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weird result of sar sim #323

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nao0811ta opened this issue Jun 22, 2017 · 1 comment
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weird result of sar sim #323

nao0811ta opened this issue Jun 22, 2017 · 1 comment

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@nao0811ta
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nao0811ta commented Jun 22, 2017

It's result of bitfinex.ETC-BTC simulation by sar.
when sell, rate to sell is higher than current rate.
Even though next period rate is down, printed bought.
Its simulation is correct?

2017-06-12 21:50:00  0.00723780 ETC-BTC   +0.6%      402      +++     -1.21%   bought  230114.22 ETC     0.00081 BTC   +66.6%  +45.5%
2017-06-12 21:52:00  0.00717310 ETC-BTC   -0.9%      164      +       -0.18%    +0.7%  230114.22 ETC     0.00081 BTC   +65.1%  +45.5%
2017-06-12 21:54:00  0.00717060 ETC-BTC    0.0%       84      +       -0.02%    +0.7%  230114.22 ETC     0.00081 BTC   +65.0%  +45.5%
2017-06-12 21:56:00  0.00719440 ETC-BTC   +0.3%       44      ++      -0.34%    +1.0%  230114.22 ETC     0.00081 BTC   +65.6%  +45.5%
2017-06-12 21:58:00  0.00717000 ETC-BTC   -0.3%      348      +        0.42%  selling  230114.22 ETC     0.00081 BTC   +65.0%  +45.5%
2017-06-12 22:00:00  0.00714000 ETC-BTC   -0.4%      511     -         0.84%  selling  230114.22 ETC     0.00081 BTC   +64.3%  +45.5%
2017-06-12 22:02:00  0.00711050 ETC-BTC   -0.4%      281    --         1.26%  selling  230114.22 ETC     0.00081 BTC   +63.6%  +45.5%
2017-06-12 22:04:00  0.00710080 ETC-BTC   -0.1%       37    --         1.18%  selling  230114.22 ETC     0.00081 BTC   +63.4%  +45.5%
2017-06-12 22:06:00  0.00713670 ETC-BTC   +0.5%        3     -         0.40%  selling  230114.22 ETC     0.00081 BTC   +64.2%  +45.5%
2017-06-12 22:08:00  0.00710270 ETC-BTC   -0.5%      410    --         0.67%  selling  230114.22 ETC     0.00081 BTC   +63.4%  +45.5%
2017-06-12 22:10:00  0.00714200 ETC-BTC   +0.6%      172      +       -0.57%   buying  230114.22 ETC     0.00081 BTC   +64.3%  +45.5%
2017-06-12 22:12:00  0.00713280 ETC-BTC   -0.1%        6     -        -0.45%   buying  230114.22 ETC     0.00081 BTC   +64.1%  +45.5%
2017-06-12 22:14:00  0.00715010 ETC-BTC   +0.2%       35      +       -0.65%   buying  230114.22 ETC     0.00081 BTC   +64.5%  +45.5%
2017-06-12 22:16:00  0.00710740 ETC-BTC   -0.6%      206    --         0.69%  selling  230114.22 ETC     0.00081 BTC   +63.6%  +45.5%
2017-06-12 22:18:00  0.00710010 ETC-BTC   -0.1%      948    --         0.79%  selling  230114.22 ETC     0.00081 BTC   +63.4%  +45.5%
2017-06-12 22:20:00  0.00710010 ETC-BTC   +0.0%      221    --         0.70%  selling  230114.22 ETC     0.00081 BTC   +63.4%  +45.5%
2017-06-12 22:22:00  0.00710010 ETC-BTC   +0.0%       23    --         0.62%  selling  230114.22 ETC     0.00081 BTC   +63.4%  +45.5%
2017-06-12 22:24:00  0.00712150 ETC-BTC   +0.3%       15     -         0.25%  selling  230114.22 ETC     0.00081 BTC   +63.9%  +45.5%
{ order_id: undefined,
  time: 1497306330000,
  execution_time: 587000,
  slippage: 0.00331092605598475,
  type: 'sell',
  size: '100000.0',
  fee: 0.717624,
  price: '0.00717624',
