Mar 05, 2022
1 mins read
Just un update on the advancement of the backtester tool. For me these are very busy days for personal reasons but every minute available I spend it working on this tool as I think is an investment for the future.
While trying to perform the scan TP option, some improvents and bugs correction were done:
Bug: found and corrected a bug for configs with OS=1, where order volume was miscalculated
Feature: added plot for single config debug.
This was essential to "see" what happens on chart. For now the plot have just the minimal features (BO, SO and TP marks). More to come in the future if needed.
Feature: added option for the random scan of configs.
This is extremly helpful as it gives, just after a small dataset of configs backtested, a good picture of the trends, as it seems that bot configurations behave in a scattered but continous manner. The following plot is the result of just 20k configurations (the full dataset is >4 millions of configurations). Without this feature we would see only a slice of the plot and not the big picture.
Feature: save filtered configurations after a backtesting.
Now the program gives as an output file the filtered configs (eg. minumum dealds, ROI value over a threshold..). Many configurations gives negative ROIs, so after a first pass with a big dataset, the higher ROI configs are saved in a new configs file that can be used for a new backtest on a bigger timeframe and/or more pairs but smaller configs set, so decreasing the required computational time.
TO DO LIST for next versions (send me your suggestions!!)
BO/SO ration scanner: find the best BO to SO ratio for a set of BOT configs
Deal start conditions finder: bruteforce start conditions in order to find the best values (RSI, BB, etc) for a bot config and pairs
TP % increase scan: scan for the optimal TP % increase strategy (eg. a second order function of SO deviation %)
Stay tuned for news in the next days! The program is running 24h/24h to solve a >4 million configs (100-2000$, Cov35-75, MaxtoTP 55, SOS 0.5-5, OS1-2.5, SS 0.95-2.5) for the donwtrending market and for TP scanned from 0.5% to 10%. It needs some days..