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Redjinator
24 Oca 2019 08:13

Smokepit_profits 

IOTA / DollarBitfinex

Açıklama

Just a simple back test of various conditions

Sürüm Notları

Updated laddering conditions and wrote some logic to try and filter out sudden spikes in price.
Large sudden moves should be recognized now and the script should wait for more favorable conditions before continuing to ladder into a position.

- Price averaging with Coin laddering still not implemented. I keep putting it off. I could just use the built in strategy methods but since this is going to be a "study" it would just be broken at that point anyway.
- I wrote a decent trailing stop function but profits seem to drop due to riding positions longer, even if they sell 2 or 3 times higher because of less money on the table with 1 or 2 positions instead of 5, effectively becoming less efficient.
- I need to do some massive code clean up, but this is almost ready. It's already performing 2x better than last week and it's not really even looking for ideal entries yet, but rather it's "Avoiding less favorable entries".
Yorumlar
Redjinator
it also assumes every trade is a market order on bitfinex, and pays max commission to lean on the safe side.
Redjinator
Backtest dates are from the 1st Jan 2019 until today in the image. Using only 400 USD capital (leveraged @ 3.3) with 120 usd per entry (ladders to a max of 5 times).
Also, not everything works in the options menu yet, I'm still planning on adding things.
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