DeviaVir / zenbot

Zenbot is a command-line cryptocurrency trading bot using Node.js and MongoDB.
MIT License
8.24k stars 2.03k forks source link

Bot trades with loss all the time. #189

Closed krilson closed 7 years ago

krilson commented 7 years ago

Gave this a try, exchange poloniex, default settings, live trading (not sim).

The bot consistently without exception buys at price X and sells at a lower price. It is doing the opposite of what it should be doing. ( I am not kidding, every trade was with a loss, even in this crazy bull market we have now)

Even tried disabling c.sell_stop_pct = 0 but still it persists in doing this.

Example: Buy NXT at 0.00003540 at 2017-05-24 02:13:05 Sell NXT at 0.00003449 at 2017-05-24 13:02:01

I will leave it running and keep up with the updates if the behavior changes maybe.

Edit: To also mention, I have it running on 10 pairs. Every trade that happened on any of the pairs was this way. Sold at a lower price. And it is running now for about 5 days. Maybe the long term result will be different.

carlos8f commented 7 years ago

I'm sorry you experienced some rough trades. It appears that (using GMT timezone?) it bought on the first big green candle here and sold on the first big red one:

screen shot 2017-05-25 at 2 29 28 am

That's a whipsaw, a bad signal followed by a corrective signal. At least the sell saved you from holding during the down period at the end there. All trading systems will have bad signals like this and there's no great way to filter them all out. The default strategy tries to filter them with a std. deviation (--neutral_rate=auto) and you can tweak that parameter to set a hard threshold for trend detection.

If you haven't run sims, I'd really recommend doing so... the default settings are a rough starting point. Some altcoins that have 20-50% change per day, it's very risky to trade, manually or with a bot. I would focus on low volatility markets with strong uptrends, and avoid trading on downtrends.

Also the graph could've easily gone the other way and the first buy would've returned profit, but there's no way to code a strategy that can predict the future :) I'm very open to ideas about improving the strategy. The higher the volatility the higher chance for bad signals I think.

krilson commented 7 years ago

Thanks for the reply. I was already testing zenbot3 and I got kinda used to it. Still trying to grasp this one.

But is it normal behavior that it sells at a lower price if the c.sell_stop_pct is set to 0 (disabled)?

And how far does the bots memory go between restarts? Is it aware of a trade it did three days ago if I restarted it twice in the meantime? If he does not know he bought something at a certain price it would explain the selling at a lower price. (but with the NXT example there were no restarts).

Strategy wise I am just playing around for now. For now I am trying to achieve that the bot buys, if price goes higher sell (80%), if it goes lower dont sell. I have the spend percentage set to 30% on the buy side and 80% on the sell side. So I always hold some coins on both sides. This actually saved me through this, if I gave it 99% the loses would be much higher.

Performance wise it works great btw if you dont count poloniex having issues all the time...

Edit: And no need to be sorry, we all read the disclaimer, use at your own risk :)

Edit2: Would setting this c.max_sell_loss_pct to 0 prevent it from selling at a loss?

carlos8f commented 7 years ago

how far does the bots memory go between restarts?

the profit figure is the only thing that's carried over (if the balance is the same as the end of last session), it starts fresh with the my_trades, since the gap between stopping and starting the bot could cause unwanted stops to trigger.

Would setting this c.max_sell_loss_pct to 0 prevent it from selling at a loss?

No, that one is meant to be protection in case the price slips in a huge way during order execution, (and it actually holds despite sell signal) if the order takes too long or the exchange has maintenance (prices sometimes do wild stuff after maintenance). setting it to 0 disables that protection, but setting it to 0.1 would keep holding if any loss from last buy. That's dangerous because holding during a downtrend loses profit. If you set --stop_loss_pct you can prevent holding during downtrends, but that's dangerous also since setting it too close to the usual price variation will sell at a loss often.

nao0811ta commented 7 years ago

I have same case. I lose my btc anytime even if my result of sim is good. sold at lower price and bought at higher price

krilson commented 7 years ago

@nao0811ta Still the same for me too, have a few more days of data now.

