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1  Economy / Auctions / Re: [Auction] Trading strategy using genetic algorithms on: August 07, 2017, 12:41:20 PM
Auction ended!
2  Economy / Auctions / Re: [Auction] Trading strategy using genetic algorithms on: August 05, 2017, 02:33:07 PM
Auction ends today.
3  Economy / Auctions / Re: [Auction] Trading strategy using genetic algorithms on: July 20, 2017, 08:30:32 AM
Quote from: babo on July 18, 2017, 01:16:23 PM
i'm interested too
more info about price and how use it (example is good or video)

thanks

Here is link to Gekko bot https://gekko.wizb.it/ and a quick video presentation of running our strategy https://www.youtube.com/watch?v=PLiqiZzKnJ8&feature=youtu.be
4  Economy / Auctions / Re: [Auction] Trading strategy using genetic algorithms on: July 18, 2017, 10:41:54 AM
Link to discussion about this strategy: https://bitcointalk.org/index.php?topic=2026847
5  Economy / Economics / Re: Trading strategy using genetic algorithms on: July 18, 2017, 10:30:23 AM
Quote from: HabBear on July 17, 2017, 04:28:31 PM
Ok, this is fantastic. Thanks for evolving how we track bitcoin prices and activity. I presume you're doing this to come up with more reliable predictive analytics so we can all determine which direct the future price and activity is heading?

A few questions:

(1) Have you test your information to prove that your genetic algorithm correctly predicts (relatively speaking of course) the future?

(2) What's your track record for getting it right?

(3) How do we us your predictive analytics to help our buying or selling behavior?

Maybe you're not to that point yet, maybe you're at the point of sharing the analysis. All of it's good, just excited to see where this takes us!

This strategy still uses tehnical analysis and its lagging indicators, so it can't predict the future. The algorithm is excelent at spotting patterns, better than we humans are. It can't predict black swan events, it can't predict mtgox event or coinbase going offline... well maybe that last one it can Smiley The point is, it spots events faster than we usually can, but it can't forsee them. At least not yet.

We are developing a more general strategy that should work on any market and should adapt to any market conditions. We are also working on something that is not just using lagging indicators for its strategy, but it is still too early to say anything about it.

You can see the track record from results, it spots uptrends really well and is usually very quick at correcting itself if it's wrong. It won't try to catch falling knives and it won't try to sell the top too often. The goal was to beat buy&hold strategy, which it did.


It is not that hard to find the "correct" strategy in backtesting. The algorithm using GA will evolve some magic formula for the backtest dataset and craft the strategy for it. Here is one example - . The problem is, if you adjust a dataset just a bit, the strategy won't be necessary best anymore. If you shift the candlestick just for a few minutes, you can get very different results -
It was a real challenge to find a strategy that works on more general datasets. This is where GA helps the most.
6  Economy / Auctions / [Auction] Trading strategy using genetic algorithms on: July 18, 2017, 10:20:05 AM
We invented our own trading method using genetic algorithms for optimizations. We focused on Bitcoin and Ethereum because of high volatility and liquidity of a market.
We are using our own market indicators which we are ran through GA (genetic algorithm). We found out it preforms better than other very popular indicators like RSI, MACD, DEMA...

Our algorithm runs on any candlesticks sizes, the more data it has, the better it performs. It is not dependent on time. If you run MACD/RSI/DEMA on small candlesticks it performs very poorly.

Here are the results (fee 0,25%, slippage 0,05)

