One-for-all strategy

Just because a strategy works good on a specific exchange, specific market (spot or futures), specific stake currency and specific config (especially pairlist), doesn’t mean it will automatically perform similarly on another exchange and/or another market with the same pairs. A pair’s price movement in one exchange would be different than another exchange.

Let’s take DASHUSDT spot pair for example. The price data on 15m timeframe on various exchanges are

time	open	close	high	low	% close change	rsi_14
20231103 02:00	28.11	28.18	28.21	28.02	0.18%	38.96
20231103 02:15	28.19	28.23	28.24	28.14	0.18%	45.77
20231103 02:30	28.23	28.2	28.25	28.12	-0.11%	43.67

time	open	close	high	low	% close change	rsi_14
20231103 02:00	28.16	28.18	28.19	28.12	0.14%	38.28
20231103 02:15	28.19	28.21	28.21	28.19	0.11%	40
20231103 02:30	28.17	28.19	28.19	28.17	0.07%	39.22

time	open	close	high	low	% close change	rsi_14
20231103 02:00	28.08	28.17	28.20	27.96	0.07%	38.04
20231103 02:15	28.19	28.20	28.24	28.16	0.11%	39.86
20231103 02:30	28.23	28.19	28.23	28.12	-0.04%	39.44

There are several differences between them

• Candle at 02:30 was red on Binance and OKX, but green on Kucoin
• The rsi_14 on Binance went above 40 twice, while it was never go above 40 on Kucoin, and it never reached 40 or above on OKX

Your next question would be, does it matter? It depends. Let’s imagine a very simple strategy that has an entry logic that says “enter after 3 green candles”, then the bot would enter at Kucoin, but it won’t enter on Binance and OKX. Or if you have an exit logic that says “exit on red candle”, the bot on Binance and OKW will exit when candle 02:30 closed, while the bot on Kucoin will keep the trade open.

Hence it’s very important to re-test a strategy if you are gonna use it on different exchanges/pairlist config/stake currency.