onlineAlgo11_0.py is trading too frequently #3
Description
onlineAlgo11_0.py is trading every 12 hrs (43200s).
After studying the BTC price action I noticed that peaks and troughs follow each other between 5 and 13 days. Troughs (minima) follow peaks (maxima) faster (5 days) and peaks follow troughs slower (13 days).
I think it's more important to detect a trough than a peak, since troughs occur sooner. So, the trading algorithm needs to monitor BTC price every 5 days. The line of code to change is this one:
change from:
line 139 bar = '43200s'
change to:
line 139 bar = '432000s' # 5 days24 hrs60 minutes*60 seconds = 432000
If you are starting up the algorithm, I recommend using the sandbox first and starting the algorithm during a trough (local price minima).