[snissn]

> 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%?

[throwaway4good]

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]

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]

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

[rodrigobrito]

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.

[senectus1]

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