Any strategy profitable in bearish markets ?
#1
Hello,

I am playing around with the different strategies that have been shared here plus my own ones.. they are usually producing great results on bullish historical data, or even when bullish / bearish alternate, but what about purely bearish ?

Like I entered on the market on EUR/ETH a 2-3 weeks ago (don't ask me why) and now is only going down..

Gekko is offering "long" advice (buy all) and the possibility to "close" it (sell all): but even if that last advice is called "short", it is not a short..

I am still new to trading, but wouldn't be a "real" short - ie selling before buying in the hope to buy it cheaper afterwards - the only possibility to make profit on bearish market ?

Do you have any other strategy that would do it or all are about buying low / selling higher ?

Thanks!
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#2
Shorting is supported on some exchanges (eg. Kraken) but it's not supported in Gekko (AFAIK)

Even in a bear market there will be plenty of opportunities to buy low and sell high, at time frames of a few hours to perhaps a few days.
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#3
Try BBRSI from Github. Its most stable strategy which I know.
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#4
(03-17-2018, 11:00 AM)xFFFFF Wrote: Try BBRSI from Github. Its most stable strategy which I know.

Thanks xFFFFF for your resources.

I installed BBRSI, however, I am getting an error. Do you know what the below may refer to?

// ================


2018-04-06 15:03:50 (INFO): Using the strategy: BBRSI
/home/henry/gekko/strategies/indicators/BB.js:30
    this.sumsq += this.diffs[this.age] ** 2  - diffsTail ** 2;
                                        ^

SyntaxError: Unexpected token *
    at createScript (vm.js:56:10)
    at Object.runInThisContext (vm.js:97:10)
    at Module._compile (module.js:542:28)
    at Object.Module._extensions..js (module.js:579:10)
    at Module.load (module.js:487:32)
    at tryModuleLoad (module.js:446:12)
    at Function.Module._load (module.js:438:3)
    at Module.require (module.js:497:17)
    at require (internal/module.js:20:19)
    at Object.<anonymous> (/home/henry/gekko/strategies/BBRSI.js:10:10)
  xxx POST /api/backtest 500 276ms -

  Error: non-error thrown: Child process has died.
      at Object.onerror (/home/henry/gekko/node_modules/koa/lib/context.js:105:40)
      at process._tickCallback (internal/process/next_tick.js:109:7)
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#5
(04-06-2018, 05:10 AM)haok Wrote:
(03-17-2018, 11:00 AM)xFFFFF Wrote: Try BBRSI from Github. Its most stable strategy which I know.

Thanks xFFFFF for your resources.

I installed BBRSI, however, I am getting an error. Do you know what the below may refer to?

// ================


2018-04-06 15:03:50 (INFO): Using the strategy: BBRSI
/home/henry/gekko/strategies/indicators/BB.js:30
    this.sumsq += this.diffs[this.age] ** 2  - diffsTail ** 2;
                                        ^

SyntaxError: Unexpected token *
    at createScript (vm.js:56:10)
    at Object.runInThisContext (vm.js:97:10)
    at Module._compile (module.js:542:28)
    at Object.Module._extensions..js (module.js:579:10)
    at Module.load (module.js:487:32)
    at tryModuleLoad (module.js:446:12)
    at Function.Module._load (module.js:438:3)
    at Module.require (module.js:497:17)
    at require (internal/module.js:20:19)
    at Object.<anonymous> (/home/henry/gekko/strategies/BBRSI.js:10:10)
  xxx POST /api/backtest 500 276ms -

  Error: non-error thrown: Child process has died.
      at Object.onerror (/home/henry/gekko/node_modules/koa/lib/context.js:105:40)
      at process._tickCallback (internal/process/next_tick.js:109:7)

you can either change the line to 

this.sumsq += this.diffs[this.age] * this.diffs[this.age]   - diffsTail * diffsTail;

or better, update your node.js to a newer version, which supports the exponentiation operator.
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#6
Hi
i found that at BTC the massive step up/down is the most critical trades that makes or breaks the profit.
Where in the sideways trend the RSI would do a nice job,
but when a stepdown occurs it will miserably keep the bag and even worse miss the current low because of the bag...üch pff
On the other side where a step up occurs it will ALWAYS sell to early or dont even boughter to buy when the rocket takes off.
It will loose the gains of the sideways market and completly miss out the stepup trend, results in a none profitable strategie.