since this year's bull market

Code:
Entry at	Exit at	Exposure	Entry balance	Exit balance	P&L	Profit
2017-03-10 21:10	2017-03-18 05:29	7 days	1.014	2.309	1.295	127.775
2017-03-19 00:36	2017-03-20 02:39	a day	2.302	2.535	0.233	10.135
2017-03-20 14:06	2017-03-25 22:57	5 days	2.527	3.069	0.542	21.455
2017-03-28 06:14	2017-03-28 07:58	2 hours	3.060	2.959	-0.101	-3.304
2017-03-29 21:12	2017-03-30 00:17	3 hours	2.950	2.822	-0.128	-4.335
2017-03-30 13:44	2017-03-30 17:51	4 hours	2.814	2.723	-0.091	-3.233
2017-04-12 19:20	2017-04-17 06:05	4 days	2.715	3.022	0.307	11.326
2017-04-22 17:57	2017-05-01 21:03	9 days	3.013	3.970	0.957	31.763
2017-05-02 14:22	2017-05-03 01:36	11 hours	3.958	3.782	-0.176	-4.447
2017-05-03 06:18	2017-05-05 01:44	2 days	3.771	4.231	0.460	12.189
2017-05-06 15:57	2017-05-07 21:31	a day	4.218	4.206	-0.012	-0.274
2017-05-12 04:07	2017-05-15 21:54	4 days	4.194	4.389	0.195	4.653
2017-05-18 04:13	2017-05-22 02:56	4 days	4.376	6.219	1.843	42.130
2017-05-22 07:12	2017-05-22 09:46	3 hours	6.201	6.372	0.172	2.770
2017-05-23 04:38	2017-05-25 14:39	2 days	6.353	6.266	-0.087	-1.366
2017-05-27 11:48	2017-05-30 09:04	3 days	6.248	7.913	1.665	26.655
2017-05-30 19:24	2017-05-31 15:24	20 hours	7.889	8.389	0.500	6.335
2017-05-31 19:52	2017-06-01 01:49	6 hours	8.364	7.847	-0.517	-6.184
2017-06-01 03:00	2017-06-01 08:02	5 hours	7.823	7.555	-0.268	-3.422
2017-06-06 14:16	2017-06-08 18:14	2 days	7.533	7.559	0.026	0.351
2017-06-09 15:30	2017-06-11 08:48	2 days	7.536	8.827	1.290	17.120
2017-06-12 05:05	2017-06-14 01:44	2 days	8.800	10.387	1.586	18.028
2017-06-14 16:16	2017-06-15 00:18	8 hours	10.355	10.114	-0.241	-2.331
2017-06-15 07:35	2017-06-15 10:46	3 hours	10.084	9.622	-0.462	-4.582
2017-06-15 15:33	2017-06-18 18:44	3 days	9.593	9.959	0.366	3.814
2017-06-20 08:55	2017-06-20 13:34	5 hours	9.929	9.766	-0.163	-1.638
2017-06-20 21:35	2017-06-21 09:42	12 hours	9.737	9.461	-0.276	-2.835
2017-06-22 23:20	2017-06-23 02:22	3 hours	9.432	9.257	-0.175	-1.858
2017-06-26 21:00	2017-06-27 09:13	12 hours	9.229	9.179	-0.050	-0.544
2017-06-27 18:43	2017-06-30 19:47	3 days	9.152	10.452	1.300	14.209
2017-07-14 19:00	2017-07-15 19:28	a day	10.421	10.304	-0.116	-1.115

since latest downtrend market

Code:
Entry at	Exit at	Exposure	Entry balance	Exit balance	P&L	Profit
2017-06-04 00:33	2017-06-04 23:11	a day	1.087	1.186	0.099	9.102
2017-06-06 14:16	2017-06-08 18:14	2 days	1.182	1.186	0.004	0.351
2017-06-09 15:30	2017-06-11 08:48	2 days	1.183	1.385	0.202	17.120
2017-06-12 05:05	2017-06-14 01:44	2 days	1.381	1.630	0.249	18.028
2017-06-14 16:16	2017-06-15 00:18	8 hours	1.625	1.587	-0.038	-2.331
2017-06-15 07:35	2017-06-15 10:46	3 hours	1.583	1.510	-0.073	-4.582
2017-06-15 15:33	2017-06-18 18:44	3 days	1.506	1.563	0.057	3.814
2017-06-20 08:55	2017-06-20 13:34	5 hours	1.558	1.533	-0.026	-1.638
2017-06-20 21:35	2017-06-21 09:42	12 hours	1.528	1.485	-0.043	-2.835
2017-06-22 23:20	2017-06-23 02:22	3 hours	1.480	1.453	-0.028	-1.858
2017-06-26 21:00	2017-06-27 09:13	12 hours	1.449	1.441	-0.008	-0.544
2017-06-27 18:43	2017-06-30 19:47	3 days	1.436	1.640	0.204	14.209
2017-07-14 19:00	2017-07-15 19:28	a day	1.635	1.617	-0.018	-1.115
since ETH lifetime

