Very good performance, except it is backwards
Opened this issue · 2 comments
vmajor commented
SyBrain now happily runs and trades, but it loses money with basically every trade. This is terrible, except it is so consistent that if you reverse the logic it would be making quite a good profit.
Could you release a version with reversed trading logic?
bhageshvar commented
@vmajor
If you simply swap the if conditions, then it will be reverse trading logic. Here the swapped one
print("Sell Side: %s - Buy Side: %s" % (str(obk_sell_cum), str(obk_buy_cum)))
if direction == 0 and obk_sell_cum > obk_buy_cum * 10:
print("Go Buy !")
return obk[0]['bids'][1][0]
if direction == 1 and obk_buy_cum > obk_sell_cum * 10:
print("Go Sell !")
return obk[0]['asks'][1][0]
5ymph0en1x commented
I would do something like that :
`if fP_var_value_av > 0 and fairPrice_var_actual > fP_var_value_av * 2 and p_verdict > 0:
sell_departure = check_order_book(0)
if sell_departure != 0:
results = fire_sell(sell_departure)
if results == 0:
print("Resetting...")
else:
print("Total Balance:", str(results))
if results != 0:
pos_taken += 1
tick_ok = False
tick_count = 0
if fP_var_value_av < 0 and fairPrice_var_actual < fP_var_value_av * 2 and p_verdict < 0:
buy_departure = check_order_book(1)
if buy_departure != 0:
results = fire_buy(buy_departure)`