zendog123

Zendog Backtest-DCA-Bot-3commas

zendog123 מעודכן   
Hi everyone,
This is a strategy that serves as a basic Backtester for 3commas DCA bots.
You can plugin your own studies into the Backtester, play around with their parameters as well with the DCA parameters and see how they can provide best result on historical data.

Features:
- Meaningful statistics that actually group orders under the same deal.
(base order + safety orders are the same deal, but Tradingview Strategy Tester shows them as separate trades)
See how many safety orders were used for each deal.

- Deal start condition: built in RSI-7 or external indicator
(main purpose of this strategy is to connect your own studies, so using external indicator is recommended)

- Base order and safety orders configs similar to 3commas
(order size, percent deviation, safety orders, percent scale and volume scale)

- Support for Long strategy for now (plan to add Short)
הערות שחרור:
fixed bug about order volume scale wrong calculation
הערות שחרור:
- Changed BO order from limit to market order (fixed bug when order is never executed because the market moves away from the limit price)
- Add support for Short besides Long
- Add support for Stop Loss
- Add support to Limit Date Range of the backtest
- Add "Required Capital" and updated stats to reflect this amount. This overwrites strategy.initial_capital so you may disregard it
- Statistics about Winning deals, Losing deals (stop loss) and avg profit/loss for each
- Extended statistics about: Covered deviation, Biggest deviation, Biggest drawdown, Days in deal
הערות שחרור:
- Fixed Buy and hold calculation to use Required capital
- Fixed corner case bug that showed invalid start/end date for Max # days in deal if longest deal is still running
- Added commission and total volume + update some stats
- Added option for how many decimals to format output (default 2, but use 8 for backtesting BTC pairs)
הערות שחרור:
Improvements to External Indicator source and value comparison
הערות שחרור:
Update to statistics table layout
הערות שחרור:
- improved stats for each deal by taking the price for each order
- add labels for each deal that show profit or loss
- add visual options to the strategy
הערות שחרור:
- Add support for Take Profit Type: "From Base order" (fixed amount based on BO size) and "From Total Volume" (Amount increases as more SO are placed)
- Add a table with DCA Settings for easier overview on the chart (Off by default it needs to be enabled in Settings)
- Add comparison operator on built-in RSI-7 (>= or <=)
הערות שחרור:
Fixed statistics bug when SO number is 0 (no safety orders)
הערות שחרור:
fixed Step table bug when safety orders are 0
הערות שחרור:
There is a version 2 of this script, which is now opensource!
Thank you for your interest, please like and follow that version as this one will not receive updates in the future. Hope you enjoy!
סקריפט מוגן
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כתב ויתור

המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.

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