Code:
Entry at	Exit at	Exposure	Entry balance	Exit balance	P&L	Profit
2015-11-09 01:36	2015-12-03 00:46	24 days	0.999	0.736	-0.263	-26.302
2016-01-28 17:35	2016-02-16 09:58	19 days	0.734	1.330	0.596	81.245
2016-02-21 12:22	2016-03-03 15:25	11 days	1.326	2.755	1.429	107.737
2016-03-04 14:28	2016-03-07 08:48	3 days	2.746	3.038	0.292	10.617
2016-03-08 08:51	2016-03-14 21:59	7 days	3.029	4.022	0.993	32.798
2016-03-15 10:11	2016-03-16 17:39	a day	4.010	3.893	-0.117	-2.930
2016-03-19 08:23	2016-03-19 21:54	14 hours	3.881	3.671	-0.210	-5.409
2016-03-21 03:31	2016-03-24 01:52	3 days	3.660	3.989	0.328	8.972
2016-03-30 06:44	2016-04-07 16:18	8 days	3.977	3.233	-0.744	-18.710
2016-04-16 23:45	2016-04-25 01:47	8 days	3.223	2.820	-0.403	-12.514
2016-04-30 05:37	2016-05-04 20:40	5 days	2.811	3.472	0.660	23.496
2016-05-05 16:39	2016-05-06 11:16	19 hours	3.461	3.341	-0.120	-3.475
2016-05-08 15:34	2016-05-10 00:15	a day	3.331	3.273	-0.058	-1.732
2016-05-10 09:16	2016-05-19 14:41	9 days	3.263	4.840	1.577	48.312
2016-05-19 20:02	2016-05-23 13:32	4 days	4.825	4.716	-0.110	-2.273
2016-05-24 19:19	2016-05-25 14:12	19 hours	4.702	4.278	-0.424	-9.015
2016-05-26 17:59	2016-05-27 00:52	7 hours	4.265	4.108	-0.157	-3.682
2016-05-29 04:17	2016-05-29 18:39	14 hours	4.096	3.792	-0.304	-7.416
2016-05-29 21:33	2016-06-10 10:02	12 days	3.780	3.882	0.101	2.676
2016-06-12 17:39	2016-06-14 15:16	2 days	3.870	4.157	0.287	7.414
2016-06-17 04:09	2016-06-17 07:51	4 hours	4.144	3.850	-0.295	-7.115
2016-06-20 12:59	2016-06-20 13:34	35 minutes	3.838	3.647	-0.191	-4.982
2016-06-20 14:06	2016-06-21 17:15	a day	3.636	4.159	0.523	14.383
2016-06-21 23:47	2016-06-28 02:50	6 days	4.146	4.404	0.258	6.225
2016-06-29 15:24	2016-07-01 04:50	2 days	4.391	4.045	-0.346	-7.876
2016-07-14 02:41	2016-07-26 10:08	12 days	4.033	4.831	0.798	19.784
2016-07-26 15:15	2016-07-26 23:36	8 hours	4.817	4.467	-0.350	-7.268
2016-07-26 23:59	2016-07-28 05:31	a day	4.453	4.577	0.124	2.782
2016-08-02 22:52	2016-08-29 04:24	a month	4.563	5.435	0.872	19.100
2016-08-30 16:13	2016-09-24 10:51	25 days	5.419	5.922	0.503	9.288
2016-09-27 21:10	2016-10-05 21:06	8 days	5.904	5.765	-0.139	-2.359
2016-11-01 22:25	2016-11-09 03:41	7 days	5.748	5.302	-0.446	-7.752
2016-11-22 09:34	2016-11-24 15:39	2 days	5.286	4.706	-0.580	-10.974
2016-11-25 13:13	2016-11-27 20:51	2 days	4.692	4.307	-0.385	-8.214
2017-01-05 12:59	2017-03-18 05:29	2 months	4.294	15.988	11.695	272.372
2017-03-19 00:36	2017-03-20 02:39	a day	15.940	17.556	1.616	10.135
2017-03-20 14:06	2017-03-25 22:57	5 days	17.503	21.259	3.755	21.455
2017-03-28 06:14	2017-03-28 07:58	2 hours	21.195	20.494	-0.700	-3.304
2017-03-29 21:12	2017-03-30 00:17	3 hours	20.433	19.547	-0.886	-4.335
2017-03-30 13:44	2017-03-30 17:51	4 hours	19.489	18.859	-0.630	-3.233
2017-04-12 19:20	2017-04-17 06:05	4 days	18.802	20.932	2.130	11.326
2017-04-22 17:57	2017-05-01 21:03	9 days	20.869	27.497	6.629	31.763
2017-05-02 14:22	2017-05-03 01:36	11 hours	27.415	26.196	-1.219	-4.447
2017-05-03 06:18	2017-05-05 01:44	2 days	26.117	29.301	3.183	12.189
2017-05-06 15:57	2017-05-07 21:31	a day	29.213	29.133	-0.080	-0.274
2017-05-12 04:07	2017-05-15 21:54	4 days	29.045	30.397	1.352	4.653
2017-05-18 04:13	2017-05-22 02:56	4 days	30.306	43.073	12.768	42.130
2017-05-22 07:12	2017-05-22 09:46	3 hours	42.944	44.134	1.189	2.770
2017-05-23 04:38	2017-05-25 14:39	2 days	44.001	43.400	-0.601	-1.366
2017-05-27 11:48	2017-05-30 09:04	3 days	43.270	54.803	11.534	26.655
2017-05-30 19:24	2017-05-31 15:24	20 hours	54.639	58.100	3.461	6.335
2017-05-31 19:52	2017-06-01 01:49	6 hours	57.926	54.344	-3.582	-6.184
2017-06-01 03:00	2017-06-01 08:02	5 hours	54.181	52.327	-1.854	-3.422
2017-06-06 14:16	2017-06-08 18:14	2 days	52.170	52.353	0.183	0.351
2017-06-09 15:30	2017-06-11 08:48	2 days	52.196	61.132	8.936	17.120
2017-06-12 05:05	2017-06-14 01:44	2 days	60.949	71.936	10.988	18.028
2017-06-14 16:16	2017-06-15 00:18	8 hours	71.721	70.049	-1.672	-2.331
2017-06-15 07:35	2017-06-15 10:46	3 hours	69.839	66.639	-3.200	-4.582
2017-06-15 15:33	2017-06-18 18:44	3 days	66.439	68.973	2.534	3.814
2017-06-20 08:55	2017-06-20 13:34	5 hours	68.766	67.640	-1.127	-1.638
2017-06-20 21:35	2017-06-21 09:42	12 hours	67.437	65.525	-1.912	-2.835
2017-06-22 23:20	2017-06-23 02:22	3 hours	65.328	64.114	-1.214	-1.858
2017-06-26 21:00	2017-06-27 09:13	12 hours	63.922	63.574	-0.348	-0.544
2017-06-27 18:43	2017-06-30 19:47	3 days	63.383	72.389	9.006	14.209
2017-07-14 19:00	2017-07-15 19:28	a day	72.172	71.367	-0.805	-1.115
For comparison
MACD

