I have been creating videos on the Gekko Trading Bot since the beginning of this year. I covered everything from installing it on Windows, Mac, Linux, Docker, and backtesting, running various plugins like Telegram and Twitter. I'm sure some of you have watched some of my videos. I figured I probably should have a playlist of all the videos here so you can reference them at your leisure. 

https://www.youtube.com/playlist?list=PL...lPyy9Qa3aY

In addition, I get asked what Gekko topics I should cover next. I don't always respond to PMs (sorry, my inbox is inundated) so it might be better to leave a comment here and I will let you know if that is something that I will cover in a future video.

This is more a share of the method I'm using for candle batching than of the strategy, but as Tommies RSI strat is rather excellent and so widely known it seemed a good demonstrator.

This strategy runs on 1 minute candles and batches them in the update function. 
The less obvious bit is that instead of keeping one copy of each indicator, it keeps an array of each indicator as long as the candle size for that indicator. Each new minute candle, the next indicator in the array is updated and read. 
The upshot of this is that each minute there is an up to date result of the longer term indicator, allowing far more accurate entry and exit points checked every minute, instead of every 5, 10, 30, 60 etc minutes. This also makes a strategy less sensitive to start time - although it still makes more of a difference than I'd expect!

The timeframe for each indicator is also independent so different candle sizes can be used for bear and bull market indicators - however the indicator candle size and indicator period do become a little interchangeable as they're both changing the amount of time that the indicator is watching the market over.

Other benefits of running at 1 minute is that any stop losses or take profits that you might add can be checked that much more frequently, so are that much more useful at catching quick market movements.

Downsides:
> As with any strategy running on very short timeframes trying to tune it with GA style optimisers can results in huge profits with hundreds of trades per day that will perform absolutely miserably if ran live as the orders simply can't be filled. Tuning requires a little more understanding of what the strategy is doing and inputting sensible parameters.
> Gekko currently has a limitation on the number of candles it can pre-seed a strategy with of around 4000. When running at 1 minute, this is 2.7 days of history so you need to shrink those long SMAs


So - here's a quick example backtest from 6 months history on an alt, with Tommie's original strategy first, candlebatched second. Both have exactly the same parameters, as in the TOML file below.

Original:


Candlebatched:

Paper trading settings are at their defaults. These two are purely intended as a relative comparison. I obviously can't promise any results but hope it shows that there is potential!


I'm sharing this under the same CC-BY-SA 4.0 license that Tommie shared his under - I learnt a lot from that bit of code, so hopefully giving a little back.
Run the strategy in 1 minute candles in gekko and specify the candle sizes you want each indicator to run at with the timeframe parameter in the TOML.

TOML: Github

This is a technical guide that explains how to migrate legacy exchange wrapper files to new Gekko Broker wrapper files used by Gekko +0.6. This is meant for technical contributors to Gekko who want to update an old exchange integration into Gekko. This isn't an exact guide but it roughly covers the things you need to fix.

All exchange wrappers can be found here: https://github.com/askmike/gekko/tree/de...e/wrappers

- All files ending with .js.old are old wrappers not updated yet.
- All files ending with .js are new wrappers not are working with Gekko 0.6 or higher.

If you want to update an outdated wrapper you need to do a few things:

- Remove all requires to any files outside the `gekko/exchange` directory, such as log and util (the wrappers are now part of a standalone library called Gekko Broker).
- Some function signatures have changed, such as:
  - checkOrder: the callback needs to be passed on object describing partial fills & order rejection
  - cancelOrder: the callback needs to be passed err as well as a "filled" boolean and optionally more data regarding partial fills.
- Error handling works different now, you need to create a function that will handle correct (non error result) and you will need to create a global function that will process the exchange SDK output and normalize error types for the new retry system.

You can look at existing updated implementations for example, and be sure to check out the wrapper reference here: https://gekko.wizb.it/docs/extending/add...hange.html

Hi

I'm trying to install Gekko on Windows 10.

I'm getting 

gyp ERR! configure error
gyp ERR! stack Error: Can't find Python executable "C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64", you can set the PYTHON env variable.

I have PATH,  PYTHON and PYTHONENV:
PATH=...;C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64
PYTHON=C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64
PYTHONENV=C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64

Please see the complete log attached

Hi all,

Can someone help me please. I want to pull the low and high of the last candle into my strat and log in console, for some reason i cannot figure out how to get the data pulled through, can anyone help me out please.

Thanks

Hi all,

I want to use gekko as a signal bot for my BBrsi strat, i thought i had got it, but i got a long advice and the price never touched the the lower band. Has anyone got experience in getting the BB system to work? Do i need to get Gekko to signal when the price is greater than or less than the lower band?

thanks

This is my code:

Hi all,

I'm using a PI3 to run Gekko bots and i want to sync the start time to the chart time on Tradingview, can someone help me? i want to schedule the bots to execute at midnight in CLI.

Can anyone help me with this?

Thanks

Hey Guys,

I wrote a small tool to automatically generate the configs for gekko's backtest.

I describe it in detail in my repo: https://github.com/danisenpai/gekko-config-generator

Hello!

I just started using gekko and deployed my first live trading bot yesterday. At the same time i started a live paper trader with the same strategy.

When i checked the results today i saw that the paper trader had made twice the amount of trades and the profits are insane.
I'm running the exact same strategy so why am i getting such a big difference?  I use the bot on Binance, and set the paper traders trading fee to 0.1,  is that the right value? Binance fee is 0.1%?  Also paying fees with BNB giving a discount of 25%.

The trades being done by the two are similar when it comes to profit target and duration, but i do see that the trading bot is closing more orders at the same price it bought compared to the paper trader.


exchange  currency  asset         status duration                          strategy      PnL      type trades
binance      BTC VET                  running 19 hours, 57 minutes     -----          -0.044      tradebot 82
binance      BTC VET                  running 19 hours, 52 minutes     -----           45.374    papertrader 206



Hope someone can help me with this, i have no idea what causes the difference.

Thanks! 

can someone pubblish some real profit and strat used?
i've read only about backtest and papertrading...would be interesting speaking about real results... 
thanks to everyone want to share!