Aloha,

I think Gekko is pretty cool.  But it's missing something very important.

Access to trades.

Gekko gets data from the live market and builds candlesticks which it passes to your strategy.  Your strategy, as far as I can tell, has no access to current trades and prices.  Only when a candlestick is completed does price information get passed on.  Once for each candle.

Most strategies use various sorts of indicator crossings to make buy and sell decisions.  Candlesticks don't let you see exactly when a line crossing occurs.  They're always late.  That's why real-time charts have a moving marker for the current trade at the right edge.  So you know when to get in and out of trades.

Gekko doesn't have this very important information.

With 15-minute candles your entries and exits can be as much as 15 minutes off!  Even 1-minute candles are at a substantial disadvantage.

As others have noted, stop losses can hardly work under this system.  You are most likely to get really long candles when a trade is going against you.  So waiting for a candle to complete before testing for a stop is likely to be very costly.  This is why Gekko strategies with long time-frame candles get some pretty terrible losing trades.

You simply can't make decent entries and exits without watching every trade.

I've written trading bots and charting systems.  They both have always had full access to the trade stream.  Candles are nice to display, but I don't think I've ever used them for anything else.  You build them in the chart, not before.  They're just for looking at.

Gekko is at a substantial and costly disadvantage without access to the trade stream.


Richard

Hi all,

It seems trade class no longer logs a successful sell which means my Gryphons output document no longer works, has anyone else had this issue? or is there currently a fix for this? I get the advice email but CLI doesn't report a sell even when its happened.

Thanks

Kris

Hello,

Gekko "Strategies can only trigger a LONG or SHORT which signals to go "all in"". I understand what this means, but I am looking to see if anyone found a way around it.

The strategy I plan to create requires that I buy using only a portion of my portfolio.

Is this possible?
Any help would be greatly appreciated.

Thanks,
Jeff

Hi
How to run MK_RSI_BULL_BEAR strategy in CLI mode

https://github.com/xFFFFF/Gekko-Strategies

# SMA Trends
# MK 200 worked better - all other changes were worse
# SMA_long = 1000
SMA_long = 200
SMA_short = 50

# BULL
BULL_RSI = 10
BULL_FAST_RSI = 5
BULL_SLOW_RSI = 14
BULL_RSI_HIGH=80
BULL_RSI_LOW=60

# BEAR
BEAR_RSI = 15
BEAR_FAST_RSI = 5
BEAR_SLOW_RSI = 14
BEAR_RSI_HIGH=50
BEAR_RSI_LOW=20

# BULL/BEAR is defined by the longer SMA trends
# if SHORT over LONG = BULL
# if SHORT under LONG = BEAR
-----------------------------------------------

how can we adapt such strategies (ui) to fashion (cli) fashion
written source please
thank you

Hi,

I already implemented Heiken Ashi candles in my strategy, but now I want to have a stochastics indicator running on those heiken ashi candles. How can I do that? The input candle/price is hard coded inside the indicators. I can't send my own (Heiken Ashi) HOCL data to the indicator do I?

The importer is such a major suck in its current state to be frank.
It's so bad that i've considered many times to simply rewrite it.

This should be done
1. Split the sets into actual files, this since SQLite db's can be finicky and prone to corruption. A single exchange/set corrupting is a zero-problem. An entire db with 10+ sets corruption less so. This would also make it around 5 billion times % easier to share sets, manage them, convert to other DB's ... etc etc ... etc.

2. Use free filesharing sites such as transfer.sh to act as a proxy so that not every single user has to spam the exchanges for the same data over and over again.

-

Flow
This is a flow that could work:
a) download gekko_history.txt (basically an index file) that contains e.g. this CSV data:

I pulled the new update through yesterday which included the trade class update and now my Gdax bot crashes with the following error...

