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
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?
<-- 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)
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
);
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
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
<-- 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.