DEMA


We used Gekko trading bot for backtesting and Poloniex as the exchange. We have been running this strategy for quite a while but we wanted to see how it performs in bear market. It is easy to make money in bull market using almost any strategy but it is hard to make profit in downtrends. It is even harder to be profitable in bull and bear markets with the same strategy.

We decided to sell strategy only to the highest bidder, because if too many people used it, it would not be as profitable as it is. We are selling source code of the final strategy. We can also help you configure Gekko trading bot to run our strategy.
Bid starting price is 299 ETH or BTC equivalent. You can bid via PM or post in this topic. Auction ends in 20 days.
7  Economy / Economics / Trading strategy using genetic algorithms on: July 17, 2017, 01:16:52 PM
We invented our own trading method using genetic algorithms for optimizations. We focused on Bitcoin and Ethereum because of high volatility and liquidity of a market.
We are using our own market indicators which we are ran through GA (genetic algorithm). We found out it preforms better than other very popular indicators like RSI, MACD, DEMA...

Our algorithm runs on any candlesticks sizes, the more data it has, the better it performs. It is not dependent on time. If you run MACD/RSI/DEMA on small candlesticks it performs very poorly.

Here are the results (fee 0,25%, slippage 0,05):

since this year's bull market

Code:
Entry at	Exit at	Exposure	Entry balance	Exit balance	P&L	Profit
2017-03-10 21:10	2017-03-18 05:29	7 days	1.014	2.309	1.295	127.775
2017-03-19 00:36	2017-03-20 02:39	a day	2.302	2.535	0.233	10.135
2017-03-20 14:06	2017-03-25 22:57	5 days	2.527	3.069	0.542	21.455
2017-03-28 06:14	2017-03-28 07:58	2 hours	3.060	2.959	-0.101	-3.304
2017-03-29 21:12	2017-03-30 00:17	3 hours	2.950	2.822	-0.128	-4.335
2017-03-30 13:44	2017-03-30 17:51	4 hours	2.814	2.723	-0.091	-3.233
2017-04-12 19:20	2017-04-17 06:05	4 days	2.715	3.022	0.307	11.326
2017-04-22 17:57	2017-05-01 21:03	9 days	3.013	3.970	0.957	31.763
2017-05-02 14:22	2017-05-03 01:36	11 hours	3.958	3.782	-0.176	-4.447
2017-05-03 06:18	2017-05-05 01:44	2 days	3.771	4.231	0.460	12.189
2017-05-06 15:57	2017-05-07 21:31	a day	4.218	4.206	-0.012	-0.274
2017-05-12 04:07	2017-05-15 21:54	4 days	4.194	4.389	0.195	4.653
2017-05-18 04:13	2017-05-22 02:56	4 days	4.376	6.219	1.843	42.130
2017-05-22 07:12	2017-05-22 09:46	3 hours	6.201	6.372	0.172	2.770
2017-05-23 04:38	2017-05-25 14:39	2 days	6.353	6.266	-0.087	-1.366
2017-05-27 11:48	2017-05-30 09:04	3 days	6.248	7.913	1.665	26.655
2017-05-30 19:24	2017-05-31 15:24	20 hours	7.889	8.389	0.500	6.335
2017-05-31 19:52	2017-06-01 01:49	6 hours	8.364	7.847	-0.517	-6.184
2017-06-01 03:00	2017-06-01 08:02	5 hours	7.823	7.555	-0.268	-3.422
2017-06-06 14:16	2017-06-08 18:14	2 days	7.533	7.559	0.026	0.351
2017-06-09 15:30	2017-06-11 08:48	2 days	7.536	8.827	1.290	17.120
2017-06-12 05:05	2017-06-14 01:44	2 days	8.800	10.387	1.586	18.028
2017-06-14 16:16	2017-06-15 00:18	8 hours	10.355	10.114	-0.241	-2.331
2017-06-15 07:35	2017-06-15 10:46	3 hours	10.084	9.622	-0.462	-4.582
2017-06-15 15:33	2017-06-18 18:44	3 days	9.593	9.959	0.366	3.814
2017-06-20 08:55	2017-06-20 13:34	5 hours	9.929	9.766	-0.163	-1.638
2017-06-20 21:35	2017-06-21 09:42	12 hours	9.737	9.461	-0.276	-2.835
2017-06-22 23:20	2017-06-23 02:22	3 hours	9.432	9.257	-0.175	-1.858
2017-06-26 21:00	2017-06-27 09:13	12 hours	9.229	9.179	-0.050	-0.544
2017-06-27 18:43	2017-06-30 19:47	3 days	9.152	10.452	1.300	14.209
2017-07-14 19:00	2017-07-15 19:28	a day	10.421	10.304	-0.116	-1.115

