Backtesting 3Commas DCA with RSI Entries and Scaled Averaging Orders

Summary

This script sets up a backtest framework for a dollar-cost-averaging strategy modeled on 3Commas. It lets the user select either a long or a short test, choose a date range, and set a base order alongside averaging orders. The visible settings include an RSI-based initial deal trigger, a price deviation for the first averaging order, multipliers for order size and spacing, a percentage take-profit target, and an optional stop loss. The strategy configuration also specifies pyramiding, commission, slippage, and order processing behavior.

The supplied excerpt ends partway through the stop-loss section, before the complete entry, averaging, and exit logic is visible. Although the title frames this as backtesting and the script includes execution-cost assumptions, no backtest results or evidence of profitability are included. DCA can increase exposure as price moves against an initial position, so the visible parameters alone do not establish the strategy's loss limits or behavior in severe adverse moves.

Key ideas

• The script models a 3Commas-style strategy with a base order and additional averaging orders.
• An RSI threshold is provided as a condition for starting a deal.
• Averaging order size and price spacing can be controlled with separate multipliers.
• The backtest setup includes commission, slippage, pyramiding, and date-range controls.
• The excerpt omits the full strategy logic and contains no performance results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.