BacktestTool - batch backtest, import and strategy parameters optimalization
[quote pid='2334' dateline='1519690957']
Backtest on all pairs and strategies defined in backtest-config.pl with candles 5, 10, 20, 40 and 12 hours warmup period:
Code:
$ perl backtest.pl -n 5:144,10:73,20:36,40:15`

[/quote]
(09-22-2018, 02:08 AM)crypto49er Wrote:
(09-20-2018, 05:45 PM)jasonbtc Wrote: Anyone knows what units should be used in CandleSize:Warmup in config file?
For example hours:hours or minutes:minutes ?
https://github.com/xFFFFF/Gekko-Backtest...fig.pl#L19

I think they are both minutes:minutes.


I am not sure about that. If you take a look at the instructions it mentions "candles 5, 10, 20, 40 and 12 hours warmup period"
and if you multiple for example 5x144 you get 720 minutes which is 12 hours.
So to me it looks something more like Hours:Minutes  but we need an official confirmation.
I am wondering how can people do backtesting without knowing this specific info which is of great importance.
  Reply
(03-20-2018, 05:39 PM)PapoKarlo Wrote: how to change it to use one srtat  with different params?

PapoKarlo,

Have you find a way to do this ? I need the same, as well..
  Reply
(02-27-2018, 12:22 AM)xFFFFF Wrote: Backtest on all pairs and strategies defined in backtest-config.pl with candles 5, 10, 20, 40 and 12 hours warmup period:
Code:
$ perl backtest.pl -n 5:144,10:73,20:36,40:15`

(09-22-2018, 10:18 AM)jasonbtc Wrote: [quote pid='2334' dateline='1519690957']
Backtest on all pairs and strategies defined in backtest-config.pl with candles 5, 10, 20, 40 and 12 hours warmup period:
Code:
$ perl backtest.pl -n 5:144,10:73,20:36,40:15`
(09-22-2018, 02:08 AM)crypto49er Wrote:
(09-20-2018, 05:45 PM)jasonbtc Wrote: Anyone knows what units should be used in CandleSize:Warmup in config file?
For example hours:hours or minutes:minutes ?
https://github.com/xFFFFF/Gekko-Backtest...fig.pl#L19

I think they are both minutes:minutes.


I am not sure about that. If you take a look at the instructions it mentions "candles 5, 10, 20, 40 and 12 hours warmup period"
and if you multiple for example 5x144 you get 720 minutes which is 12 hours.
So to me it looks something more like Hours:Minutes  but we need an official confirmation.
I am wondering how can people do backtesting without knowing this specific info which is of great importance.
[/quote]

Any news on this? Anyone?
  Reply
5:144

As I understand
5 - candle size in minutes
144 - warm period in candles
  Reply
Hi!
I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.

A little about the environment:
ОС: os x high sierra

strategy configuration:
SMA_long = "100..1000:100"
SMA_short = "10..70:10"

BULL
BULL_RSI = "15..30:10"
BULL_RSI_high = "70..80:10"
BULL_RSI_low = "40..50:10"

BEAR
BEAR_RSI = "15..30:10"
BEAR_RSI_high = "50..60:5"
BEAR_RSI_low = "20..40:5"

backtest log:

[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36

============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time

2018-12-02 14:11:32 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 50|40|10|15|15|80|700|50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07
.......
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min

......
[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........
[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...

=================================================================== A L L R E S U L T S ====================================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day

BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............
[2018-12-02 14:14:25] Creating TOP STRATEGY table...
BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07
.........

================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min

RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......
[2018-12-02 14:17:43] Creating TOP DATASET table...
BTC:XRP RSI_BULL_BEAR 50|20|60|15|25|70|300|50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06
........
============================================================= T O P D A T A S E T ==============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume

BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59
[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42

============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time

2018-12-02 14:19:06 (ERROR): Failed to load indicator
2018-12-02 14:19:07 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07
.......

advance thanks!
  Reply
Hi!
I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.

A little about the environment:
ОС: os x high sierra

strategy configuration:
SMA_long = "100..1000:100"
SMA_short = "10..70:10"

BULL
BULL_RSI = "15..30:10"
BULL_RSI_high = "70..80:10"
BULL_RSI_low = "40..50:10"

BEAR
BEAR_RSI = "15..30:10"
BEAR_RSI_high = "50..60:5"
BEAR_RSI_low = "20..40:5"

backtest log:
[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time


2018-12-02 14:11:32 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 50|40|10|15|15|80|700|50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07
.......
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min


......
[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........

[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...
=================================================================== A L L R E S U L T S ====================================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day


BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............

[2018-12-02 14:14:25] Creating TOP STRATEGY table...
BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07
.........

================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min


RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......

[2018-12-02 14:17:43] Creating TOP DATASET table...
BTC:XRP RSI_BULL_BEAR 50|20|60|15|25|70|300|50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06
........
============================================================= T O P D A T A S E T ==============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume


BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59
[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time


2018-12-02 14:19:06 (ERROR): Failed to load indicator
2018-12-02 14:19:07 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07
.......

advance thanks!
  Reply


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