Zenbot: Trading with Sim vs Live

Created on 30 Dec 2017  路  3Comments  路  Source: DeviaVir/zenbot

Am running the trading simulator with 90 day period just as is for various strategies, return was of 160% which is like WOW.

Would the live trade say starting 90d ago be with same outcome?

Also, error rate was at 65% what is error rate?

question

Most helpful comment

@mrzobot I'd advise to take this with a grain of salt, sims are good estimates but definitely not a guarantee. Some big factors that introduce potential deviation are:

  • how low is your period? Lower period = higher chance delay between exchange communication will offset results.
  • how many trades per day? higher = higher fees overall, and higher risk of mistakes adding up.
  • how much volume? The higher your volume, the lower the chance someone will fill your purchase/sale at that price without either a bigger delay or slippage (accepting a worse price to complete the order sooner).

All 3 comments

If you manage to travel back in time sure, why not.

Error rate is the time the bot lost money due to a sell.

@mrzobot I'd advise to take this with a grain of salt, sims are good estimates but definitely not a guarantee. Some big factors that introduce potential deviation are:

  • how low is your period? Lower period = higher chance delay between exchange communication will offset results.
  • how many trades per day? higher = higher fees overall, and higher risk of mistakes adding up.
  • how much volume? The higher your volume, the lower the chance someone will fill your purchase/sale at that price without either a bigger delay or slippage (accepting a worse price to complete the order sooner).

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