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

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?

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)

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? 

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 ?

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

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

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

[I might move this guide into the docs one day]

If you are experiencing issues importing data via the interface, you can do so via the commandline to get more debug information needed to troubleshoot your problem.

Step 1: create a config file

Copy gekko/sample-config.js into gekko/config.js

Step 2: configure your config

Open up the gekko/config.js file with a text editor (sublime is excellent, free and runs on all major OSes).

- Search for "config.watch" and replace exchange, currency and asset with the market you want to import from.
- [OPTIONAL] Search for "config.importer" and replace the from date with a more recent date (for example a month ago).

Step 3: run the import

- Open a terminal and navigate to the Gekko directory.
- Run the import by typing: node gekko -c config.js -i

Hi,

I've been comparing command line and UI bactest results and there are quite big diferences between them as you can see in the attached images.

cli backtests result claims a -1% while Ui result is a -12%. Can't see why since both performs the same strat/indicator/config files, market data and date range.

Anyone experienced this?

thanks¡

Attached Files

  psar cli.PNG (Size: 80.75 KB / Downloads: 22)
  psar ui.PNG (Size: 55.88 KB / Downloads: 19)