Bot behaves different in real trading than in sim

[mifau]

I was trying to trade on gdax for more than 24h using 4.x bot, and had no transactions (there were no tries of sell/buy at all).
Then I run a simulation for --days 1, and got few transactions.
So I assume there could be a difference between behavior in the simulation and in the real life.

Or maybe I'm just missing something?

[demesm]

sim runs on an entire day, quickly, it doesnt trade frequently by default. read the readme

[mifau]

By default not, but I'm not on defaults.
ema=18, period=3m....
So I can clearly see that simulation != trade

[mifau]

I've verified that today again... (--days 1)
Simulator shows over 11%, when the real life operations gave less than 4% (as shown in second from right column - after reset)

I assume it's just because of time needed to sell/buy in the real life.
Looks like this time is too optimistic in the simulator

[ruimgoncalves]

In this topic I've been playing around with simulation with --period=1m and the bot makes in 60 days a staggering 4073% over vs by hold in gdax.ETH-BTC. It makes in average 80 trades a day.
After seeing this issues I wonder if it is even possible for the bot to pull this off in the real world.

[demesm]

are you guys seriously expecting the same results from live trading as running a sim on dissimilar prices and trends?

[mifau]

What do you mean saying "dissimilar' ?
They should be the same if we're talking about same time periods.
If I'm looking at the real life time period...let's say...from yesterday till today (24h)...and then I run simulator with --day 1, time period are the same.
So prices and trends should be as same.
Right?

We can try to make some correction there....by trials&errors at least. Or maybe parameter which will say how much time (or buy/sell trials) are needed to be closer to the real life scenario.

It's not so important though.
Maybe some info in README could help with such comments as mine ;)

[cweagans]

@demesm If I run live trading all day today (Midnight to 11:59pm), and tomorrow, I go back and run the simulation on today's data for the same time period, the result should be the same, no?

[carlos8f]

In this topic I've been playing around with simulation with --period=1m and the bot makes in 60 days a staggering 4073% over vs by hold in gdax.ETH-BTC. It makes in average 80 trades a day.
After seeing this issues I wonder if it is even possible for the bot to pull this off in the real world.

I've been doing tests with 1m period aggressive trading (see #246 (comment)) to see how to remedy this false hope in the simulator. I think I will need to apply an avg. amount of slippage to each order, probably 0.045% that I've experienced in live trading.

[githubee]

My average slippage is higher during the past 24h. I think thats one of the reasons that sim showed +50% or smth and realtime trading yielded -19%. I checked in in sim.

[githubee]

I also noticed that when the bot is buying the 2nd best bidder price is not reflected in the bot price. I mean the bot is for example trying to buy at 1,100 and the next bidder is 1,099 - which is fine initially. If the next bidder changes his price to 1,050 for example, the bot is not correcting his own bid to 1,051 (which I would expect).

[ether-btc]

@githubee you would like to use the option --markup_pct=0.5 (ex. here 0,5%) for that together with the options --order_adjust_time=1000 (ex. here ~1sec) and maybe these options with it as well: --order_poll_time=2500 --wait_for_settlement=2500

--markup_pct puts orders with the %-difference above or below last sell price (sell/buy respectively) and --order_adjust_time corrects those offers in that amount of ms (5000ms = ~5sec)

that is, to my knowledge. I am still figuring things out as a rookie.

[benjamincburns]

Discussion on #868 is likely relevant. The process of executing an order on the sim is much simpler than with real exchanges. I suspect the bugs I mention in my most recent comment there are to blame for a lot of the discrepancy. That said, there are definitely still plenty of noise sources in real trading which can't be simulated in an exact way - slippages, order depth, etc.

[DeviaVir]

Dear issue reporter,

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