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RSI values on Zenbot 4 differs insanely from those on Zenbot 3.5 #443

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tuxitor opened this issue Aug 4, 2017 · 3 comments
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RSI values on Zenbot 4 differs insanely from those on Zenbot 3.5 #443

tuxitor opened this issue Aug 4, 2017 · 3 comments
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@tuxitor
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tuxitor commented Aug 4, 2017 •
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RSI values ffrom zenbot 4 are very different from zenbot 3.5
Here are samples from the same time span, same exchange and currency pair. How can that be explained if not some error in the RSI calculation?

2017-08-04 20:10:00  220.500 ETH-USD   +0.0%       63    -- 44    -0.0114   0.0083     sell  0.00 ETH  1000.00000 USD    +0.0%   +0.8%
2017-08-04 20:11:00  220.290 ETH-USD   -0.1%        6  ---- 25    -0.0190   0.0081     sell  0.00 ETH  1000.00000 USD    +0.0%   +0.9%
2017-08-04 20:12:00  220.410 ETH-USD   +0.1%       28    -- 43    -0.0124   0.0074     sell  0.00 ETH  1000.00000 USD    +0.0%   +0.8%
2017-08-04 20:13:00  220.410 ETH-USD   +0.0%       11    -- 43    -0.0112   0.0061     sell  0.00 ETH  1000.00000 USD    +0.0%   +0.8%
2017-08-04 20:14:00  220.570 ETH-USD   +0.1%      122   64 ++     -0.0036   0.0042           0.00 ETH  1000.00000 USD    +0.0%   +0.7%
2017-08-04 20:15:00  219.260 ETH-USD   -0.6%     1404 ----- 13    -0.0573   0.0061     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.3%
2017-08-04 20:16:00  219.800 ETH-USD   +0.2%      246    -- 39    -0.0298   0.0132     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.1%
2017-08-04 20:17:00  219.550 ETH-USD   -0.1%      209   --- 33    -0.0374   0.0135     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:18:00  219.500 ETH-USD    0.0%       22   --- 32    -0.0361   0.0143     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:19:00  219.500 ETH-USD   +0.0%        7   --- 32    -0.0328   0.0149     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:20:00  219.500 ETH-USD   +0.0%       18   --- 32    -0.0299   0.0149     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:21:00  219.660 ETH-USD   +0.1%        8     - 48    -0.0205   0.0143     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:22:00  219.550 ETH-USD   -0.1%       12    -- 39    -0.0232   0.0142     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:23:00  219.560 ETH-USD   +0.0%        5    -- 41    -0.0207   0.0135     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:24:00  219.540 ETH-USD    0.0%       36    -- 39    -0.0197   0.0127     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:25:00  219.540 ETH-USD   +0.0%        6    -- 39    -0.0179   0.0104     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:26:00  219.550 ETH-USD   +0.0%       39    -- 41    -0.0158   0.0066     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:27:00  219.510 ETH-USD    0.0%        3   --- 33    -0.0161   0.0072     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:28:00  219.700 ETH-USD   +0.1%      111   70 +++    -0.0067   0.0066     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.1%
2017-08-04 20:29:00  219.660 ETH-USD    0.0%      112   61 ++     -0.0078   0.0067     sell  0.00 ETH  1000.00000 USD    +0.0%   +1.2%
2017-08-04 20:30:00  219.710 ETH-USD   +0.0%      112   68 +++    -0.0050   0.0063           0.00 ETH  1000.00000 USD    +0.0%   +1.1%
2017-08-04 20:31:00  219.750 ETH-USD   +0.0%      115   73 +++    -0.0029   0.0060           0.00 ETH  1000.00000 USD    +0.0%   +1.1%
2017-08-04 20:32:00  219.680 ETH-USD    0.0%        7   53 +      -0.0055   0.0066           0.00 ETH  1000.00000 USD    +0.0%   +1.1%