Example ETC: Buy 0.00797516 2017-05-25 10:00:39 Sell 0.00656001 2017-05-26 07:00:40 Buy 0.00720500 2017-05-26 13:00:30 Buy 0.07610011 2017-05-26 13:00:48 Sell 0.00654845 2017-05-26 19:00:35 Buy 0.00669999 2017-05-27 16:00:23

At this pattern I assume it will sell again around 0.0062 :smile:

Pulled the code updates now and restarted all the bots. Also set c.max_sell_loss_pct to 0.1 like suggested by @carlos8f to prevent it from selling at a loss. Will report in a few days what happens.

geoah commented 7 years ago

It seems my results are kinda the same as well. This is live trading on gdax.ETH-BTC with --period=5m --trend_ema=15 --max_sell_loss_pct=10. Simulations seemed fine so I decided to give it a shot.

It seems to be consistently selling low, buying high, unless I'm missing something.

2017-05-29 01:31:00: SOLD       at  0.07779 BTC
2017-05-29 01:47:02: BOUGHT     at  0.07830 BTC
2017-05-29 02:53:10: SOLD       at  0.07819 BTC
2017-05-29 03:56:09: BOUGHT     at  0.07819 BTC
2017-05-29 04:40:58: SOLD       at  0.07761 BTC
2017-05-29 04:42:04: SOLD       at  0.07768 BTC
2017-05-29 05:07:51: BOUGHT     at  0.07769 BTC
2017-05-29 05:11:13: SOLD       at  0.07767 BTC
2017-05-29 05:48:20: BOUGHT     at  0.07793 BTC
2017-05-29 05:53:17: SOLD       at  0.07793 BTC
2017-05-29 05:55:29: BOUGHT     at  0.07800 BTC
2017-05-29 06:11:51: SOLD       at  0.07777 BTC
2017-05-29 08:05:50: BOUGHT     at  0.07779 BTC
2017-05-29 08:09:20: BOUGHT     at  0.07774 BTC
2017-05-29 09:23:03: SOLD       at  0.07797 BTC
2017-05-29 09:29:01: BOUGHT     at  0.07815 BTC
2017-05-29 09:51:05: BOUGHT     at  0.07847 BTC
2017-05-29 10:20:58: SOLD       at  0.07824 BTC
2017-05-29 10:55:08: BOUGHT     at  0.07861 BTC
2017-05-29 11:31:18: SOLD       at  0.07828 BTC
2017-05-29 11:50:28: BOUGHT     at  0.07892 BTC

I have tried both the default settings which had the same results, as well as the ones pasted above. Both resulted in 6-8% loss after 12 hours.

@carlos8f thank you for all your work on zenbot; this is not criticism or a complaint, just trying to figure out how we can make this better! :) losing is part of the fun ;)

krilson commented 7 years ago

With c.max_sell_loss_pct set to 0.1 I have seen a few positive trades, but still more exceptions than a rule. Plenty of trades where it buys higher and sells lower. Still an improvement, before not a single trade was positive.

@carlos8f Shouldn't it hold no mater what if set to 0.1? Or did I misunderstand?

krilson commented 7 years ago

@carlos8f For improving the strategy, I would suggest:

Looking at the console output, the bot would make a decent profit if would do the exact opposite of what it is doing now, change the buy signals to sells and sell signals to buys:

