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cubit

Latest Threads
RSI = 0 first view candle...
Forum: Technical Discussion
Last Post: cubit
10 minutes ago
» Replies: 1
» Views: 6
multitrader-help needed
Forum: Automated Trading
Last Post: cubit
14 minutes ago
» Replies: 3
» Views: 384
Something is not right in...
Forum: Technical Discussion
Last Post: PrimalFury
7 hours ago
» Replies: 0
» Views: 11
Paper Trading WarmUp peri...
Forum: Strategy Development
Last Post: CryptoCoeus
9 hours ago
» Replies: 4
» Views: 89
Help with creating a stra...
Forum: Strategy Development
Last Post: PrimalFury
Yesterday, 03:35 PM
» Replies: 0
» Views: 37
BacktestTool - batch back...
Forum: Third Party Software
Last Post: CryptoCoeus
Yesterday, 02:08 PM
» Replies: 101
» Views: 15,885
Looking for simple buy/se...
Forum: Strategy Development
Last Post: CryptoCoeus
Yesterday, 09:25 AM
» Replies: 10
» Views: 723
Doesn't work standart str...
Forum: Technical Support
Last Post: askmike
Yesterday, 07:47 AM
» Replies: 3
» Views: 46
An official Gekko service...
Forum: Announcements
Last Post: CryptoCoeus
09-21-2018, 07:34 PM
» Replies: 24
» Views: 8,318
TA-lib indicators & Tulip...
Forum: Technical Support
Last Post: Ytigiev
09-21-2018, 09:30 AM
» Replies: 0
» Views: 26

 
  RSI = 0 first view candles
Posted by: PrimalFury - 3 hours ago - Forum: Technical Discussion - Replies (1)

I have a simple rsi script which buys at rsi below 30 en buy at rsi above 70


Every candle which it checks it also prints out the RSI value

See the attachment. why are the first rsi value 0 ?

Code:
// Let's create our own strategy
var strat = {};

var RSIinterval = 14;
var RSIlow = 30;
var RSIhigh = 70;


strat.init = function() {

this.addIndicator('rsi', 'RSI', { interval: RSIinterval });    

}

// What happens on every new candle?
strat.update = function(candle) {
 // your code!
}

// For debugging purposes.
strat.log = function() {
 // your code!
}

// Based on the newly calculated
// information, check if we should
// update or not.
strat.check = function(candle) {

var RSI = this.indicators.rsi.result;
var RSIsaysSELL = RSI > RSIhigh;
var RSIsaysBUY = RSI < RSIlow;  
   console.log(RSI)    
   
   
   if (RSIsaysBUY)
   {
       this.advice('long')
   }    
   

if (RSIsaysSELL)
   {
     
    this.advice('short')
   
   }    
}

strat.end = function() {
 // your code!
}

module.exports = strat;



Attached Files
.png   Knipsel.PNG (Size: 56.62 KB / Downloads: 2)

  Something is not right in the dates
Posted by: PrimalFury - 7 hours ago - Forum: Technical Discussion - No Replies

Hi I have some backtesting on BTCUSDT.

The paper trader said it bought something:

2018-09-23 13:57:05 (INFO):     2018-09-08 01:00:00: Paper trader simulated a BUY       0.00000000 USDT => 1.01957343 BTC
2018-09-23 13:57:05 (INFO):     2018-09-08 05:00:00: Paper trader simulated a SELL      6560.45923407 USDT <= 0.00000000 BTC
2018-09-23 13:57:05 (INFO):     2018-09-08 15:00:00: Paper trader simulated a BUY       0.00000000 USDT => 1.02236641 BTC
2018-09-23 13:57:05 (INFO):     2018-09-09 12:00:00: Paper trader simulated a SELL      6515.68010630 USDT <= 0.00000000 BTC


If i look back on the charts, BTC never was in the 6500 range that day (8th)

So the backtest results are totally useless now.

Anyone knows what im doing wrong ?


  Help with creating a strategy
Posted by: PrimalFury - Yesterday, 03:35 PM - Forum: Strategy Development - No Replies

Hi guys, I have a nice working strategy which i want to share and be able to backtest in gekko, but it dont know how to create it. i will explain it here and Ill hope some one can create the strategy and use it for himself as well! All based on the 5 minute candles.

Buy when:
- Bollinger Bands: the open or close of the last complete candle must be below the lower  Bollinger Band. 
- Bollinger Bands: the higher Bollinger Band must be 1,75% higher than the lower Bollinger Band, so a spread of 1.75% between the lower and upper band
- Stochastic Oscillator: The %K and %D must be BOTH below 20% or lower
- RSI: Must be below 25
- Volume: In the last 14 candles there may be a max of 4 candles with zero volume. 
- Volume: For BTC 750btc

Sell when:
Price increased 0.60 Percent from buy price.


