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asavinov / intelligent-trading-bot

Intelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineering
https://t.me/intelligent_trading_signals
MIT License
803 stars 179 forks source link

Not an issue, more a question #36

Open cyberjunky opened 10 months ago

cyberjunky commented 10 months ago

I have setup this bot and trained it, I lowered the threshold a bit, and the enter trade signals for sell and buy are pretty on the spot, more accurate and frequent then the original one, but there is one thing, they are inverse, so when 'my bot' says SOLD: I open a SHORT, and vice versa, anyone know what is going on, how to fix?

I use a separate script to monitor my telegram and open trades accordingly (because i'm on Bybit Inverse BTCUSD) so no real issue, but was just wondering if this can be fixed easily, what I did wrong in my parameters/

asavinov commented 9 months ago

The score is positive if the price is going to grow in some future and if it exceeds the buy_signal_threshold then it a BUY (LONG) signal. Vice versa, the score is negative if the price is going to fall and after it drops lower than the sell_signal_threshold then it is a SELL (LONG) signal.

These are signals which are kind of suggestions. The bot also implements a very simple trade simulator which simulates trades by buying and selling based on these signals. When it receives the first BUY signal and it is in BUY mode, that is, it possesses some assets, then it generates BUY transaction and sends a BOUGHT message. It is a transaction. Vice versa, when it receives a SELL signal and is in SELL mode (it has something to sell), then it generates a sell transaction and send a SOLD message.

These are all about long trades. For short trades, all signs are reversed. The optimal buy/sell thresholds might be different (not implemented yet). The simulated or real trade strategy might also be more sophisticated, for example, the quantity might depend on the score absolute value.