since latest downtrend market

Code:
Entry at	Exit at	Exposure	Entry balance	Exit balance	P&L	Profit
2017-06-04 00:33	2017-06-04 23:11	a day	1.087	1.186	0.099	9.102
2017-06-06 14:16	2017-06-08 18:14	2 days	1.182	1.186	0.004	0.351
2017-06-09 15:30	2017-06-11 08:48	2 days	1.183	1.385	0.202	17.120
2017-06-12 05:05	2017-06-14 01:44	2 days	1.381	1.630	0.249	18.028
2017-06-14 16:16	2017-06-15 00:18	8 hours	1.625	1.587	-0.038	-2.331
2017-06-15 07:35	2017-06-15 10:46	3 hours	1.583	1.510	-0.073	-4.582
2017-06-15 15:33	2017-06-18 18:44	3 days	1.506	1.563	0.057	3.814
2017-06-20 08:55	2017-06-20 13:34	5 hours	1.558	1.533	-0.026	-1.638
2017-06-20 21:35	2017-06-21 09:42	12 hours	1.528	1.485	-0.043	-2.835
2017-06-22 23:20	2017-06-23 02:22	3 hours	1.480	1.453	-0.028	-1.858
2017-06-26 21:00	2017-06-27 09:13	12 hours	1.449	1.441	-0.008	-0.544
2017-06-27 18:43	2017-06-30 19:47	3 days	1.436	1.640	0.204	14.209
2017-07-14 19:00	2017-07-15 19:28	a day	1.635	1.617	-0.018	-1.115
since ETH lifetime