Optional:
Rebuying with double amount of first buy-in when price drops 1.75% below first buy-in
Rebuying with double amount of second buy-in when price drops 1.75% below second buy-in
Adding a trailing profit
Adding a stoploss


  TA-lib indicators & Tulip indicators
Posted by: Ytigiev - 09-21-2018, 09:30 AM - Forum: Technical Support - No Replies

Hello, 

In the folder strategies/indicators  I see the following files: 
CCI.js
EMA.js
MACD.js
RSI.js
SMMS.js
LRC.js
PPO.js
SMA.js
TSI.js

Will "Talib & Tulip" installation add additional files in the folder strategies/indicators? If yes which files?


  Doesn't work standart strategies.
Posted by: Ytigiev - 09-21-2018, 06:39 AM - Forum: Technical Support - Replies (3)

Hello, 

I have an issue with using strategies. Some strategies work properly, some doesn't work. 
I think the root of the cause is incompatibility some of the version modules> I installed many times gekko with the various configuration on ubuntu and sometimes strategies had worked and sometimes didn't.

For example doesn't work tulip_adx.  tulip_macd 

Who can write the exact version of ubuntu, gekko, nodejs, npm, tulip, talib, etc modules/soft which are with default strategies of the gekko?

ytigiev@ytigiev-VirtualBox:~/gekko$ node gekko --ui

    ______   ________  __    __  __    __   ______
   /      \ /        |/  |  /  |/  |  /  | /      \
  /$$$$$$  |$$$$$$$$/ $$ | /$$/ $$ | /$$/ /$$$$$$  |
  $$ | _$$/ $$ |__    $$ |/$$/  $$ |/$$/  $$ |  $$ |
  $$ |/    |$$    |   $$  $$<   $$  $$<   $$ |  $$ |
  $$ |$$$$ |$$$$$/    $$$$$  \  $$$$$  \  $$ |  $$ |
  $$ \__$$ |$$ |_____ $$ |$$  \ $$ |$$  \ $$ \__$$ |
  $$    $$/ $$       |$$ | $$  |$$ | $$  |$$    $$/ 
   $$$$$$/  $$$$$$$$/ $$/   $$/ $$/   $$/  $$$$$$/

Gekko v0.6.6
I'm gonna make you rich, Bud Fox. 


Serving Gekko UI on http://localhost:3000/

  <-- GET /api/imports
  --> GET /api/imports 200 2ms 2b
  <-- GET /api/gekkos
  --> GET /api/gekkos 200 1ms 24b
  <-- GET /api/apiKeys
  --> GET /api/apiKeys 200 1ms 2b
  <-- GET /api/exchanges
  --> GET /api/exchanges 200 376ms 87.76kb
  <-- GET /api/configPart/performanceAnalyzer
  --> GET /api/configPart/performanceAnalyzer 200 1ms 144b
  <-- GET /api/strategies
  <-- GET /api/configPart/paperTrader
  --> GET /api/configPart/paperTrader 200 1ms 132b
  --> GET /api/strategies 200 16ms 15.34kb
  <-- POST /api/scansets
  --> POST /api/scansets 200 316ms 129b
  <-- POST /api/backtest
  --> POST /api/backtest 200 2,250ms 33.71kb
  <-- POST /api/backtest
  xxx POST /api/backtest 500 302ms -

  Error: non-error thrown: 
  This Gekko instance encountered an error and can't continue
      at Object.onerror (/home/ytigiev/gekko/node_modules/koa/lib/context.js:105:40)
      at <anonymous>
      at process._tickCallback (internal/process/next_tick.js:189:7)

  <-- POST /api/backtest
  xxx POST /api/backtest 500 316ms -

  Error: non-error thrown: 
  This Gekko instance encountered an error and can't continue
      at Object.onerror (/home/ytigiev/gekko/node_modules/koa/lib/context.js:105:40)
      at <anonymous>
      at process._tickCallback (internal/process/next_tick.js:189:7)


  Backtest & CandleSize:WarmupPeriod format
Posted by: Ytigiev - 09-20-2018, 04:21 PM - Forum: Third Party Software - No Replies

Hello, 

I have a few questions regarding parameters CandleSize and warmup 

1)  Is it CandleSize defined in minutes?
2) How to calculate WarmupPeriod?   WarmupPeriod = CandleSize*NumbersOfCandels was using for calculating each of iteration? Measurement is minutes? 

Code:
# BUG - USE ONE CANDLE VALUE TEMPORARY! Put your candle values between brackets in line below. Use CandleSize:WarmupPeriod format. Seperate pair using space or newline.
@warmup = qw(
10:73
);


  Slippage doesn't work in backtest
Posted by: Greg L. - 09-20-2018, 06:36 AM - Forum: Technical Support - No Replies

Hello,

I've performed some backtests with the NNv2 strategy before going live. My live results weren't good live so I tried to simulate the live results in backtest using the slippage parameter, but I've just figured out it doesn't work : I can put any value, it doesn't change anything to the results.

