Backtesting 3commas DCA Bot v2

Updating previously published simulated 3commas DCA logic with a sexier insert and more meaningful default parameters.
Versionshinweise: Added possibility to use the RSI as buy signal
Versionshinweise: Large Revamp:
- Added Label with warning and summary
- Added Stop Loss support
- Improved time inputs
- General bug fixes
Versionshinweise: Quick amend on previous commit:
- add comments in script
- add warnings for limitations on backtesting with stop loss (in general, do not use a stop loss if you use DCA on the Spot market)
Versionshinweise: Quick amend previous commit:
- Improved currency formatting
Versionshinweise: more realistic amount of BTC (divided amount of BTC by 1000 because who owns 2000 BTC ?!)
Versionshinweise: Fixed stop loss, reordered input as per 3c bot setup, fix max deviation calculation, add list of bot parameters on label printout
Versionshinweise: - Fix quantities calculation
- Default to RSI-7 < 30 for buy signal
Versionshinweise: amend previous commit
Versionshinweise: - fix RSI start condition (Below; not crossover)
- set RSI default timeframe to 15
- small rework on the warning/results labels
Versionshinweise: - Fixed Stop Loss triggers. Thank you @RealSaim for testing and reporting !
Versionshinweise: - more meaningful default inputs
- Slightly more sexy snapshot
Versionshinweise: New feature:
- Add a counter of total deals
Versionshinweise: New Feature:
- Add nb of deals closed on hitting Stop Loss
Versionshinweise: added support for Take Profit Type "% From Total Volume" or "% From Base Order "
Versionshinweise: After getting the request from many of you, here it is:
Versionshinweise: new update includes:
- refactored closing deal code
- add comparison of DCA bot performance to simple Buy and Hold.
Versionshinweise: Fix Trailing TP logic for short bot
Versionshinweise: New features !!
- Using TA Presets (Buy/Strong Buy/Sell/Strong Sell)
- Allow using different timeframes for RSI
- Allow using a percentage of equity rather than fixed amount of currency
- Numbered warnings
Versionshinweise: New feature !!
- Backtesting timeframe updated automatically on the label

This is because the number of bars available is a fixed amount so if you select a 1m timeframe, you can backtest over only a few days, but if you select a 15m timeframe you can backtest over several months.

free account = 5000 bars
pro/pro+ account = 10000 bars
premium account = 20000 bars
Versionshinweise: Fix bug on deal closure
Renamed "TA Preset" to "TV Preset"
Versionshinweise: fixed typo
Open-source Skript

Ganz im Sinne von TradingView hat der Autor dieses Skripts es als Open-Source veröffentlicht, damit Trader es verstehen und überprüfen können. Ein Hoch auf den Autor! Sie können es kostenlos verwenden, aber die Wiederverwendung dieses Codes in einer Publikation unterliegt den Hausregeln. Sie können das Skript den Favoriten hinzufügen, um es auf dem Chart zu verwenden.

Möchten Sie dieses Skript auf einem Chart verwenden?


Hi @rouxam ,
First of all, thank you for the effort you put into this project!
Question, How can I update the list of trades to the current date? right now it's until May 19.

+8 Antworten
rouxam avibeker1
@avibeker1, that’s funny. Can you PM me a screenshot of your setup ?
+1 Antworten
rouxam rouxam
@rouxam, resolved. the market simply crashed further than Max Deviation from your setup.
Another stat that would be a good one is the number of safety orders. It gives a nice insight into how a coin behaves :)
+5 Antworten
rouxam ProFunder
@ProFunder, could you be more precise ? maximum number of SO triggered ? so that you can lower the nb of SO to (over)fit the backtest?
+1 Antworten
@rouxam, thanks for the quick reply. From the manual that you linked on the previous iteration for this it seemed to be describing the stop loss % after the last SO. But I guess I read that wrong as after your reply I tested as a percentage that takes the last SO into account and it worked. Thanks for the clarification.
@rouxam, Yes, the most useful indicator would be the average number of SO's per trade. The lower the number the higher the velocity of trades (profits). Thanks... keep up the good work!
@rouxam, The maximum number of SO's experienced during the backtest would also be a good one.
catweazle77 ProFunder
@ProFunder, second that! Average number of SOs used per deal, max. number of SOs used in any deal would both be very interesting.
Maybe also how often max number of SOs were being used.

But even so, this is a great tool, thank you very much for providing this!
+1 Antworten
Thank you very much for your contribution!!!! I am testing the you have in mind incorporating the signals to trigger the deals?
+4 Antworten