Too much false buy/sell signal with macd in live trading

[vitoo]

Hello @rxmg-joeldg & happy new year ;)

When doing live crypto trading (period 2h) the macd sometime cross and uncross the signal line many times during 5 minutes

https://www.coinigy.com/s/i/5a4ac08784b39/

https://www.coinigy.com/s/i/5a4ac0c5c4f0f/

So it gives me false signal, a lot of buy,sell, buy, sell in some minutes

It's easy in backtesting there is only one signal per candle, in live testing, the signal can change during the candle.

Maybe i should use a 15 min period and multiply the macd period (15x8 = 2h) and not count the last candle in signal as it's changing too much.

I dont know how to handle this, have you any idea ?

Thanks for your help

[rxmg-joeldg]

A lot of this could be the data source you are using. I will add a note to look at this.

On Mon, Jan 1, 2018 at 6:20 PM, Victorien Plancke notifications@github.com wrote:

Hello @rxmg-joeldg https://github.com/rxmg-joeldg & happy new year ;)

When doing live crypto trading (period 2h) the macd sometime cross and uncross the signal line many times during 5 minutes

https://www.coinigy.com/s/i/5a4ac08784b39/

https://www.coinigy.com/s/i/5a4ac0c5c4f0f/

So it gives me false signal, a lot of buy,sell, buy, sell in some minutes

I dont know how to handle this

It's easy in backtesting there is only one signal per candle, in live testing, the signal can change during the candle.

Maybe i should use a 15 min period and multiply the macd period (8x15 = 2h) and not count the last candle in signal as it's changing too much.

Thanks for your help

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[vitoo]

I use real candle data from bittrex / coinigy (url is in coinigy chart page, look for xhr call)

[vitoo]

The thing is in live, macd may cross up (histogram positive), but candle suddenly turn red (dump) and macd de-cross (histo negativ)

[vitoo]

So i think the solution may be

sleep 30 min (for my 2 hour period) at the end of the bot loop

The same for lower period ex : 1h > 15 min wait

[rxmg-joeldg]

So, I am doing some heavy work to integrate coinigy and also ccxt (mutually exclusive however) to Bowhead... so if you are a coinigy user, this will be a good experience for you.. I am looking for some coinigy testers if you are interested..

[vitoo]

I will test and feedback if you need