Is there any bug or is there any misunderstanding about how the slippage parameter work ?


  First Start Error module.js:550
Posted by: Bransonb3 - 09-18-2018, 03:41 PM - Forum: Technical Support - Replies (7)

I got this error after following the installation steps. I am running this on CentOS 7 and NodeJS v8.12.0. I have tried to completely delete gekko and try again and I got the same error.
Just tried to install on Windows Server 2016 with NodeJS v8.12.0 and I got the same error.


module.js:550
    throw err;
    ^

Error: Cannot find module '/root/gekko/exchange/gekko'
    at Function.Module._resolveFilename (module.js:548:15)
    at Function.Module._load (module.js:475:25)
    at Function.Module.runMain (module.js:694:10)
    at startup (bootstrap_node.js:204:16)
    at bootstrap_node.js:625:3


  Paper Trading WarmUp period data
Posted by: CryptoCoeus - 09-18-2018, 08:05 AM - Forum: Strategy Development - Replies (4)

Guys, why papertrader does not download 'required warm up data' from the exchange and calculate parameters  on them. Is this possible ? Who can enlighten me Big Grin


  Gekko not installing correct
Posted by: Jollybv - 09-18-2018, 05:53 AM - Forum: Technical Discussion - Replies (1)

Hi There

I have been trying to install gekko but with no luck i get the following 

added 244 packages from 907 contributors and audited 520 packages in 18.398s
found 1 low severity vulnerability
  run `npm audit fix` to fix them, or `npm audit` for details

PS C:\Users\Brian\Downloads\gekko-develop\gekko-develop> npm audit fix
up to date in 1.531s
fixed 0 of 1 vulnerability in 520 scanned packages
  1 package update for 1 vuln involved breaking changes
  (use `npm audit fix --force` to install breaking changes; or refer to `npm audit` for steps to fix these manually)
PS C:\Users\Brian\Downloads\gekko-develop\gekko-develop> npm audit fix --force
npm WARN using --force I sure hope you know what you are doing.
+ lodash@4.17.11
updated 1 package in 2.395s
fixed 1 of 1 vulnerability in 520 scanned packages
  1 package update for 1 vuln involved breaking changes
  (installed due to `--force` option)
PS C:\Users\Brian\Downloads\gekko-develop\gekko-develop> node gekko --ui

    ______   ________  __    __  __    __   ______
   /      \ /        |/  |  /  |/  |  /  | /      \
  /$$$$$$  |$$$$$$$$/ $$ | /$$/ $$ | /$$/ /$$$$$$  |
  $$ | _$$/ $$ |__    $$ |/$$/  $$ |/$$/  $$ |  $$ |
  $$ |/    |$$    |   $$  $$<   $$  $$<   $$ |  $$ |
  $$ |$$$$ |$$$$$/    $$$$$  \  $$$$$  \  $$ |  $$ |
  $$ \__$$ |$$ |_____ $$ |$$  \ $$ |$$  \ $$ \__$$ |
  $$    $$/ $$       |$$ | $$  |$$ | $$  |$$    $$/
   $$$$$$/  $$$$$$$$/ $$/   $$/ $$/   $$/  $$$$$$/

        Gekko v0.6.6
        I'm gonna make you rich, Bud Fox.


Serving Gekko UI on http://localhost:3000/

  <-- GET /api/imports
  --> GET /api/imports 200 0ms 2b
  <-- GET /api/gekkos
  --> GET /api/gekkos 200 0ms 24b
  <-- GET /api/apiKeys
  --> GET /api/apiKeys 200 0ms 2b
  <-- GET /api/exchanges
  xxx GET /api/exchanges 500 0ms -

  TypeError: _.last(...).join is not a function
      at exchangesDir.filter.f (C:\Users\Brian\Downloads\gekko-develop\gekko-develop\web\routes\exchanges.js:17:31)
      at Array.filter (<anonymous>)
      at Object.module.exports (C:\Users\Brian\Downloads\gekko-develop\gekko-develop\web\routes\exchanges.js:17:6)
      at module.exports.next (<anonymous>)
      at Object.dispatch (C:\Users\Brian\Downloads\gekko-develop\gekko-develop\node_modules\koa-router\lib\router.js:334:5)
      at dispatch.next (<anonymous>)
      at onFulfilled (C:\Users\Brian\Downloads\gekko-develop\gekko-develop\node_modules\co\index.js:65:19)
      at <anonymous>

when i run node gekko --ui it goes to the web page but if i go to local data and go to imports there is no currency, no exchanges, and no assets.


Is there a way to resolve this issue