Code:
Entry at	Exit at	Exposure	Entry balance	Exit balance	P&L	Profit
2015-11-09 01:36	2015-12-03 00:46	24 days	0.999	0.736	-0.263	-26.302
2016-01-28 17:35	2016-02-16 09:58	19 days	0.734	1.330	0.596	81.245
2016-02-21 12:22	2016-03-03 15:25	11 days	1.326	2.755	1.429	107.737
2016-03-04 14:28	2016-03-07 08:48	3 days	2.746	3.038	0.292	10.617
2016-03-08 08:51	2016-03-14 21:59	7 days	3.029	4.022	0.993	32.798
2016-03-15 10:11	2016-03-16 17:39	a day	4.010	3.893	-0.117	-2.930
2016-03-19 08:23	2016-03-19 21:54	14 hours	3.881	3.671	-0.210	-5.409
2016-03-21 03:31	2016-03-24 01:52	3 days	3.660	3.989	0.328	8.972
2016-03-30 06:44	2016-04-07 16:18	8 days	3.977	3.233	-0.744	-18.710
2016-04-16 23:45	2016-04-25 01:47	8 days	3.223	2.820	-0.403	-12.514
2016-04-30 05:37	2016-05-04 20:40	5 days	2.811	3.472	0.660	23.496
2016-05-05 16:39	2016-05-06 11:16	19 hours	3.461	3.341	-0.120	-3.475
2016-05-08 15:34	2016-05-10 00:15	a day	3.331	3.273	-0.058	-1.732
2016-05-10 09:16	2016-05-19 14:41	9 days	3.263	4.840	1.577	48.312
2016-05-19 20:02	2016-05-23 13:32	4 days	4.825	4.716	-0.110	-2.273
2016-05-24 19:19	2016-05-25 14:12	19 hours	4.702	4.278	-0.424	-9.015
2016-05-26 17:59	2016-05-27 00:52	7 hours	4.265	4.108	-0.157	-3.682
2016-05-29 04:17	2016-05-29 18:39	14 hours	4.096	3.792	-0.304	-7.416
2016-05-29 21:33	2016-06-10 10:02	12 days	3.780	3.882	0.101	2.676
2016-06-12 17:39	2016-06-14 15:16	2 days	3.870	4.157	0.287	7.414
2016-06-17 04:09	2016-06-17 07:51	4 hours	4.144	3.850	-0.295	-7.115
2016-06-20 12:59	2016-06-20 13:34	35 minutes	3.838	3.647	-0.191	-4.982
2016-06-20 14:06	2016-06-21 17:15	a day	3.636	4.159	0.523	14.383
2016-06-21 23:47	2016-06-28 02:50	6 days	4.146	4.404	0.258	6.225
2016-06-29 15:24	2016-07-01 04:50	2 days	4.391	4.045	-0.346	-7.876
2016-07-14 02:41	2016-07-26 10:08	12 days	4.033	4.831	0.798	19.784
2016-07-26 15:15	2016-07-26 23:36	8 hours	4.817	4.467	-0.350	-7.268
2016-07-26 23:59	2016-07-28 05:31	a day	4.453	4.577	0.124	2.782
2016-08-02 22:52	2016-08-29 04:24	a month	4.563	5.435	0.872	19.100
2016-08-30 16:13	2016-09-24 10:51	25 days	5.419	5.922	0.503	9.288
2016-09-27 21:10	2016-10-05 21:06	8 days	5.904	5.765	-0.139	-2.359
2016-11-01 22:25	2016-11-09 03:41	7 days	5.748	5.302	-0.446	-7.752
2016-11-22 09:34	2016-11-24 15:39	2 days	5.286	4.706	-0.580	-10.974
2016-11-25 13:13	2016-11-27 20:51	2 days	4.692	4.307	-0.385	-8.214
2017-01-05 12:59	2017-03-18 05:29	2 months	4.294	15.988	11.695	272.372
2017-03-19 00:36	2017-03-20 02:39	a day	15.940	17.556	1.616	10.135