  order_type: 'maker' }
2017-06-12 22:26:00  0.00709450 ETC-BTC   -0.4%       40    --         0.56%     sold  130114.22 ETC   716.90718 BTC   +64.0%  +46.2%
2017-06-12 22:28:00  0.00709140 ETC-BTC    0.0%      222    --         0.55%    +1.2%  130114.22 ETC   716.90718 BTC   +64.0%  +46.2%
2017-06-12 22:30:00  0.00709000 ETC-BTC    0.0%      112    --         0.50%    +1.2%  130114.22 ETC   716.90718 BTC   +63.9%  +46.2%
2017-06-12 22:32:00  0.00711650 ETC-BTC   +0.4%       95     -        -0.51%   buying  130114.22 ETC   716.90718 BTC   +64.3%  +46.0%
2017-06-12 22:34:00  0.00708210 ETC-BTC   -0.5%       75    --        -0.03%   buying  130114.22 ETC   716.90718 BTC   +63.8%  +46.3%
{ order_id: undefined,
  time: 1497306924000,
  execution_time: 237000,
  slippage: 0.003300000000000065,
  type: 'buy',
  size: '99963.11451144',
  fee: 99.96311451144001,
  price: '0.00712343',
  order_type: 'maker' }
2017-06-12 22:36:00  0.00706230 ETC-BTC   -0.3%       55    --         0.57%  selling  229977.37 ETC     4.82694 BTC   +62.9%  +45.9%
2017-06-12 22:38:00  0.00709600 ETC-BTC   +0.5%       15     -         0.10%  selling  229977.37 ETC     4.82694 BTC   +63.7%  +45.9%
2017-06-12 22:40:00  0.00712950 ETC-BTC   +0.5%       58      +       -0.47%   buying  229977.37 ETC     4.82694 BTC   +64.4%  +45.9%
2017-06-12 22:42:00  0.00713010 ETC-BTC   +0.0%        0      +       -0.48%   buying  229977.37 ETC     4.82694 BTC   +64.5%  +45.9%
2017-06-12 22:44:00  0.00716000 ETC-BTC   +0.4%        5      ++      -0.84%   buying  229977.37 ETC     4.82694 BTC   +65.1%  +45.9%
2017-06-12 22:48:00  0.00715050 ETC-BTC   -0.1%      131      ++      -0.56%   buying  229977.37 ETC     4.82694 BTC   +64.9%  +45.9%
2017-06-12 22:50:00  0.00718220 ETC-BTC   +0.4%      145      ++      -0.77%   buying  229977.37 ETC     4.82694 BTC   +65.7%  +45.9%
2017-06-12 22:52:00  0.00718240 ETC-BTC   +0.0%       15      ++      -0.59%   buying  229977.37 ETC     4.82694 BTC   +65.7%  +45.9%
2017-06-12 22:54:00  0.00719770 ETC-BTC   +0.2%        5      ++      -0.63%   buying  229977.37 ETC     4.82694 BTC   +66.0%  +45.9%
2017-06-12 22:56:00  0.00713790 ETC-BTC   -0.8%       28      +        0.84%  selling  229977.37 ETC     4.82694 BTC   +64.6%  +45.9%
2017-06-12 22:58:00  0.00711020 ETC-BTC   -0.4%      197     -         1.23%  selling  229977.37 ETC     4.82694 BTC   +64.0%  +45.9%
2017-06-12 23:00:00  0.00709780 ETC-BTC   -0.2%        1    --         1.26%  selling  229977.37 ETC     4.82694 BTC   +63.7%  +45.9%
2017-06-12 23:02:00  0.00712220 ETC-BTC   +0.3%        4     -         0.71%  selling  229977.37 ETC     4.82694 BTC   +64.3%  +45.9%
{ order_id: undefined,
  time: 1497308546000,
  execution_time: 466000,
  slippage: 0.00331092605598475,
  type: 'sell',
  size: '100000.0',
  fee: 0.717624,
  price: '0.00717624',
  order_type: 'maker' }
2017-06-12 23:04:00  0.00708270 ETC-BTC   -0.6%      523    --         1.08%     sold  129977.37 ETC   721.73331 BTC   +64.2%  +46.7%
2017-06-12 23:06:00  0.00711620 ETC-BTC   +0.5%       67     -         0.36%    +0.8%  129977.37 ETC   721.73331 BTC   +64.7%  +46.4%
@DeviaVir
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Closing due to inactivity.

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