Quote from: donut on May 08, 2014, 09:23:20 PM

I will think about it if you post a backtest from April 11 to Sept 26, 2013 with the same parameters you used for the current bubble deflation period, aka no overfitting.

Very same parameters used, which may be near optimal (but likely are not, especially volume threshold was fixed figure and BS volume was not generally that big those days..) :

Code:

10.4.2013 18:00 130,00 -1 13 000 0,00
16.4.2013 14:00 74,00 1 76 % 0 175,68
19.4.2013 8:00 120,16 -1 21 109 0,00
3.5.2013 12:00 90,10 1 33 % 0 234,29
6.5.2013 20:00 110,66 -1 25 926 0,00
4.7.2013 6:00 76,99 1 44 % 0 336,75 <--- !!!
5.7.2013 16:00 68,50 -1 23 067 0,00
10.7.2013 18:00 79,41 1 -14 % 0 290,48
18.7.2013 6:00 79,22 -1 23 012 0,00
19.8.2013 6:00 102,60 1 -23 % 0 224,29
6.9.2013 18:00 117,05 -1 26 253 0,00
9.9.2013 14:00 122,35 1 -4 % 0 214,57

Notable is that it has generated 3.4x the number of bitcoins during the 3-mo downtrend despite selling only at $130 in the start. But at the instant the price starts to go up, it has lost quite many coins.