Current behaviour: 2017-05-28 17:00:00 0.19860200 XRP-USDT -8.4% 3.1m -- -0.6157 0.2109 sell 2017-05-28 18:00:00 0.19300002 XRP-USDT -2.8% 2.76m -- -0.7452 0.2414 sell 2017-05-28 19:00:00 0.20010000 XRP-USDT +3.7% 1.64m - -0.4908 0.2999 sell 2017-05-28 20:00:00 0.19850000 XRP-USDT -0.8% 905.88k -- -0.5093 0.3233 sell 2017-05-28 21:00:00 0.20490000 XRP-USDT +3.2% 872.12k - -0.2863 0.3405 2017-05-28 22:00:00 0.20140000 XRP-USDT -1.7% 822.16k - -0.3742 0.3425 sell 2017-05-28 23:00:00 0.19505002 XRP-USDT -3.2% 598.37k -- -0.5437 0.3380 sell 2017-05-29 00:00:00 0.20362669 XRP-USDT +4.4% 392.32k - -0.2502 0.3496 2017-05-29 01:00:00 0.21900999 XRP-USDT +7.6% 1.05m + 0.2350 0.3450 2017-05-29 02:00:00 0.21626223 XRP-USDT -1.3% 542.16k + 0.1356 0.3317 2017-05-29 03:00:00 0.21255057 XRP-USDT -1.7% 345.17k - 0.0138 0.3182 2017-05-29 04:00:00 0.20899996 XRP-USDT -1.7% 1.13m - -0.0951 0.2854 2017-05-29 05:00:00 0.20708824 XRP-USDT -0.9% 909.19k - -0.1472 0.2745 2017-05-29 06:00:00 0.20500001 XRP-USDT -1.0% 1.88m - -0.2016 0.2683 2017-05-29 07:00:00 0.20298180 XRP-USDT -1.0% 328.84k - -0.2506 0.2647 2017-05-29 08:00:00 0.21083519 XRP-USDT +3.9% 272.5k - 0.0055 0.2613 2017-05-29 09:00:00 0.21099996 XRP-USDT +0.1% 430.08k - 0.0102 0.2535 2017-05-29 10:00:00 0.21199999 XRP-USDT +0.5% 874.55k + 0.0401 0.2219 2017-05-29 11:00:00 0.21140197 XRP-USDT -0.3% 377.85k - 0.0192 0.2126 2017-05-29 12:00:00 0.21881808 XRP-USDT +3.5% 557.72k + 0.2449 0.1949 buy 2017-05-29 13:00:00 0.21950000 XRP-USDT +0.3% 1.51m + 0.2494 0.2069 buy 2017-05-29 14:00:00 0.21700000 XRP-USDT -1.1% 604.79k + 0.1566 0.2052 2017-05-29 15:00:00 0.21959016 XRP-USDT +1.2% 457.42k + 0.2250 0.1621 buy 2017-05-29 16:00:00 0.21481973 XRP-USDT -2.2% 791.3k + 0.0653 0.1541 2017-05-29 17:00:00 0.22300001 XRP-USDT +3.8% 1.08m + 0.3090 0.1471 buy 2017-05-29 18:00:00 0.22691937 XRP-USDT +1.8% 3.37m + 0.4067 0.1608 buy 2017-05-29 19:00:00 0.22797344 XRP-USDT +0.5% 3.19m ++ 0.4106 0.1827 buy 2017-05-29 20:00:00 0.23000000 XRP-USDT +0.9% 1.13m ++ 0.4433 0.1947 buy

Buy when ema value bottoms. On a 1h period for example, track last 12hours. If ema current is negative and smaller then ema n-1 DO NOTHING. If ema current is equal or is getting larger than n-1 then BUY.

Sell when ema tops. If ema current is positive and larger than ema n-1 DO NOTHING. If ema current is equal or getting smaller than ema n-1 SELL.

Of course evening it out a bit, looking at a few hours of ema values back, not just the last one to kinda catch the trend.

What do you think?

carlos8f commented 7 years ago

@krilson I will try experimenting with that, however I'm a little confused:

carlos8f commented 7 years ago

Also set c.max_sell_loss_pct to 0.1 like suggested by @carlos8f to prevent it from selling at a loss. @carlos8f Shouldn't it hold no mater what if set to 0.1? Or did I misunderstand?

