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Example trading strategies to get you started with Jesse

Home Page: https://jesse.trade/

License: MIT License

Python 100.00%
algo-trading strategies trading trading-bot trading-strategies

example-strategies's People

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example-strategies's Issues

Infinite leverage bug on TurtleRules

Not sure if the framework is supposed to prevent this but it looks like there is some sort of infinite leverage but with TurtleRules.

 CANDLES              |
----------------------+--------------------------
 period               |     730 days (2.0 years)
 starting-ending date | 2019-01-01 => 2020-12-31


 exchange   | symbol   | timeframe   | strategy    | DNA
------------+----------+-------------+-------------+-------
 Binance    | BTC-USDT | 15m         | TurtleRules |


Executing simulation...  [####################################]  100%          
Executed backtest simulation in:  79.31 seconds


 METRICS                         |
---------------------------------+---------------------------------------------------
 Total Closed Trades             |                                              3387
 Total Net Profit                | 2.1018409500240173e+101 (2.1018409500240173e+99%)
 Starting => Finishing Balance   |                 10,000 => 2.1018409500240245e+101
 Total Open Trades               |                                                 1
 Open PL                         |                           2.6048058815054558e+100
 Total Paid Fees                 |                            1.377051240486709e+102
 Max Drawdown                    |                                 -570986489020.74%
 Annual Return                   |                           3.9330711124615176e+50%
 Expectancy                      |    6.205612488999156e+97 (6.205612488999156e+95%)
 Avg Win | Avg Loss              |    1.276752157717366e+100 | 9.504929229490002e+98
 Ratio Avg Win / Avg Loss        |                                             13.43
 Percent Profitable              |                                                7%
 Longs | Shorts                  |                                         53% | 47%
 Avg Holding Time                |              3.0 hours, 4.0 minutes, 46.0 seconds
 Winning Trades Avg Holding Time |             8.0 hours, 23.0 minutes, 35.0 seconds
 Losing Trades Avg Holding Time  |             2.0 hours, 39.0 minutes, 21.0 seconds
 Sharpe Ratio                    |                                             -0.98
 Calmar Ratio                    |                             6.888203465561576e+38

BT-2021-01-04T01-55-24

Example Strategies not working with latest version?

Hi,
I tried to use the example strategies found in this repo, but i can't get them to work.

I download candles as instructed by the tutorial for BTC-USDT symbol and then tried to backtest the strategies. All of them throw InsufficientMargin: You cannot submit an order for $30371 when your margin balance is $19321 if in futures mode or NegativeBalance: Balance cannot go below zero in spot market. if in spot mode.

PyTest for jesse pass all of the tests with no issue.

Is there something i could do to fix this or am i doing something completely wrong?

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