Updates for the current market?

[bzed]

Hi,

I guess your strategies were tested at the beginning of the year?

2021-05-01 00:00:00 -> 2021-07-19 20:00:00 | Max open trades : 5
================================================================================= STRATEGY SUMMARY =================================================================================
|                       Strategy |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |             Drawdown |
|--------------------------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------+----------------------|
|    DoubleEMACrossoverWithTrend |     60 |          -0.97 |         -58.39 |          -111.933 |         -11.19 |       16:47:00 |    11     0    49  18.3 | 153.334 USDT  79.48% |
| EMAPriceCrossoverWithThreshold |     12 |          -2.46 |         -29.55 |           -57.097 |          -5.71 |       15:15:00 |     0     0    12     0 |  50.493 USDT  26.21% |
|         MACDCrossoverWithTrend |     33 |          -1.11 |         -36.51 |           -69.806 |          -6.98 |       13:55:00 |     7     0    26  21.2 |  66.469 USDT  34.51% |
|        RSIDirectionalWithTrend |     14 |          -0.04 |          -0.53 |            -1.126 |          -0.11 |       16:34:00 |     5     0     9  35.7 |  20.386 USDT  10.19% |
|    RSIDirectionalWithTrendSlow |      1 |          -1.19 |          -1.19 |            -2.349 |          -0.23 |        2:00:00 |     0     0     1     0 |   0.000 USDT   0.00% |
====================================================================================================================================================================================

Any plans to update them to handle sideways/bearish markets?

Thanks,

Bernd

[paulcpk]

Hi @bzed, the backtesting results mainly work as a proof of concept. Every strategy works some of the time, no strategy works all the time.

I shared the strategies as templates to make it easier for beginners to write strategies, I do not expect these (very simple) strategies to work in multiple market conditions. If you want to optimize the strategies for multiple market conditions, I suggest you use a Donchian channel (or some other volatility channel) on a higher timeframe to identify sideways markets and adjust the indicators appropriately.

Thank you for sharing these results here.