To be clear I don't recommend that as a setting (yes it should hold, unless you restart the bot in which case the trade memory resets)

carlos8f commented 7 years ago

I should also note that

nedievas commented 7 years ago

Live trading with Bitfinex gets similar negative results. Paper trading gives possitive with the same settings.

carlos8f commented 7 years ago

@nedievas interesting. I will try to implement the partial balance patch https://github.com/carlos8f/zenbot/issues/174 , live trade with small amounts and paper trade at the same time, trying to see what's the difference

carlos8f commented 7 years ago

hey guys, I posted a readme update for "known issues" relating to losses seen in live trading. I've been busy lately so it may take some time for improvement. Thanks!

https://github.com/carlos8f/zenbot#known-issues-and-current-status

rondijkstra commented 7 years ago

Hi, I'm not an expert but just thinking out loud here. Would it be nice if the --period goes to, let's say from 30 to 10 minutes as soon as a buy was initiated? In this case the bot sells sooner?

DeviaVir commented 7 years ago

@rondijkstra this hold period is one that v3 had, it can end either good or bad.

rondijkstra commented 7 years ago

Ok!

infatrus commented 7 years ago

https://github.com/carlos8f/zenbot/compare/master...infatrus:patch-1?diff=unified&name=patch-1#diff-dbf0823e37d3e5cfe1fb4563f5202d18L96

I know it's stupid, but try to test this with your setting. I've got better results in sim and paper with error rate below 30% (even 0%) - it seems that standard setting gives profit only in specific market conditions.

rondijkstra commented 7 years ago

I think this is something for @krilson to test. Instead of me, he seems to test very thoroughly. Please confirm, @krilson. Or can we test on --paper mode as well (Because I don't feel like experimenting on the edge with real money)

rondijkstra commented 7 years ago

I did some testing (SIM) with DGB that was rising pretty fast yesterday. The sim of standard setting gave me 42.6% profit. The newly strategy, thus with the 'reversed trading', gave me -9.36% :(

(5 day sim gave +103.97% VS 4.52% profit..)

infatrus commented 7 years ago

Results for about 30 hours paper simulation: ./zenbot.sh trade poloniex.BCN-BTC --paper --days=3 --period=2m --min_periods=3 --trend_ema=2 --oversold_rsi_periods 26 --oversold_rsi 30 --neutral_rate 0.7

2017-06-05 18:24:00 0.00000164 BCN-BTC +0.0% 3.79m + 0.1005 0.7000 +0.6% 0.00 BCN 0.02604 BTC +30.2% +19.9%

Results was also positive for the two, live, 15 minutes sessions. ...but For "reversed buy/sell signals" the most important parameters are neutral_rate and period - those parameters are correlated (higher period - higher neutral_rate). Setting "--neutral_rate auto" doesn't work well - usually leads to losses or marginal profit, the same with setting "neutral_rate" too low - bot tries to trade too often. Setting too high from the other side, leads to no trades at all. Performance is also affected by an up-trend and down-trend of the market, because of neutral_rate setting symmetry - could be corrected by adding "trend factor", positive for uptrend, negative for downtrend.

[Summary] Reversed buy/sell with properly set period and neutral_rate can perform pretty well on stable, low volatile pairs (even 1% price changes) especially for very short periods (even 15s).

krilson commented 7 years ago

I am getting positive results with this: --period=60m --min_periods=60 --trend-ema=40 --neutral_rate=auto

conf.js // sell if price drops below this % of bought price (0 to disable) c.sell_stop_pct = 0 // buy if price surges above this % of sold price (0 to disable) c.buy_stop_pct = 0 // enable trailing sell stop when reaching this % profit (0 to disable) c.profit_stop_enable_pct = 0 // maintain a trailing stop this % below the high-water mark of profit c.profit_stop_pct = 1

// avoid trading at a slippage above this pct c.max_slippage_pct = 5 // buy with this % of currency balance c.buy_pct = 20 // sell with this % of asset balance c.sell_pct = 90 // ms to adjust non-filled order after c.order_adjust_time = 30000 // avoid selling at a loss below this pct c.max_sell_loss_pct = 0.1 // ms to poll order status c.order_poll_time = 5000 // ms to wait for settlement (after an order cancel) c.wait_for_settlement = 5000 // ms to wait for settlement (after a funds on hold error) c.wait_more_for_settlement = 60000 // % to mark up or down price for orders c.markup_pct = 0

Gave it only 20% buy balance, to make it buy several times, otherwise it would spend the whole balance on one buy. This way it spreads the buys and usually gets a better price on average.

