Enhance backtester: support peroid, min_peroids param and rsi_macd strategy

[fasheng]

The new added rsi_macd strategy set min_peroids to 200 as default value which is different than others, so I support it in backtester firstly.

BTW, looks srsi_macd is a better name than rsi_macd for it use Stochastic RSI in fact...

[LeMoussel]

Do you have some articles about rsi_macd / Stochastic RSI strategy ?

[fasheng]

Just some simple tutorials:

• RSI & MACD
  http://www.noafx.com/5_4-RSI-MACD-combined.php
  https://www.forexstrategieswork.com/rsi-macd-strategy-double-confirmation-momentum-strategy/
• Stoch RSI & MACD
  http://www.investopedia.com/articles/trading/08/macd-stochastic-double-cross.asp
• Stoch & MACD (with demo code in tradingview)
  https://www.tradingview.com/script/G5ro3y87-MACD-Stochastic-Double-Strategy-by-ChartArt/

[talvasconcelos]

Hi, it was really my first PR and i screwed up the naming. Indeed the srsi_macd is a better name. BTW i'm not familiar with this backtester, what does it do and do i use it?

[fasheng]

Hi @talvasconcelos, thanks for your code. So you could decide the name together with @carlos8f :)

And backtester is a wrapper for zenbot sim that could help us to find the best strategy options, for example:

zenbot backfill gdax.BTC-USD --days 7
backtester.js gdax.BTC-USD --days 7 --strategy rsi_macd

After all tests finished, it will generate a result CSV file and we could choice the options in the list.

But the default option ranges could not cover all cases, so we need custom them in backtest.js, too.
https://github.com/carlos8f/zenbot/blob/master/scripts/auto_backtester/backtester.js#L168

[DeviaVir]

👍 useful stuff

[talvasconcelos]

This is awesome... i'll make a PR today with changed name then. I'm also making a new strategy with CCI and SRSI than i hope to push today. This tool is awesome as i run endless sims testing different parameters!! Hope it gets merged soon so i can test it.

Thanks for this

[talvasconcelos]

sent the pr with the strategy name change, guess it screws your work, sorry man. also fixed sma, take a look and see if it good like that. hope today I'll push a new strat...

[fasheng]

Just fine, I will review the code soon.