atr_factor=1).withExitModule(
SimpleBE(factor=0.6, buffer=0.4)).withExitModule(
SimpleBE(factor=1.6,
buffer=0.8)).withExitModule(
ParaTrail(
accInit=0.007,
accInc=0.018,
accMax=0.07)).withEntryFilter(
DayOfWeekFilter(v[0])))
BackTest(bot, bars).run()
if not increment(min, max, steps, v):
break
bars_b = load_bars(30 * 14, 240, 0, 'bybit')
#bars_m = load_bars(30 * 24, 240,0,'bitmex')
#bars_b = load_bars(30 * 12, 60,0,'bybit')
#bars_m = load_bars(30 * 24, 60,0,'bitmex')
#bars1= load_bars(24)
#bars2= process_low_tf_bars(m1_bars, 240, 60)
#bars3= process_low_tf_bars(m1_bars, 240, 120)
#bars4= process_low_tf_bars(m1_bars, 240, 180)
#runOpti(bars_b,[8],[30],[2])
'''
KuegiBot weekdays bybit rel / maxDD
Monday: 0.29 / 8
bot = MultiStrategyBot(logger=logger, directionFilter=0)
bot.add_strategy(SfpStrategy().withEntryFilter(
DayOfWeekFilter(1 << i)))
b = BackTest(bot, bars, symbol).run()
pair = "BTCUSD"
#pair= "ETHUSD"
funding = load_funding('bybit', pair)
#bars_p = load_bars(30 * 12, 240,0,'phemex')
#bars_n = load_bars(30 * 12, 240,0,'binance_f')
#bars_ns = load_bars(30 * 24, 240,0,'binanceSpot')
bars_b = load_bars(30 * 18, 240, 0, 'bybit', pair)
#bars_m = load_bars(30 * 12, 240,0,'bitmex')
#bars_b = load_bars(30 * 12, 60,0,'bybit')
#bars_m = load_bars(30 * 24, 60,0,'bitmex')
#bars1= load_bars(24)
#bars2= process_low_tf_bars(m1_bars, 240, 60)
#bars3= process_low_tf_bars(m1_bars, 240, 120)
#bars4= process_low_tf_bars(m1_bars, 240, 180)
symbol = None
if pair == "BTCUSD":
symbol = Symbol(symbol="BTCUSD",
isInverse=True,
tickSize=0.5,
and not increment(min, max, steps, v)):
break
def checkDayFilterByDay(bars, symbol=None):
for i in range(7):
msg = str(i)
logger.info(msg)
bot = MultiStrategyBot(logger=logger, directionFilter=0)
bot.add_strategy(SfpStrategy().withEntryFilter(
DayOfWeekFilter(1 << i)))
b = BackTest(bot, bars, symbol).run()
bars_p = load_bars(30 * 12, 240, 0, 'phemex')
#bars_n = load_bars(30 * 12, 240,0,'binance')
#bars_ns = load_bars(30 * 24, 240,0,'binanceSpot')
#bars_b = load_bars(30 * 18, 240,0,'bybit')
#bars_m = load_bars(30 * 12, 240,0,'bitmex')
#bars_b = load_bars(30 * 12, 60,0,'bybit')
#bars_m = load_bars(30 * 24, 60,0,'bitmex')
#bars1= load_bars(24)
#bars2= process_low_tf_bars(m1_bars, 240, 60)
#bars3= process_low_tf_bars(m1_bars, 240, 120)
#bars4= process_low_tf_bars(m1_bars, 240, 180)
#runOpti(bars_m,[1],[63],[1])
'''
if randomCount == 0 or (randomCount < 0 and not increment(min,max,steps,v)):
break
def checkDayFilterByDay(bars,symbol= None):
for i in range(7):
msg = str(i)
logger.info(msg)
bot = MultiStrategyBot(logger=logger, directionFilter=0)
bot.add_strategy(SfpStrategy()
.withEntryFilter(DayOfWeekFilter(1 << i))
)
b= BackTest(bot, bars,symbol).run()
bars_n = load_bars(30 * 12, 240,0,'binance')
#bars_ns = load_bars(30 * 24, 240,0,'binanceSpot')
#bars_b = load_bars(30 * 18, 240,0,'bybit')
#bars_m = load_bars(30 * 12, 240,0,'bitmex')
#bars_b = load_bars(30 * 12, 60,0,'bybit')
#bars_m = load_bars(30 * 24, 60,0,'bitmex')
#bars1= load_bars(24)
#bars2= process_low_tf_bars(m1_bars, 240, 60)
#bars3= process_low_tf_bars(m1_bars, 240, 120)
#bars4= process_low_tf_bars(m1_bars, 240, 180)
#runOpti(bars_m,[1],[63],[1])
'''
#pair= "ETHUSD"
exchange = 'bybit'
tf = 240
monthsBack = 18
if exchange == 'bybit' and "USDT" in pair:
exchange = 'bybit-linear'
funding = load_funding(exchange, pair)
#bars_p = load_bars(30 * 12, 240,0,'phemex')
#bars_n = load_bars(30 * 12, 240,0,'binance_f')
#bars_ns = load_bars(30 * 24, 240,0,'binanceSpot')
bars_b = load_bars(30 * monthsBack, tf, 0, exchange, pair)
#bars_m = load_bars(30 * 12, 240,0,'bitmex')
#bars_b = load_bars(30 * 12, 60,0,'bybit')
#bars_m = load_bars(30 * 24, 60,0,'bitmex')
#bars1= load_bars(24)
#bars2= process_low_tf_bars(m1_bars, 240, 60)
#bars3= process_low_tf_bars(m1_bars, 240, 120)
#bars4= process_low_tf_bars(m1_bars, 240, 180)
symbol = None
if pair == "BTCUSD":
symbol = Symbol(symbol="BTCUSD",
isInverse=True,
tickSize=0.5,
def checkDayFilterByDay(bars,symbol= None):
for i in range(7):
msg = str(i)
logger.info(msg)
bot = MultiStrategyBot(logger=logger, directionFilter=0)
bot.add_strategy(SfpStrategy()
.withEntryFilter(DayOfWeekFilter(1 << i))
)
b= BackTest(bot, bars,symbol).run()
#bars_p = load_bars(30 * 12, 240,0,'phemex')
#bars_n = load_bars(30 * 12, 240,0,'binance')
#bars_ns = load_bars(30 * 24, 240,0,'binanceSpot')
bars_b = load_bars(30 * 18, 240,0,'bybit',"ETHUSD")
#bars_m = load_bars(30 * 12, 240,0,'bitmex')
#bars_b = load_bars(30 * 12, 60,0,'bybit')
#bars_m = load_bars(30 * 24, 60,0,'bitmex')
#bars1= load_bars(24)
#bars2= process_low_tf_bars(m1_bars, 240, 60)
#bars3= process_low_tf_bars(m1_bars, 240, 120)
#bars4= process_low_tf_bars(m1_bars, 240, 180)
symbol=Symbol(symbol="ETHUSD", isInverse=True, tickSize=0.05, lotSize=1.0, makerFee=-0.025,takerFee=0.075, quantityPrecision=2,pricePrecision=2)
#symbol=Symbol(symbol="BTCUSD", isInverse=True, tickSize=0.5, lotSize=1.0, makerFee=-0.025,takerFee=0.075, quantityPrecision=2,pricePrecision=2)
#for binance
#symbol=Symbol(symbol="BTCUSDT", isInverse=False, tickSize=0.001, lotSize=0.00001, makerFee=0.02, takerFee=0.04, quantityPrecision=5)