rouxam

Backtesting 3commas DCA Bot v2

rouxam Updated   
Updating previously published simulated 3commas DCA logic with a sexier insert and more meaningful default parameters.
Release Notes: Added possibility to use the RSI as buy signal
Release Notes: Large Revamp:
- Added Label with warning and summary
- Added Stop Loss support
- Improved time inputs
- General bug fixes
Release Notes: Quick amend on previous commit:
- add comments in script
- add warnings for limitations on backtesting with stop loss (in general, do not use a stop loss if you use DCA on the Spot market)
Release Notes: Quick amend previous commit:
- Improved currency formatting
Release Notes: more realistic amount of BTC (divided amount of BTC by 1000 because who owns 2000 BTC ?!)
Release Notes: Fixed stop loss, reordered input as per 3c bot setup, fix max deviation calculation, add list of bot parameters on label printout
Release Notes: - Fix quantities calculation
- Default to RSI-7 < 30 for buy signal
Release Notes: amend previous commit
Release Notes: - fix RSI start condition (Below; not crossover)
- set RSI default timeframe to 15
- small rework on the warning/results labels
Release Notes: - Fixed Stop Loss triggers. Thank you @RealSaim for testing and reporting !
Release Notes: - more meaningful default inputs
- Slightly more sexy snapshot
Release Notes: New feature:
- Add a counter of total deals
Release Notes: New Feature:
- Add nb of deals closed on hitting Stop Loss
Release Notes: added support for Take Profit Type "% From Total Volume" or "% From Base Order "
Release Notes: After getting the request from many of you, here it is:
- YOU CAN NOW BACK-TEST SHORT BOTS !
Release Notes: new update includes:
- refactored closing deal code
- add comparison of DCA bot performance to simple Buy and Hold.
Release Notes: Fix Trailing TP logic for short bot
Release Notes: New features !!
- Using TA Presets (Buy/Strong Buy/Sell/Strong Sell)
- Allow using different timeframes for RSI
- Allow using a percentage of equity rather than fixed amount of currency
- Numbered warnings
Release Notes: New feature !!
- Backtesting timeframe updated automatically on the label

This is because the number of bars available is a fixed amount so if you select a 1m timeframe, you can backtest over only a few days, but if you select a 15m timeframe you can backtest over several months.

limits:
free account = 5000 bars
pro/pro+ account = 10000 bars
premium account = 20000 bars
Release Notes: Fix bug on deal closure
Renamed "TA Preset" to "TV Preset"
Release Notes: fixed typo
Release Notes: Fancy update people !! A few weeks ago, TradingView released a new object called a "Table" and this is really a big upgrade on the usability of this backtester.
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

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