Username: Password:
« previous next »
Pages: [1]   Go Down

Author Topic: Testing against historical data  (Read 16906 times)

Offline vertygo

  • Rookie
  • *
  • Posts: 8
    • View Profile
Testing against historical data
« on: September 17, 2017, 02:21:16 AM »
I noticed a lot of people testing settings and tweaking using real money. It would be nice, if possible, if an instance of gunbot could run and output a pair's settings performance against historical data.

something like:
gunbot -test -bittrex btc-eth bb

and have it create a file that's easy to read (or chart) and take into account fees to see profitability. I'm not sure how much historical data can be pulled dynamically, so I guess an alternative would be to run gunbot without buying / selling and just have it collect data to test against. 

Obviously past performance is no guarantee of future performance, but something like this might really help the community fine tune strategies without risking our actual money. Another benefit would be to show new traders how things like stop losses and step gain vs bb work.

Cheers.
Logged

Offline paramecie

  • Contributor
  • **
  • Posts: 302
    • View Profile
Re: Testing against historical data
« Reply #1 on: September 17, 2017, 12:50:42 PM »
In 5.0.4 (at least) "WATCH_MODE": true

Allows you to see what it would buy or sell, or recommend to. I think.
Logged

Offline vertygo

  • Rookie
  • *
  • Posts: 8
    • View Profile
Re: Testing against historical data
« Reply #2 on: September 17, 2017, 04:22:07 PM »
Not quite the  same, but it is an option.

Testing against historical data would be a rapid way to test different strategies on the same data.
Logged

Offline paramecie

  • Contributor
  • **
  • Posts: 302
    • View Profile
Re: Testing against historical data
« Reply #3 on: September 17, 2017, 05:11:40 PM »
Yes: no - because historical is... historical ;-)
That's easy to see where you should have bought and sold afterwise.

Sincerely, watch mode may give you a better idea on how it's difficult, and what GB will try, depending your configuration, which is the key. IMO.
Logged

Offline vertygo

  • Rookie
  • *
  • Posts: 8
    • View Profile
Re: Testing against historical data
« Reply #4 on: September 17, 2017, 09:18:50 PM »
If we had datasets of bear/bull and pump/dumps we could apply bb/stepgain formulas and see how they perform and then apply it to the current market. That's all I'm saying. Right now people are gambling their money on setting tweaks and figuring out how to match gb bb to bittrex bb.
Logged

Offline paramecie

  • Contributor
  • **
  • Posts: 302
    • View Profile
Re: Testing against historical data
« Reply #5 on: September 17, 2017, 10:11:05 PM »
Quote from: vertygo on September 17, 2017, 09:18:50 PM
Right now people are gambling their money on setting tweaks and figuring out how to match gb bb to bittrex bb.

No they're not supposed to gamble: WATCH_MODE=true EXISTS.

I'd be happier the Dev to fix/ameliorate/finish what exists before starting anything new.
See for example:
https://github.com/GuntharDeNiro/BTCT/issues/115

I say this... but I'm a developper, so, I understand ;-)
Logged
Pages: [1]   Go Up
« previous next »