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vicmacbec / algoTrading

Trading algorithms tests.
MIT License
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SSL+EMA #3

Open vicmacbec opened 2 years ago

vicmacbec commented 2 years ago

Test the SSL+EMA strategy and compare it with the other strategies.

vicmacbec commented 2 years ago

This strategy uses the SSL channel indicator, which I have to code in R using Simple Moving Average function from TTR package.

vicmacbec commented 2 years ago

To Do: Comparative table in different trends (take the top symbols, and the recurrent symbols most be taken to make real tests). Find which variables are the most revelant to take the best symbols (yield, winRate, tQYields, meanYields, medianYields, etc)

symbolsComparation

vicmacbec commented 2 years ago

SSL and SSL+EMA strategies most be separated. SSL strategy is good enough when the trend is up. Implement EMA in testing in SSL+EMA strategy.

vicmacbec commented 2 years ago

Los resultados parecen alentadores siempre y cuando la tendencia del par sea alcista. Quizás hay que aumentar el EMA a más de 200.

summaryAll.csv

vicmacbec commented 2 years ago

From results of #6 and commit 1754879, check fees computation and code.

vicmacbec commented 2 years ago

From those fee results, the algorithm most have more than 0.015 % in average yield per operation to beast the fees.