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  Capture_4.JPG (Size: 170.12 KB / Downloads: 22) Hello,
I'm a complete newbi to automating trading and I'm not able to install Gekko.
When installed I have only one exchange, can't import data, etc.
Here are the errors I have while installing Gekko


Cheers

Just wondering if bitpanda exchange is suported, as I like their mobile App

Dies ist Gekko mit dem folgenden Fehler abgestürzt: {"name": "ExchangeError", "message": {}}

kann mir da wer helfen?

can somebody help me?
THX

Hello,

I am running Gekko v0.6.8 and Gekko UI v0.2.3 and use Nginx as a reverse proxy.
I am encountering an issue when backtesting on bigger time ranges.
I did a backtest on a 11 month date range for USD <-> XRP on binance.
When I choose a range smaller than 1 month, the backtest works just fine.
If I choose a bigger range, the client gets an 502 Bad Gateway from my nginx.

The nginx error log says:
2019/12/09 08:26:40 [error] 3116#3116: *325 connect() failed (111: Connection refused) while connecting to upstream, client: 46.189.28.77, server: _, request: "GET /app.5e99ecf7.js.map HTTP/1.1", upstream: "http://[::1]:3001/app.5e99ecf7.js.map", host: "censored.com"

2019/12/09 08:26:44 [error] 3116#3116: *236 upstream prematurely closed connection while reading response header from upstream, client: 46.189.28.77, server: _, request: "POST /api/backtest HTTP/1.1", upstream: "http://127.0.0.1:3001/api/backtest", host: "censored.com", referrer: "http://censored.com/"


Using the RSI_BB_ADX_PEAK strategy with following params:
# SMA Trends
SMA_long = 220
SMA_short = 21

# BULL
BULL_RSI = 29
BULL_RSI_high = 76
BULL_RSI_low = 31

# BEAR
BEAR_RSI = 27
BEAR_RSI_high = 55
BEAR_RSI_low = 24

# MODIFY RSI (depending on ADX)
BULL_MOD_high = 7
BULL_MOD_low = -10
BEAR_MOD_high = 21
BEAR_MOD_low = -7

# ADX
ADX = 17
ADX_high = 75
ADX_low = 26

# Stop Loss
Stop_Loss_Percent = 15


With candle size of 5 minutes and a warmup of 220.

Is there anybody having the same issues and / or knowing a solution for it?

Thank you in advance

Is anyone having any sucess with GDAX at all? I understand the importing of data is slow, i have read somewhere that there is a time limit built into the Coinbase API that restricts how often the bot can request data. I cant help but notice that there are only 3 posts in the GDAX section though. Surely there has to be more users. Coinbase is the only US friendly exchange  that supoorts small trades, right?

While trying to compile gekko bot under manjaro linux I the error I get please any suggestion?

Attached Files

  WhatsApp Image 2019-11-22 at 12.16.18 (1).jpeg (Size: 258.25 KB / Downloads: 22)

While trying to compile gekko bot under manjaro linux I the error I get please any suggestion?

Attached Files

  WhatsApp Image 2019-11-22 at 12.16.18 (1).jpeg (Size: 258.25 KB / Downloads: 16)

Hi, as far as i can see there is no possibility in the current version to show a OHLC graph when backtesting.
This would really be useful when developing strategies.

Where do i need to look when i want to add a OHLC graph in the code.

As far as i can tell the charts are being made in :

gekko/web/vue/src/d3/chart3.js

so i would need to create a similar setup which renders a OHLC chart.
But from where does the chart3.js function get the data needed to chart?

Hi all

possibly a newbie question but I can't see how to do it (or if it's simply not needed)..I updated the currencies in Gekko (latest) with the script for my exchange, they got updated (Binance by the way) but I can't find a way to select BTC as currency and USDT as asset.

I basically want to accumulate USDT using BTC.

How to do that? I have BTC already on the exchange, so I'd like first trade to be a sell and for Gekko to maximise and calculate my profit/loss considering the USDT amount...

Hey crypto trading guys,

I am experimenting a bit with japonicus (brute force strategy parameters with a genetic evolution approach). 
There often seem to be problems with overfitting while using gekko in live trading (I am still only backtesting).


Now I had the idea (link to japonicus issue on github) to improve japonicus to do the following:
not only backtest for a specific timeframe, but also mixing in 5% or 10% into the tests with
timeframes that are particular difficult to handle for strategies. 

For this, we have to get our hands on market times that match this criteria. How do we get there?

Say, we have a strategy relying on the RSI indicator, and parameters for a specific timeframe, three month, one year, whatever.
It is doing extremely good (overfitted?) in that specific timeframe, and when we look at the trading history, 
there are some days (or a week) in the timeframe where it does particularly bad, no matter how good this strategy/parameter pair was
at the end. 

Then we have a second strategy, based on Bollinger Bands, and parameters that are very good for a specific timeframe, too.
But even there are times when the strategy isn't working very good with the market situation.

Perhaps the code of those strategies could be modified to write time periods to CSV when it is not doing a good job.

Then, when some CSVs are collected, they could be run through a script which overlays the data of all CSVs and looks for equality.
The result of this could then be fed to japonicus as particular difficult market times.

Therefore, I am interested in thoughts on this approach and how a strategy could be modified to write out such a CSV.
And perhaps some strategy/parameter pairs that did very well in the past, with the specific timeframe they were used and measured at. 
Can be from 2018/2017, so no one has to reveal his strategy portfolio that he uses today.

Of course it could be that my thinking is too complicated and there is an easier solution for this. I am just beginning with gekko and getting to a
viable live trading solution, so bear with me.

Have a nice week!