I don't even bother with the simulation, the results are too different.

krilson commented 7 years ago

@carlos8f

My idea was along the line that the bot captures the curve of the ema and buy at bottom, sell at top.

Both the number of ema captures and the period should be configurable by the user. A good period would be about 10/20 minutes from my experience.

Also a hard limit on when to buy should be placed. Buy only when ema is bellow -0.15 and sell only if its above 0.15 (for example).

An example when to buy, considering 12 periods: ema1: -0.12 ema2: -0.14 ema3: -0.12 ema4: -0.16 ema5: -0.18 ema6: -0.20 ema7: -0.18 ema8: -0.18 buy ema9: -0.17 ema10: -0.17 ema11: -0.14 ema12: -0.12

Here a buy would happen at ema8. My criteria in this example is:

To sum up, while the ema is decreasing do not buy, wait for it to start evening out. Then buy. And the opposite for sell, do not sell until it is rising, sell when it starts evening out.

Implementing this behavior would give good results from my experience. Fine tuning would be left to the user. Like what kind of margin to be allowed for the ema bottoming, period length, hard min/max ema to buy, last n number of emas to watch for the average. My test result at a 10min period, looking at past 5 values to determine a buy/sell is optimal.

krilson commented 7 years ago

A live example of what I mean. BTC-ETC pair on poloniex:

I have it set reverse now. The default signal would be buy here, but I changed it to sell. I am trying to show where the bot should sell, most of the sell signals here are too soon. I made the ones that fit my above mentioned strategy bold and the sell signal I would use is upper case "SELL HERE".

You can see that the ema values go high, than stay in the relatively same value 4 periods, on the fifth period the bot would sell.

2017-06-11 08:40:00 0.00655029 ETC-BTC -0.6% 7749 + 0.0377 0.0392 2017-06-11 08:50:00 0.00653000 ETC-BTC -0.3% 7717 + 0.0206 0.0376 2017-06-11 09:00:00 0.00651233 ETC-BTC -0.3% 6292 + 0.0064 0.0385 2017-06-11 09:10:00 0.00651197 ETC-BTC 0.0% 5843 + 0.0058 0.0421 2017-06-11 09:20:00 0.00657543 ETC-BTC +1.0% 10973 + 0.0531 0.0444 sell 2017-06-11 09:30:00 0.00660900 ETC-BTC +0.5% 7473 ++ 0.0756 0.0444 sell 2017-06-11 09:40:00 0.00662250 ETC-BTC +0.2% 12908 ++ 0.0820 0.0415 sell 2017-06-11 09:50:00 0.00666756 ETC-BTC +0.7% 9569 ++ 0.1117 0.0413 sell 2017-06-11 10:00:00 0.00665172 ETC-BTC -0.2% 13074 ++ 0.0943 0.0376 sell 2017-06-11 10:10:00 0.00674998 ETC-BTC +1.5% 17893 ++ 0.1630 0.0317 sell 2017-06-11 10:20:00 0.00673994 ETC-BTC -0.1% 17284 ++ 0.1473 0.0370 sell 2017-06-11 10:30:00 0.00680000 ETC-BTC +0.9% 17256 ++ 0.1846 0.0400 sell 2017-06-11 10:40:00 0.00682967 ETC-BTC +0.4% 26883 +++ 0.1973 0.0459 sell 2017-06-11 10:50:00 0.00676891 ETC-BTC -0.9% 23673 ++ 0.1423 0.0515 sell 2017-06-11 11:00:00 0.00675000 ETC-BTC -0.3% 14911 ++ 0.1211 0.0522 sell 2017-06-11 11:10:00 0.00681995 ETC-BTC +1.0% 23652 ++ 0.1668 0.0526 sell 2017-06-11 11:20:00 0.00684999 ETC-BTC +0.4% 12245 ++ 0.1806 0.0548 sell 2017-06-11 11:30:00 0.00689299 ETC-BTC +0.6% 20764 +++ 0.2032 0.0575 sell 2017-06-11 11:40:00 0.00700000 ETC-BTC +1.6% 28229 +++ 0.2716 0.0614 sell 2017-06-11 11:50:00 0.00714998 ETC-BTC +2.1% 73299 +++ 0.3677 0.0708 sell 2017-06-11 12:00:00 0.00700001 ETC-BTC -2.1% 50678 ++ 0.2388 0.0871 sell 2017-06-11 12:10:00 0.00720000 ETC-BTC +2.9% 56566 +++ 0.3725 0.0878 sell 2017-06-11 12:20:00 0.00743215 ETC-BTC +3.2% 57938 ++++ 0.5217 0.0971 sell 2017-06-11 12:30:00 0.00735000 ETC-BTC -1.1% 78121 +++ 0.4343 0.1174 sell 2017-06-11 12:40:00 0.00738300 ETC-BTC +0.4% 34716 +++ 0.4350 0.1215 sell 2017-06-11 12:50:00 0.00744400 ETC-BTC +0.8% 51042 +++ 0.4557 0.1256 SELL HERE 2017-06-11 13:00:00 0.00740011 ETC-BTC -0.6% 26878 +++ 0.4002 0.1297 sell 2017-06-11 13:10:00 0.00723002 ETC-BTC -2.3% 33544 ++ 0.2584 0.1282 sell
2017-06-11 13:10:05 0.00722960 ETC-BTC 0.0% 160 ++ 0.2448 0.1238