2017-08-04 20:33:00  219.900 ETH-USD   +0.1%       17   78 ++++    0.0041   0.0063           0.00 ETH  1000.00000 USD    +0.0%   +1.0%
2017-08-04 20:34:00  219.900 ETH-USD   +0.0%       28   78 ++++    0.0037   0.0070           0.00 ETH  1000.00000 USD    +0.0%   +1.0%
2017-08-04 20:35:00  219.740 ETH-USD   -0.1%      166     - 46    -0.0033   0.0070           0.00 ETH  1000.00000 USD    +0.0%   +1.1%
2017-08-04 20:36:00  219.920 ETH-USD   +0.1%       18   67 +++     0.0045   0.0062           0.00 ETH  1000.00000 USD    +0.0%   +1.0%
2017-08-04 20:37:00  219.940 ETH-USD   +0.0%        8   68 +++     0.0049   0.0058           0.00 ETH  1000.00000 USD    +0.0%   +1.0%
2017-08-04 20:38:00  219.940 ETH-USD   +0.0%       12   68 +++     0.0045   0.0047           0.00 ETH  1000.00000 USD    +0.0%   +1.0%
2017-08-04 20:39:00  219.940 ETH-USD   +0.0%       25   68 +++     0.0041   0.0046           0.00 ETH  1000.00000 USD    +0.0%   +1.0%
2017-08-04 20:40:00  220.000 ETH-USD   +0.0%       53   77 ++++    0.0062   0.0040      buy  0.00 ETH  1000.00000 USD    +0.0%   +1.0%
2017-08-04 20:41:00  220.250 ETH-USD   +0.1%       46   91 +++++   0.0159   0.0040      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.9%
2017-08-04 20:42:00  220.480 ETH-USD   +0.1%       32   95 +++++   0.0240   0.0054      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.8%
2017-08-04 20:43:00  220.520 ETH-USD   +0.0%        4   95 +++++   0.0235   0.0070      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.8%
2017-08-04 20:44:00  220.550 ETH-USD   +0.0%       21   96 +++++   0.0226   0.0083      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.7%
2017-08-04 20:45:00  220.550 ETH-USD   +0.0%       10   96 +++++   0.0205   0.0090      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.7%
2017-08-04 20:46:00  220.950 ETH-USD   +0.2%       55   99 +++++   0.0352   0.0083      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.6%
2017-08-04 20:47:00  221.010 ETH-USD   +0.0%      112   99 +++++   0.0344   0.0099      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.5%
2017-08-04 20:48:00  221.250 ETH-USD   +0.1%       31   99 +++++   0.0412   0.0105      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.4%
2017-08-04 20:49:00  221.250 ETH-USD   +0.0%        3   99 +++++   0.0374   0.0110      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.4%
2017-08-04 20:50:00  221.250 ETH-USD   +0.0%       63   99 +++++   0.0340   0.0099      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.4%
2017-08-04 20:51:00  221.240 ETH-USD    0.0%        3   96 +++++   0.0305   0.0077      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.4%
2017-08-04 20:52:00  220.820 ETH-USD   -0.2%       43   --- 31     0.0104   0.0067      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.6%
2017-08-04 20:53:00  220.800 ETH-USD    0.0%       18   --- 30     0.0086   0.0087           0.00 ETH  1000.00000 USD    +0.0%   +0.6%
2017-08-04 20:54:00  220.960 ETH-USD   +0.1%      132   51 +       0.0144   0.0104      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.6%
2017-08-04 20:55:00  220.980 ETH-USD   +0.0%       79   54 +       0.0140   0.0109      buy  0.00 ETH  1000.00000 USD    +0.0%   +0.6%
2017-08-04 20:56:00  220.880 ETH-USD    0.0%       47    -- 41     0.0086   0.0115           0.00 ETH  1000.00000 USD    +0.0%   +0.6%
2017-08-04 20:57:00  220.850 ETH-USD    0.0%       22    -- 37     0.0066   0.0121           0.00 ETH  1000.00000 USD    +0.0%   +0.6%
2017-08-04 20:58:00  220.790 ETH-USD    0.0%      361   --- 30     0.0035   0.0124           0.00 ETH  1000.00000 USD    +0.0%   +0.6%

Here are a sample from Zenbot 3.5. It is from exactly the same time span and the same exchange and currency pair. Yet they are too different to be sane.