/root/gekko/plugins/trader/trade.js:312
      return minimum = this.minimalOrder.amount;
                     ^

ReferenceError: minimum is not defined
    at Trade.getMinimum (/root/gekko/plugins/trader/trade.js:312:22)
    at Trade.sell (/root/gekko/plugins/trader/trade.js:185:22)
    at act (/root/gekko/plugins/trader/trade.js:89:18)
    at /root/gekko/node_modules/async/dist/async.js:3853:9
    at /root/gekko/node_modules/async/dist/async.js:484:16
    at replenish (/root/gekko/node_modules/async/dist/async.js:1025:25)
    at iterateeCallback (/root/gekko/node_modules/async/dist/async.js:1015:17)
    at /root/gekko/node_modules/async/dist/async.js:988:16
    at /root/gekko/node_modules/async/dist/async.js:3850:13
    at apply (/root/gekko/node_modules/async/dist/async.js:41:25)
    at /root/gekko/node_modules/async/dist/async.js:76:12
    at set (/root/gekko/plugins/trader/portfolio.js:89:9)
    at Trader.getFee (/root/gekko/exchanges/gdax.js:140:3)
    at Trader.bound [as getFee] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Portfolio.setFee (/root/gekko/plugins/trader/portfolio.js:91:19)
    at /root/gekko/node_modules/async/dist/async.js:3845:9
    at replenish (/root/gekko/node_modules/async/dist/async.js:1030:17)
    at iterateeCallback (/root/gekko/node_modules/async/dist/async.js:1015:17)
    at /root/gekko/node_modules/async/dist/async.js:988:16
    at /root/gekko/node_modules/async/dist/async.js:3850:13
    at apply (/root/gekko/node_modules/async/dist/async.js:41:25)
    at /root/gekko/node_modules/async/dist/async.js:76:12
    at set (/root/gekko/plugins/trader/portfolio.js:74:9)
    at Trader.result (/root/gekko/exchanges/gdax.js:115:5)
    at bound (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at /root/gekko/core/util.js:28:7
    at /root/gekko/exchanges/gdax.js:101:12
    at Request._callback (/root/gekko/node_modules/gdax/lib/clients/public.js:45:7)


Help please

Newbie question...

After running GekoWarez's GA to back test and get a good configuration for a nice profit, can someone recommend an acceptable Sharpe Ratio for using the config for live testing?

I know the closer to 0 or higher the ratio, the less risk, but I'm just curios if anyone is actually seeing any success in live trading after seeing a strat back test as well as some of the stuff I'm seeing, like 400% profit in a three month span.    I don't expect those kinds of results in live trading, but if the Sharpe Ratio is say -0.2 is that too much risk when the test results are so great?

I have three live trade bots running against different exchange accounts right  now, but only for a few days which is not long enough to see anything positive.

Wondering if the risk factor is too high...

Thanks

study("MACD DEMA",shorttitle='MACD DEMA')
//by ToFFF
sma = input(12,title='DEMA Courte')
lma = input(26,title='DEMA Longue')
tsp = input(9,title='Signal')
dolignes = input(true,title="Lignes")

MMEslowa = ema(close,lma)
MMEslowb = ema(MMEslowa,lma)
DEMAslow = ((2 * MMEslowa) - MMEslowb )

MMEfasta = ema(close,sma)
MMEfastb = ema(MMEfasta,sma)
DEMAfast = ((2 * MMEfasta) - MMEfastb)

LigneMACDZeroLag = (DEMAfast - DEMAslow)

MMEsignala = ema(LigneMACDZeroLag, tsp)
MMEsignalb = ema(MMEsignala, tsp)
Lignesignal = ((2 * MMEsignala) - MMEsignalb )

MACDZeroLag = (LigneMACDZeroLag - Lignesignal)

swap1 = MACDZeroLag>0?green:red

plot(MACDZeroLag,color=swap1,style=columns,title='Histo',histbase=0)
p1 = plot(dolignes?LigneMACDZeroLag:na,color=blue,title='LigneMACD')
p2 = plot(dolignes?Lignesignal:na,color=red,title='Signal')
fill(p1, p2, color=blue)
hline(0)

It often happens that Gekko has a crash when he gets advice sell / buy. Is there a way for Gekko to return to advice from the previous process after reboot? So if before the crash he had an advice to sell, he gets a new sell advice after restarting.