I am having issues coding this, if any help would be appreciated.

I was thinking about making a sub signal, that would then help to make the final buy/sell signal.

Every period would have a value calculated from the previous period: (ema current - ema previous = close to 0) = subsignal 1 (S1) (ema current - ema previous = positive) = subsignal 2 (S2) - ema going up (ema current - ema previous = negative) = subsignal 3 (S3) - ema going down

A strategy could be built from these kind of subsignals like this for example:

if last 3 periods are S1 and the preceding periods (lets say period n-4 to n-10, so 6 periods before) were S2 then sell now.

And same for buying, if last 3 periods are S1 and the preceding periods were S3 then buy now.

Does this make any sense to anyone? :smile:

nao0811ta commented 7 years ago

I'm testing macd strategy and default parameters on poloniex It's not bad.. But I want that it can buy during uptrend when I start.

slinky9111 commented 7 years ago

I gave the bot a try on default settings for a few days, clearly there's something wrong, it just flips the sell and buy (or so it seems). Trying the settings above from @krilson ... let's see what happens? By the way, does flipping sell and buy works?

RyanF109 commented 7 years ago

For what it's worth, I've left it running for about 3 hours with a small amount of ETC trading back and forth to ETH and I've made a not bad return.

FreshLondon commented 7 years ago

based on the comments above is it safe to say the simulations are not currently accurate?

DeviaVir commented 7 years ago

@CreativeBacon Well, at the risk of stating the obvious, they are called simulations for a reason.

krilson commented 7 years ago

A small update to the trend_ema strategy,

This simple change: https://github.com/krilson/zenbot/commit/66fc7fae22987adb1162794f3bf97fae70d19e25#diff-c081f5fa7634cfc3a1254e982a748f9c

...reversing the buy/sell signals is making a consistent profit for the last week.

My current setting: ./zenbot.sh trade --period=10m --min_periods=60 --trend_ema=30 --neutral_rate=0.15 poloniex.REP-ETH

neutral_rate at 0.20 is also good, but if the market calms down to much the bot wont make a trade.

I did not go around to calculating the exact profit %. But from the poloniex trading history I make out around 100% profit...

Also buy pct is set to 50, and sell pct to 90.

Tested on 4 pairs simultaniously, all are making a profit.

fullstopslash commented 7 years ago

Is it safe to say this issue is closed?

sudo-tee commented 7 years ago

@krilson With yo reversal strategies, and settings I tried 2 different pairs and the bot won't even attemp to trade.

