results I feel it would only be fair to send you some of the profit. Do you have an address we can send tips to?

Ryan

[whoodat]

Brand new Green and trying to learn...when I run the RSI BULL/BEAR as a backtest, the parameters do not populate does anyone know what I am doing wrong?

I also seem to be getting this error:
2018-05-08 13:46:59 (INFO): Setting up Gekko in backtest mode
2018-05-08 13:46:59 (INFO):
2018-05-08 13:46:59 (INFO): Setting up:
2018-05-08 13:46:59 (INFO): Trading Advisor
2018-05-08 13:46:59 (INFO): Calculate trading advice
2018-05-08 13:46:59 (INFO): Using the strategy: RSI_BULL_BEAR_ADX
2018-05-08 13:46:59 (WARN): TALIB indicators could not be loaded, they will be unavailable.
2018-05-08 13:46:59 (ERROR): Failed to load indicator STC
C:\Users\cr043134\Documents\gekko-develop\gekko-develop\strategies\RSI_BULL_BEAR_ADX.js:39
this.addIndicator('maSlow', 'SMA', this.settings.SMA.long );
^

TypeError: Cannot read property 'long' of undefined
at Base.init (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\strategies\RSI_BULL_BEAR_ADX.js:39:56)
at Base.bound [as init] (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\node_modules\lodash\dist\lodash.js:729:21)
at new Base (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\plugins\tradingAdvisor\baseTradingMethod.js:87:8)
at Actor.setupTradingMethod (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\plugins\tradingAdvisor\tradingAdvisor.js:62:17)
at Actor.bound [as setupTradingMethod] (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\node_modules\lodash\dist\lodash.js:729:21)
at new Actor (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\plugins\tradingAdvisor\tradingAdvisor.js:23:8)
at load (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\core\pluginUtil.js:95:22)
at C:\Users\cr043134\Documents\gekko-develop\gekko-develop\node_modules\async\dist\async.js:1156:9
at replenish (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\node_modules\async\dist\async.js:1030:17)
at iterateeCallback (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\node_modules\async\dist\async.js:1015:17)
xxx POST /api/backtest 500 406ms -

Error: non-error thrown: Child process has died.
at Object.onerror (C:\Users\cr043134\Documents\gekko-develop\gekko-develop\node_modules\koa\lib\context.js:105:40)
at <anonymous>
at process._tickCallback (internal/process/next_tick.js:188:7)

[Cryptos]

C:\Users\cr043134\Documents\gekko-develop\gekko-develop\strategies\RSI_BULL_BEAR_ADX.js:39
               this.addIndicator('maSlow', 'SMA', this.settings.SMA.long );
                                                                    ^

TypeError: Cannot read property 'long' of undefined
 

You are using a wrong setting for SMA.long, check if you use the correct syntax.

this.settings.SMA.long for toml file:
[SMA]
long: xxx
short: xxx

####

this.settings.SMA.long translates for config file:
SMA: {
long: xx,
short: xx,
},

The settings and TOML files of this strategy changed in the past, maybe you have an old version.

[danidant]

sorry but help me please
i got this when doing back testing

2018-05-09 21:26:06 (INFO): Setting up:
2018-05-09 21:26:06 (INFO): Trading Advisor
2018-05-09 21:26:06 (INFO): Calculate trading advice
2018-05-09 21:26:06 (INFO): Using the strategy: RSI_BULL_BEAR_ADX
xxx POST /api/backtest 500 267ms -

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

im new on this kind of apps/bot
if i have file to edit please show what file or where it is

thanks

[whoodat]

C:\Users\cr043134\Documents\gekko-develop\gekko-develop\strategies\RSI_BULL_BEAR_ADX.js:39
               this.addIndicator('maSlow', 'SMA', this.settings.SMA.long );
                                                                    ^

TypeError: Cannot read property 'long' of undefined
 

You are using a wrong setting for SMA.long, check if you use the correct syntax.

this.settings.SMA.long for toml file:
[SMA]
long: xxx
short: xxx

####

this.settings.SMA.long translates for config file:
SMA: {
long: xx,
short: xx,
},

The settings and TOML files of this strategy changed in the past, maybe you have an old version.

Thanks I fixed it all! Works great now.

[Cryptos]

         Using the strategy: RSI_BULL_BEAR_ADX
 xxx POST /api/backtest 500 267ms -

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

from which source did you get the RSI_BULL_BEAR_ADX strategy?