Created
May 21, 2017 04:55
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zenbot case study: stddev neutral zone
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| --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 |
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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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)