Do you have any guidance on which pair it might be profitable (stable coin or volatile coin) ?

sascha1337 commented 7 years ago

never got positive results, either simulate or paper trade why ? :(

marco4444 commented 7 years ago

If one makes profit and shares the parameters it might be just fluke ... . I tried for weeks now and the around 100 dollar profit were eaten up completely by the fees. If trading without fees (Gdax maker) then the execution is so much delayed that I don't end in positive results. Bottom line I'm not 100% sure if all the smart trader strategies make any sense at all compared with buy and hold. But I keep trying.....

typicalaimster commented 7 years ago

Been lurking and testing for a few weeks now. I agree with @marco4444 on this. There is two parts. With default settings the bot trades with major loss. Took a few days to tinker with the settings to get it to trade with profit via paper trading. In real trading on GDAX with maker the bot can't sell/buy fast enough. So by the time the bot buys/sells... The profit is already under water.

The 30 second loop is killing the bot. I've tried all sorts of settings trying to get it to trade faster. When I do it seems like I'm hitting GDAX's rate limting... Sure you might get profit during a major upswing.. However, during a sawtooth, the bot will blow through cash faster than a rock star in Vegas.

https://docs.gdax.com/#rate-limits

Perhaps add a feature to buy with maker but then sell with taker?

GirlOnTOp commented 7 years ago

@krilson also tried your settings, but the bot doesn't trade, I guess is better then loosing hehe :)

ffMathy commented 7 years ago

Really looking forward for this to be fixed as well. I currently can't use Zenbot 3 because I'm on Windows.

roko772 commented 7 years ago

Just like me - I can't even make zenbot 3 work with kraken :(

procmail commented 7 years ago

Any updates on this issue?

MT00x commented 7 years ago

So does reversing the buy/sell signals really works better ?

haugthom commented 7 years ago

any update?

DeviaVir commented 7 years ago

Closing due to:

Feel free to open new tickets for your questions if you feel the question was not adequately handled.

zartrade commented 7 years ago

Is this still an ongoing issue with zenbot ? Live trading not doing what is intended and always trading at a loss ? Any feedback, thanks.

halvors commented 7 years ago

Seems so.

interbiznw commented 7 years ago

Default settings and seeing same thing here, its opposite of what it should do, sells when it goes low and buys when its high..and this is on --paper trades too... if it was opposite of what its doing it might actually work good, Any ideas anyone?

frankhommers commented 7 years ago

@DeviaVir: A bit weird to close this as @carlos8f says this is it's highest priority on the README.md (linking to this exact issue):

  • Many people are reporting losses in live trading even if the simulation results and/or paper trading is positive.
  • This is my highest priority right now, since an unprofitable bot is not worth much, but please understand that reliably making profit is hard, and so is making a realistic simulator.
marco4444 commented 7 years ago

Not sure if the bot is the issue or the exchanges. They react so slowly (especially when there a big changes with many trades), that a simulation has no comparison with the reality anymore.

typicalaimster commented 7 years ago

Probably quite a few people (like me) download the bot thinking it's a turn key solution when it's not. As pointed out by the OP.. "The default settings trade with a loss". You have to tune the thing. Almost on a daily basis to get it to work properly. I'd love to see a feature added that runs sims like the genetic backtester.. Then imports them into the bot on a scheduled interval. That way the bot can adapt to the current market changes.

If anything the README.md should say in big bold neon red letters.. "THIS IS NOT A MINING RIG. A un-tuned bot will trade with a loss".

krilson commented 7 years ago

@interbiznw I did exactly that. Just reversed the signals on the default trading strategy and its working "ok", still more room for improvement, but I am short on time to play with this, I just left it running for months now, and it didnt run out of money, it is slowly accumulating more. I would say it is right 70% of the time.

Considering this crazy bull run in bitcoin its hard to say that it is making a profit, since it would be better to just leave it all in bitcoin, but I dont consider this a normal environment...

roko772 commented 7 years ago

Is really that simple to solve this problem by reversing buy/sell signals? Simply too easy to be true :p