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> START PORTFOLIO = 10000 USDT > FINAL PORTFOLIO = 19015.904019955597 USDT > GROSS PROFIT = 9015.904020 USDT (90.16%) > MARKET CHANGE = 396.71% doe

by snissn 5y ago

> START PORTFOLIO = 10000 USDT > FINAL PORTFOLIO = 19015.904019955597 USDT > GROSS PROFIT = 9015.904020 USDT (90.16%) > MARKET CHANGE = 396.71% does this mean the bot went up 90% when the market went up 396%?

senectus1 5y ago
could be wrong here.. but I think Change means ups AND downs...
throwaway4good 5y ago
Yeah the market went up 4x in the test period (see test data folder) which is from November last year until a few weeks ago (which also was about the market top). The strategy is a simple two moving averages strategy. It will capture less of the return in a very strong market but maybe protect you on the downside. The results don’t look particular good though.
viraptor 5y ago
https://github.com/rodrigo-brito/ninjabot/blob/b9ff23d5c44d42c9bebf4d07b789207512a2299c/pkg/exchange/paperwallet.go#L95 https://github.com/rodrigo-brito/ninjabot/blob/b9ff23d5c44d4... I'm not sure this is calculated properly since marketChange is `sum(last-first)/first` (ratio) then avgMarketChange is `ratio/num_samples*100`. That's... average percent change between each sample? Doesn't sound right. (unless I misunderstand what's referenced in candles)
- dmos62 5y ago
  Haha, variable for first candle is `fistCandle` [0]. Pretty mangled code. Weird to have to iterate over `avgPrice` to get pairs. This is calculating the average market change across all pairs for which `avgPrice` is tracked in this PaperWallet, whatever that means. type PaperWallet struct { sync.Mutex ctx context.Context baseCoin string counter int64 takerFee float64 makerFee float64 initialValue float64 feeder Feeder orders []model.Order assets map[string]*assetInfo avgPrice map[string]float64 lastCandle map[string]model.Candle fistCandle map[string]model.Candle } [...] func (p *PaperWallet) Summary() { var ( [...] marketChange float64 ) [...] for pair, price := range p.avgPrice { [...] marketChange += (p.lastCandle[pair].Close - p.fistCandle[pair].Close) / p.fistCandle[pair].Close [...] } avgMarketChange := marketChange / float64(len(p.avgPrice)) [...] } [0] https://www.google.com/search?q=fist+candle&tbm=isch https://www.google.com/search?q=fist+candle&tbm=isch
rodrigobrito 5y ago
Hi, Ninjabot author here. The idea of Market Change is to compare your strategy with the "buy and hold". It means, buys at the start of the period and sell at the and. We also use avg price, because the user can create several buys and a single sell. And the profit is based on the average price in this case.

by snissn 5y ago

senectus1 5y ago

could be wrong here.. but I think Change means ups AND downs...

throwaway4good 5y ago

Yeah the market went up 4x in the test period (see test data folder) which is from November last year until a few weeks ago (which also was about the market top). The strategy is a simple two moving averages strategy. It will capture less of the return in a very strong market but maybe protect you on the downside. The results don’t look particular good though.

viraptor 5y ago

https://github.com/rodrigo-brito/ninjabot/blob/b9ff23d5c44d42c9bebf4d07b789207512a2299c/pkg/exchange/paperwallet.go#L95 https://github.com/rodrigo-brito/ninjabot/blob/b9ff23d5c44d4... I'm not sure this is calculated properly since marketChange is `sum(last-first)/first` (ratio) then avgMarketChange is `ratio/num_samples*100`. That's... average percent change between each sample? Doesn't sound right. (unless I misunderstand what's referenced in candles)

dmos62 5y ago
Haha, variable for first candle is `fistCandle` [0]. Pretty mangled code. Weird to have to iterate over `avgPrice` to get pairs. This is calculating the average market change across all pairs for which `avgPrice` is tracked in this PaperWallet, whatever that means. type PaperWallet struct { sync.Mutex ctx context.Context baseCoin string counter int64 takerFee float64 makerFee float64 initialValue float64 feeder Feeder orders []model.Order assets map[string]*assetInfo avgPrice map[string]float64 lastCandle map[string]model.Candle fistCandle map[string]model.Candle } [...] func (p *PaperWallet) Summary() { var ( [...] marketChange float64 ) [...] for pair, price := range p.avgPrice { [...] marketChange += (p.lastCandle[pair].Close - p.fistCandle[pair].Close) / p.fistCandle[pair].Close [...] } avgMarketChange := marketChange / float64(len(p.avgPrice)) [...] } [0] https://www.google.com/search?q=fist+candle&tbm=isch https://www.google.com/search?q=fist+candle&tbm=isch

rodrigobrito 5y ago

Hi, Ninjabot author here. The idea of Market Change is to compare your strategy with the "buy and hold". It means, buys at the start of the period and sell at the and. We also use avg price, because the user can create several buys and a single sell. And the profit is based on the average price in this case.