i thought: how would i trade/look at the macro perspective of the trend in order to catch theese supertrends???
The support/Resistance trend lines seems to me the best macro indicator and so simple.
Three topologies can be deriven from the same lows/highs:
-support and resistance (trustworthy)
-channel (straight angle, horizontal(bigger perspective log scale))
-wedge (nice one)
i developed my own indicator where the RSI trades on the usual trend but for the "super trend" i added a stoploss and a hypetrend-sell-lock.
My macrotrend indicator then begins to sample the lows/highs and if they become valide i back them up into the averaging array.
After that i can calculate the step size to the last low/high in order to calculate the vectors to the present candle.
Theese vectors then have the same angle until a new hi/lo has been backuped/averaged and the vector angle will change.

Backtest results. same strat/settings
please dont mind the comments. its commented for a frind
https://imgur.com/a/JAm5dz3
https://imgur.com/a/jlow72W
https://imgur.com/a/UHiKtlU
https://imgur.com/a/KuGOrWS




From the support vector i can set a % below or above (user.setttings) for calculate the stopvector.
the same for the resistance vector.
the signal that engage the trends and also the signals for the vectors can be choosen:
candle.close
candle.hi
candle.low
candle.vwp (volume wightet price)
candle.myEXPOwhatEvercalculusCurve...hehe

the logic is very simple its only a stoploss and a hype trend but:
if gekko is short and a stepdown occurs, the RSI would buy much to early.
Therefor the stoploss kicks in only to inhibit the RSI from trading.

if gekko is short when a stepup occurs then it instantly trys to buy in and shift over the top before sell.

Its a short term strategie that makes alot of trades but if it goes bearish its beneficial to sell at profit and not keep that hot patatoe.hehe
Tryed to make it even better but it just hurts the basic function when tested over 4/3/2/1month
sometimes a improvement tested over 21days does not work well for 4/3/2/1month
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#7
susitronix,

Is this a strategy that is on github that I can download and use? Are there settings in the strategy that need to be adjusted within the code, or just in the Parameters window that comes up when you start the bot? Thanks.

v/r
Hoppy
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#8
hi
unforgently some thing may be wrong with my strat/indicator, so it is not on github yet
it is only good in bull-trend i guess.
for two weeks i used other strats but made -% profit. doh!
it needs proper live testing.
Thought its nice to leave a live gekko running but in some bearish trend it may be better to stop the bot.
Very difficult to trade a barish market without losses.
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#9
(03-12-2018, 09:28 PM)zappra Wrote: Shorting is supported on some exchanges (eg. Kraken) but it's not supported in Gekko (AFAIK)

Even in a bear market there will be plenty of opportunities to buy low and sell high, at time frames of a few hours to perhaps a few days.

What do you need with "AFAIK"?
Then, are you guys really sure that Gekko cannot do short trades? 
I actually never tried it, I just do not have any strategy that foresees to do short trades and I have no idea where to find it in the code.
Thanks!
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#10
Quote:What do you need with "AFAIK"?

That means "as far as I know"

Quote:Then, are you guys really sure that Gekko cannot do short trades?
I actually never tried it, I just do not have any strategy that foresees to do short trades and I have no idea where to find it in the code.
Thanks!

Technically Gekko only trades on spot markets and doesn't support margin trading (i know this because I created Gekko).

But you can definitely use Gekko to trade a short strategy, but you need more than Gekko. For example: If you have 2 BTC and want to trade a trade bot that does shorts instead of longs:

- deposit 0.5 to a platform where you can easily short with leverage (such as bitmex or deribit).
- short with 3x leverage a total of 1.5 BTC -> you only have to open this short once, especially if you short spot or a perpetual swap.
- deposit the other 1.5 BTC into a normal exchange you want to use for Gekko trading, for example binance.
- right now you are market neutral, since you are short 1.5 BTC and also long 1.5 BTC.
- Use Gekko to trade on binance BTC USD, it will trade your bitcoin from buy, sell, buy sell, etc.

Whenever gekko sells on binance your position goes from neutral to short 3 BTC.

Note that when you do this you need to manually calculate all your profits since Gekko's calculations don't take your short position into account.
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