2017-08-04 20:10:03 [    reporter] 2017-08-04 20:09:00    m25031169      25 trades.         --           RSI: 42 CLOSE:      $220.42 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:11:03 [    reporter] 2017-08-04 20:10:00    m25031170       4 trades.         --           RSI: 41 CLOSE:      $220.29 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:12:03 [    reporter] 2017-08-04 20:11:00    m25031171      17 trades.         --           RSI: 42 CLOSE:      $220.41 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:13:03 [    reporter] 2017-08-04 20:12:00    m25031172       5 trades.         --           RSI: 41 CLOSE:      $220.31 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:14:03 [    reporter] 2017-08-04 20:13:00    m25031173      58 trades.          -           RSI: 44 CLOSE:      $220.57 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:15:03 [    reporter] 2017-08-04 20:14:00    m25031174      79 trades.         --           RSI: 39 CLOSE:      $220.00 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:16:03 [    reporter] 2017-08-04 20:15:00    m25031175      19 trades.         --           RSI: 38 CLOSE:      $219.80 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:17:04 [    reporter] 2017-08-04 20:16:00    m25031176      15 trades.        ---           RSI: 36 CLOSE:      $219.55 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:18:04 [    reporter] 2017-08-04 20:17:00    m25031177      29 trades.        ---           RSI: 35 CLOSE:      $219.40 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:19:04 [    reporter] 2017-08-04 20:18:00    m25031178      26 trades.        ---           RSI: 35 CLOSE:      $219.50 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:20:04 [    reporter] 2017-08-04 20:19:00    m25031179      31 trades.        ---           RSI: 35 CLOSE:      $219.50 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:21:04 [    reporter] 2017-08-04 20:20:00    m25031180      19 trades.        ---           RSI: 36 CLOSE:      $219.55 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:22:04 [    reporter] 2017-08-04 20:21:00    m25031181       9 trades.        ---           RSI: 36 CLOSE:      $219.55 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:23:04 [    reporter] 2017-08-04 20:22:00    m25031182       7 trades.        ---           RSI: 36 CLOSE:      $219.55 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:24:04 [    reporter] 2017-08-04 20:23:00    m25031183      18 trades.        ---           RSI: 36 CLOSE:      $219.54 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:25:04 [    reporter] 2017-08-04 20:24:00    m25031184      17 trades.        ---           RSI: 36 CLOSE:      $219.54 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:26:04 [    reporter] 2017-08-04 20:25:00    m25031185      15 trades.        ---           RSI: 36 CLOSE:      $219.54 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:27:04 [    reporter] 2017-08-04 20:26:00    m25031186      12 trades.        ---           RSI: 36 CLOSE:      $219.51 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:28:04 [    reporter] 2017-08-04 20:27:00    m25031187      51 trades.         --           RSI: 38 CLOSE:      $219.70 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:29:04 [    reporter] 2017-08-04 20:28:00    m25031188      22 trades.        ---           RSI: 37 CLOSE:      $219.66 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:30:04 [    reporter] 2017-08-04 20:29:00    m25031189       9 trades.        ---           RSI: 37 CLOSE:      $219.65 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:31:04 [    reporter] 2017-08-04 20:30:00    m25031190      16 trades.        ---           RSI: 37 CLOSE:      $219.65 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:32:04 [    reporter] 2017-08-04 20:31:00    m25031191      16 trades.        ---           RSI: 37 CLOSE:      $219.65 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:33:04 [    reporter] 2017-08-04 20:32:00    m25031192      10 trades.        ---           RSI: 37 CLOSE:      $219.65 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:34:04 [    reporter] 2017-08-04 20:33:00    m25031193       3 trades.        ---           RSI: 37 CLOSE:      $219.65 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:35:04 [    reporter] 2017-08-04 20:34:00    m25031194       1 trades.         --           RSI: 39 CLOSE:      $219.81 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:36:04 [    reporter] 2017-08-04 20:35:00    m25031195       5 trades.         --           RSI: 39 CLOSE:      $219.81 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:37:04 [    reporter] 2017-08-04 20:36:00    m25031196      11 trades.         --           RSI: 39 CLOSE:      $219.81 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:38:04 [    reporter] 2017-08-04 20:37:00    m25031197       6 trades.         --           RSI: 39 CLOSE:      $219.81 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:39:04 [    reporter] 2017-08-04 20:38:00    m25031198       9 trades.         --           RSI: 39 CLOSE:      $219.81 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:40:04 [    reporter] 2017-08-04 20:39:00    m25031199      12 trades.         --           RSI: 42 CLOSE:      $219.99 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:41:04 [    reporter] 2017-08-04 20:40:00    m25031200       7 trades.          -           RSI: 45 CLOSE:      $220.25 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:42:04 [    reporter] 2017-08-04 20:41:00    m25031201      17 trades.          -           RSI: 47 CLOSE:      $220.48 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:43:00 [    reporter] 2017-08-04 20:42:00    m25031202       1 trades.          -           RSI: 47 CLOSE:      $220.48 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:44:00 [    reporter] 2017-08-04 20:43:00    m25031203       3 trades.          -           RSI: 47 CLOSE:      $220.48 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:45:00 [    reporter] 2017-08-04 20:44:00    m25031204       5 trades.                      RSI: 48 CLOSE:      $220.57 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:46:00 [    reporter] 2017-08-04 20:45:00    m25031205       3 trades.                      RSI: 48 CLOSE:      $220.57 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 20:47:00 [    reporter] 2017-08-04 20:46:00    m25031206      39 trades.           +          RSI: 53 CLOSE:      $221.06 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:48:00 [    reporter] 2017-08-04 20:47:00    m25031207      21 trades.           +          RSI: 55 CLOSE:      $221.25 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:49:00 [    reporter] 2017-08-04 20:48:00    m25031208       3 trades.           +          RSI: 55 CLOSE:      $221.24 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:50:00 [    reporter] 2017-08-04 20:49:00    m25031209       2 trades.           +          RSI: 55 CLOSE:      $221.24 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:51:00 [    reporter] 2017-08-04 20:50:00    m25031210       4 trades.           +          RSI: 55 CLOSE:      $221.24 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:52:00 [    reporter] 2017-08-04 20:51:00    m25031211       5 trades.                      RSI: 51 CLOSE:      $220.84 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:53:00 [    reporter] 2017-08-04 20:52:00    m25031212       3 trades.                      RSI: 51 CLOSE:      $220.84 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:54:00 [    reporter] 2017-08-04 20:53:00    m25031213       8 trades.                      RSI: 51 CLOSE:      $220.84 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:55:00 [    reporter] 2017-08-04 20:54:00    m25031214       2 trades.           +          RSI: 54 CLOSE:      $221.22 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:56:00 [    reporter] 2017-08-04 20:55:00    m25031215       2 trades.           +          RSI: 54 CLOSE:      $221.22 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:57:00 [    reporter] 2017-08-04 20:56:00    m25031216      11 trades.                      RSI: 51 CLOSE:      $220.88 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:58:00 [    reporter] 2017-08-04 20:57:00    m25031217      35 trades.                      RSI: 50 CLOSE:      $220.79 USD bitfinex.ETH-USD BAL:        $0.70 ROI:0.001
2017-08-04 20:59:00 [    reporter] 2017-08-04 20:58:00    m25031218      60 trades.         --           RSI: 42 CLOSE:      $219.71 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
2017-08-04 21:00:00 [    reporter] 2017-08-04 20:59:00    m25031219       7 trades.         --           RSI: 40 CLOSE:      $219.40 USD bitfinex.ETH-USD BAL:        $0.69 ROI:0.001
@tuxitor
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tuxitor commented Aug 4, 2017

A side by side comparision:
https://cdn.discordapp.com/attachments/321961031620362240/343114210034712586/RSI-differences.png

@LoneWolf345
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It has been quite awhile since the last comment. Do you feel your issue is resolved? Please consider closing it.

@DeviaVir
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DeviaVir commented Mar 7, 2018

Closing, it's cheap to re-open.

@DeviaVir DeviaVir closed this as completed Mar 7, 2018
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