Zendog Backtest-DCA-Bot-3commas

3 thg 8, 2021

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)

4 thg 8, 2021

Phát hành các Ghi chú

fixed bug about order volume scale wrong calculation

5 thg 8, 2021

Phát hành các Ghi chú

- 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

5 thg 8, 2021

Phát hành các Ghi chú

- 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)

5 thg 8, 2021

Phát hành các Ghi chú

Improvements to External Indicator source and value comparison

6 thg 8, 2021

Phát hành các Ghi chú

Update to statistics table layout

13 thg 8, 2021

Phát hành các Ghi chú

- 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

17 thg 8, 2021

Phát hành các Ghi chú

- 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 <=)

22 thg 8, 2021

Phát hành các Ghi chú

Fixed statistics bug when SO number is 0 (no safety orders)

22 thg 8, 2021

Phát hành các Ghi chú

fixed Step table bug when safety orders are 0

25 thg 8, 2021

Phát hành các Ghi chú

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!