rouxam

Backtesting 3commas DCA Bot v2

rouxam 已更新   
Updating previously published simulated 3commas DCA logic with a sexier insert and more meaningful default parameters.
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Added possibility to use the RSI as buy signal
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Large Revamp:
- Added Label with warning and summary
- Added Stop Loss support
- Improved time inputs
- General bug fixes
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Quick amend on previous commit:
- add comments in script
- add warnings for limitations on backtesting with stop loss (in general, do not use a stop loss if you use DCA on the Spot market)
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Quick amend previous commit:
- Improved currency formatting
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more realistic amount of BTC (divided amount of BTC by 1000 because who owns 2000 BTC ?!)
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Fixed stop loss, reordered input as per 3c bot setup, fix max deviation calculation, add list of bot parameters on label printout
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- Fix quantities calculation
- Default to RSI-7 < 30 for buy signal
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amend previous commit
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- fix RSI start condition (Below; not crossover)
- set RSI default timeframe to 15
- small rework on the warning/results labels
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- Fixed Stop Loss triggers. Thank you @RealSaim for testing and reporting !
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- more meaningful default inputs
- Slightly more sexy snapshot
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New feature:
- Add a counter of total deals
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New Feature:
- Add nb of deals closed on hitting Stop Loss
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added support for Take Profit Type "% From Total Volume" or "% From Base Order "
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After getting the request from many of you, here it is:
- YOU CAN NOW BACK-TEST SHORT BOTS !
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new update includes:
- refactored closing deal code
- add comparison of DCA bot performance to simple Buy and Hold.
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Fix Trailing TP logic for short bot
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New features !!
- Using TA Presets (Buy/Strong Buy/Sell/Strong Sell)
- Allow using different timeframes for RSI
- Allow using a percentage of equity rather than fixed amount of currency
- Numbered warnings
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New feature !!
- Backtesting timeframe updated automatically on the label

This is because the number of bars available is a fixed amount so if you select a 1m timeframe, you can backtest over only a few days, but if you select a 15m timeframe you can backtest over several months.

limits:
free account = 5000 bars
pro/pro+ account = 10000 bars
premium account = 20000 bars
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Fix bug on deal closure
Renamed "TA Preset" to "TV Preset"
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fixed typo
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Fancy update people !! A few weeks ago, TradingView released a new object called a "Table" and this is really a big upgrade on the usability of this backtester.
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