Zendog Backtest-DCA-Bot-3commas
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)
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)
릴리즈 노트:
fixed bug about order volume scale wrong calculation
릴리즈 노트:
- 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
- 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
릴리즈 노트:
- 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)
- 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)
릴리즈 노트:
Improvements to External Indicator source and value comparison
릴리즈 노트:
Update to statistics table layout
릴리즈 노트:
- 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
- add labels for each deal that show profit or loss
- add visual options to the strategy
릴리즈 노트:
- 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 <=)
- 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 <=)
릴리즈 노트:
Fixed statistics bug when SO number is 0 (no safety orders)
릴리즈 노트:
fixed Step table bug when safety orders are 0
릴리즈 노트:
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!
Thank you for your interest, please like and follow that version as this one will not receive updates in the future. Hope you enjoy!