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@carlos8f
Created May 21, 2017 04:55
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zenbot case study: stddev neutral zone
--neutral_rate=auto test
end balance 1282.69756527 (28.27%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -7.64%
24 trades over 8 days (avg 3.00 trades/day)
wrote sim_result.html
the-batcomp:zenbot morpheus.5250$ zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto
@carlos8f
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screen shot 2017-05-20 at 9 56 15 pm

zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto

end balance 1282.69756527 (28.27%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -7.64%
24 trades over 8 days (avg 3.00 trades/day)

@carlos8f
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screen shot 2017-05-20 at 9 59 00 pm

zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=0

end balance 1036.87937670 (3.69%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -25.34%
78 trades over 8 days (avg 9.75 trades/day)

@carlos8f
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screen shot 2017-05-20 at 10 08 57 pm

zenbot sim poloniex.xrp-btc --days 7 --period=5m --trend_ema=34 --neutral_rate=auto

end balance 1186.90889530 (18.69%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -14.53%
68 trades over 8 days (avg 8.50 trades/day)

@carlos8f
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screen shot 2017-05-20 at 10 11 28 pm

zenbot sim poloniex.xrp-btc --days 7 --period=5m --trend_ema=40 --neutral_rate=auto

end balance 1101.04804937 (10.10%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -20.72%
62 trades over 8 days (avg 7.75 trades/day)

@carlos8f
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screen shot 2017-05-20 at 10 15 13 pm

zenbot sim poloniex.xrp-btc --days 7 --period=5m --trend_ema=34 --neutral_rate=0

end balance 676.31598289 (-32.37%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -51.30%
226 trades over 8 days (avg 28.25 trades/day)

@carlos8f
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screen shot 2017-05-20 at 10 24 26 pm

zenbot sim gdax.btc-usd --days 90 --period=1h --trend_ema=34 --neutral_rate=0

end balance 1765.47504046 (76.55%)
buy hold 1948.33426110 (94.83%)
vs. buy hold -9.39%
177 trades over 92 days (avg 1.92 trades/day)

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screen shot 2017-05-20 at 10 29 37 pm

zenbot sim gdax.btc-usd --days 90 --period=1h --trend_ema=34 --neutral_rate=auto

end balance 1827.07050362 (82.71%)
buy hold 1942.21098416 (94.22%)
vs. buy hold -5.93%
63 trades over 92 days (avg 0.68 trades/day)

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screen shot 2017-05-20 at 10 52 43 pm

zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --neutral_rate_stddev=20

end balance 1150.36917567 (15.04%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -17.16%
24 trades over 8 days (avg 3.00 trades/day)

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screen shot 2017-05-20 at 10 56 27 pm

zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --neutral_rate_stddev=10

end balance 1221.51021440 (22.15%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -12.04%
28 trades over 8 days (avg 3.50 trades/day)

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carlos8f commented May 21, 2017

screen shot 2017-05-21 at 12 14 47 am

zenbot sim gdax.btc-usd --days 90 --period=1h --trend_ema=34 --neutral_rate=0 --sell_rate=-0.006 --profit_stop_enable_pct=10 --sell_stop_pct=4

end balance 2767.83831196 (176.78%)
buy hold 1956.68418421 (95.67%)
vs. buy hold 41.46%
91 trades over 92 days (avg 0.99 trades/day)

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screen shot 2017-05-21 at 12 48 04 am

zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --oversold_rsi=25

end balance 1474.53784212 (47.45%)
buy hold 1388.73614930 (38.87%)
vs. buy hold 6.18%
26 trades over 8 days (avg 3.25 trades/day)

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screen shot 2017-05-21 at 1 04 33 am

zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=0 --oversold_rsi=25 --profit_stop_enable_pct=25

end balance 1294.19484679 (29.42%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -6.81%
83 trades over 8 days (avg 10.38 trades/day)

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screen shot 2017-05-21 at 1 07 15 am

zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --oversold_rsi=25 --profit_stop_enable_pct=25

end balance 1632.00228080 (63.20%)
buy hold 1388.73614930 (38.87%)
vs. buy hold 17.52%
29 trades over 8 days (avg 3.63 trades/day)

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