I've downloaded two datasets for Binance, BTC:ALL and ETH:ALL. They both have the same name, but it seems that gekko only recognised the one named exactly "binance_0.1.db".
Is there something specific I need to do to allow the use of both datasets at the same time?
I wonder about these things. Maybe it is technically not feasable at this point .. I don't know.
1. History strorage convention
Right now I have separate *db-files (i.e. poloniex_0.1.db). The importer and the mimic to join segments is working for me, but sometimes very slow and unstable. I saw a thread offering history data, that will speed things up and not everyone would need to do the same time consuming thing.
Wouldn't it be nice, if the naming convention would identify a db file by trading plattform (exchange), currency and asset? poloniex_USDT-BTC.db for example. This is only a question up to discussion.
2. Something like "Hot-Start"
History data is mandatory for technical indicators, no way around this.
But, is it already possible, to start (Paper- or Live-Trading) with any given size of history, which is not aggregated continuesly from reading new coming data, but by retrieving all the needed history size from the past before the start of the strategy? So basically an importing - process.
When all missing candles were collected/imported to join a complete history of the demanded size to the actual point in time, the strategy would then be allowed to make trades.
after searching the forum I have a few short questions - sorry, if it's a duplicate...
Is there a (simple) way to get the following values:
- Open Price (when opening the position) (could be stored in a global variable as well)
- Current bid/ask price
- Current fee (configured in the papertrader options)
It would help to exactly calculate the (potential) profit before opening the reverse order (-> roundtrip).
My current copy of gekko has suddenly became rather crashy. It will make one trade, fail to make the next one, then crash on the third one. In trying to fix it, I'm having to run live strategies and wait for trades to repeat the errors.
Is there any way of running this code without actually making live trades? Some form of test API for an exchange?
I am so amazed by Gekko and everything it can do, and (like many of you, I'm sure) I've also been frustrated sometimes trying to get it to behave as I want it to when actually running in the real world. I just wanted to query the community to see if anyone has insights/ideas on how to use Gekko once you've done all your backtesting and paper trading and want to run it live.
One big thing: I run Gekko on a raspberry pi, and I use pm2 to keep it running all the time (restarting automatically after program crashing, power outage, etc).
which is great, as far as it goes. But if I'm running a live strategy, that strategy does not restart automatically... and that's kind of 95% of the point for me of keeping Gekko running, so I'm not sure what to do there.
Another big thing I've noticed, this related to strategy design: in smaller markets (where, it seems, it's generally easier to find opportunities for big gains), the default value for slippage is way too low. I generally adjust it to 0.3 for the markets I'm interested in, but that's more of just a feel-it-out number based on looking at the general size of spreads in the order book and guessing. I've searched and have not found a scientific method for calculating slippage. What do you guys do?
Related to that, in backtesting it's not too hard to use 1 minute candles and come up with a high-frequency strategy with insane percentages, but try to execute that irl and you will get badly burnt. Most of my strategies use 15 minute candles, and when I look at each roundtrip I try to see if the trades could start and end 15 minutes later without losing anything in the wash. Generally that seems to be a good sign that the strat could be executed for real, as when you place a limit order on the books in a small market it often takes that long to be filled. I'd be curious again if anyone has similar/different ideas on how to tell if a strategy could actually work.
I recently found @SirTificate 's neuralnet strategy and I'm obsessed with it now. If you want to see something crazy, run it on ETH-ARK for the last seven months with 15 minute candles, default values except change learning rate to 0.1. Has anyone used this live? I'd love to know how it worked out.
And in general, if you use Gekko live with real money and have any tips, please share! Thanks all!
Hi could someone advise whats the best version of gekko to install,Stable version or Develop version,Im using windows 7 and want to Live trade and use back test tool,Thanks in advance