2017-03-20 14:06	2017-03-25 22:57	5 days	17.503	21.259	3.755	21.455
2017-03-28 06:14	2017-03-28 07:58	2 hours	21.195	20.494	-0.700	-3.304
2017-03-29 21:12	2017-03-30 00:17	3 hours	20.433	19.547	-0.886	-4.335
2017-03-30 13:44	2017-03-30 17:51	4 hours	19.489	18.859	-0.630	-3.233
2017-04-12 19:20	2017-04-17 06:05	4 days	18.802	20.932	2.130	11.326
2017-04-22 17:57	2017-05-01 21:03	9 days	20.869	27.497	6.629	31.763
2017-05-02 14:22	2017-05-03 01:36	11 hours	27.415	26.196	-1.219	-4.447
2017-05-03 06:18	2017-05-05 01:44	2 days	26.117	29.301	3.183	12.189
2017-05-06 15:57	2017-05-07 21:31	a day	29.213	29.133	-0.080	-0.274
2017-05-12 04:07	2017-05-15 21:54	4 days	29.045	30.397	1.352	4.653
2017-05-18 04:13	2017-05-22 02:56	4 days	30.306	43.073	12.768	42.130
2017-05-22 07:12	2017-05-22 09:46	3 hours	42.944	44.134	1.189	2.770
2017-05-23 04:38	2017-05-25 14:39	2 days	44.001	43.400	-0.601	-1.366
2017-05-27 11:48	2017-05-30 09:04	3 days	43.270	54.803	11.534	26.655
2017-05-30 19:24	2017-05-31 15:24	20 hours	54.639	58.100	3.461	6.335
2017-05-31 19:52	2017-06-01 01:49	6 hours	57.926	54.344	-3.582	-6.184
2017-06-01 03:00	2017-06-01 08:02	5 hours	54.181	52.327	-1.854	-3.422
2017-06-06 14:16	2017-06-08 18:14	2 days	52.170	52.353	0.183	0.351
2017-06-09 15:30	2017-06-11 08:48	2 days	52.196	61.132	8.936	17.120
2017-06-12 05:05	2017-06-14 01:44	2 days	60.949	71.936	10.988	18.028
2017-06-14 16:16	2017-06-15 00:18	8 hours	71.721	70.049	-1.672	-2.331
2017-06-15 07:35	2017-06-15 10:46	3 hours	69.839	66.639	-3.200	-4.582
2017-06-15 15:33	2017-06-18 18:44	3 days	66.439	68.973	2.534	3.814
2017-06-20 08:55	2017-06-20 13:34	5 hours	68.766	67.640	-1.127	-1.638
2017-06-20 21:35	2017-06-21 09:42	12 hours	67.437	65.525	-1.912	-2.835
2017-06-22 23:20	2017-06-23 02:22	3 hours	65.328	64.114	-1.214	-1.858
2017-06-26 21:00	2017-06-27 09:13	12 hours	63.922	63.574	-0.348	-0.544
2017-06-27 18:43	2017-06-30 19:47	3 days	63.383	72.389	9.006	14.209
2017-07-14 19:00	2017-07-15 19:28	a day	72.172	71.367	-0.805	-1.115
For comparison
MACD

DEMA


We used Gekko trading bot for backtesting and Poloniex as the exchange. We have been running this strategy for quite a while but we wanted to see how it performs in bear market. It is easy to make money in bull market using almost any strategy but it is hard to make profit in downtrends. It is even harder to be profitable in bull and bear markets with the same strategy.

Link to auction of this strategy: https://bitcointalk.org/index.php?topic=2028949
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