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  VWP (Volume Weighted Price)
Posted by: bpc555 - 01-18-2018, 07:13 AM - Forum: General Discussion - Replies (2)

I would like to know how BudFox is calculating VWP.

The Documentation for BudFox states that its output is JSON objects such as:


Code:
{"start":"2015-02-02T23:08:00.000Z","open":238.21,"high":239.35,"low":238.21,"close":238.66,"vwp":8743.778447997309,"volume":203.6969347,"trades":56}


where I assume "vwp" is Volume Weighted Price.  However, it seems to me that the actual values of VWP disagrees with other data (specifically price and volume) from that same record of trades.  

Given that

[Image: vwap.gif]


I presume then that VWP = VWAP * Total Share Bought = VWAP * Total Volume.

So, from the data from the sample record above, VMP = 8743.79 and volume = 203.70 which implies VWAP = 8743.79/203.70 = 42.92
But 42.92 is outside the high..low for that trading period (239.35 .. 238.21).

What am I missing?

Thanks in advance,
Brenton

BTW.  I checked the code [gekko/core/budfox/candleCreator.js: 149 and 152] and it does appear to be creating a VWAP correctly.  Perhaps the data is bad in the example?


Sad Strategy - GA
Posted by: aleep - 01-18-2018, 03:26 AM - Forum: Technical Support - Replies (1)

Hello, fist , I am sorry for my bad English and second Gekko is the best!!!


I am working in a strategy, who use HMA and it use Tulip. Its run in backtest OK, with this config


Strategy

Code:
this.addTulipIndicator('hull1', 'hma', this.settings.hull1);
this.addTulipIndicator('hull2', 'hma', this.settings.hull2);

In gekko\config\strategies
Code:
[hull1]
optInTimePeriod = 7
[hull2]
optInTimePeriod = 14

And in sample-config
Code:
 hull1 : {      optInTimePeriod: 7      },
 hull2 : {      optInTimePeriod: 14      },


Now i Am traing to use this excelente idea (http://gekkowarez.com/gekko-genetic-algorithm/)

But it dosent work!! I have this error in command
Quote:Gekko was unable to configure Tulip Indicators:
        hma requires optInTimePeriod.
  xxx POST /api/backtest 500 909ms -

My Porblem (i Think) is in the file your.new.js 

Code:
getProperties: ()


i tried with everythings, but I don't how I need to put the variables, I  try whit this for example
Code:
hull1.optInTimePeriod: randomExt.integer(15,5),


it is not working.

can you help me?????

Smile Smile Smile Smile Smile


  nodeSource 6.x installation failure
Posted by: ankasem - 01-17-2018, 10:07 PM - Forum: Technical Support - Replies (1)

hi

https://gekko.wizb.it/docs/installation/...ws_10.html


NodeSource installation failure


Code:
curl -sL https://deb.nodesource.com/setup_6.x | sudo -E bash -


Code:
npm install --only=production
gives a loading error

curl -sL https://deb.nodesource.com/setup_8.x | sudo -E bash -

Working properly


Question Max. amount of exchanges/pairs?
Posted by: jasurakk - 01-17-2018, 01:27 PM - Forum: General Discussion - Replies (14)

Hi all,

and thank you very much askmike for opening this forum, way to go! Big Grin 

For what I have understood, it's possible to start many runners on one Gekko instance from the "Live Gekkos"- page. But is there any limitation for the amount of pairs or exchanges, or is it just a matter of memory on the PC? I mean, could I have 10 or 50 runners at the same time, each one looking for a different coin pairs? Or even so that I have runners for 5 different exchanges, 50 pairs per each exchange etc.?


  Backtesting CommandLines vs UI
Posted by: aorfevrebr - 01-15-2018, 06:10 PM - Forum: General Discussion - Replies (1)

Hi,

I'm new to Gekko universe, and I'm facing a strange issue.

I've different results from Gekko backtesting from Command Line and UI.

First all; here is my config file : 


Code:
config.watch = {

  // see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
  exchange: 'binance',
  currency: 'BTC',
  asset: 'BNB',

  // You can set your own tickrate (refresh rate).
  // If you don't set it, the defaults are 2 sec for
  // okcoin and 20 sec for all other exchanges.
  // tickrate: 20
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.tradingAdvisor = {
  enabled: true,
  method: 'RSI',
  candleSize: 1,
  historySize: 3,
  adapter: 'sqlite'
}


As you can see; I launch it for BTC/BNB datas with strategy called RSI


Command line results gives the following : 


Code:
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) [b]start time: 2017-10-14 21:37:00[/b]
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) [b]end time: 2018-01-14 23:51:00[/b]
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) timespan: 3 months
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) sharpe ratio: -1.7844406222677447
2018-01-15 14:51:18 (INFO):
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) start price: 0.00025811 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) end price: 0.0015217 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) Market: 489.55484096%
2018-01-15 14:51:18 (INFO):
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) [b]amount of trades: 969[/b]
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) original simulated balance: 100.00025811 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) current simulated balance: 242.08398316 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) simulated profit: 142.08372505 BTC (142.08335832%)
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) simulated yearly profit: 563.50627779 BTC (563.50482332%)


On the other hand; when I launch Backtest with RSI strategy on BTC/BNB (binance) on UI; I have the following result : 
https://imagebin.ca/v/3oJAHpXgOLB8

This is confusing as number of trades and profit is very different.

Anyone has an idea on the issue ?


  How does Gekko compare
Posted by: positonic - 01-15-2018, 02:35 PM - Forum: General Discussion - Replies (3)

Hey guys I'm new to Gekko. Looks good so far, and I'm a Javascript developer so looking forward to contributing...

How is it working for you? 

Is it as good at Gunbot and Haasbot? 

How much is it making for you?

Thanks for the hard work, I'm really excited!


  Trend line strategy
Posted by: positonic - 01-15-2018, 02:23 PM - Forum: Strategy Development - No Replies

I just want to make sure that there isn't currently any sort of trendline strategy in existance? Im thinking about developing one.... and don't want to re-invent the wheel...


  Persistence
Posted by: Mal - 01-14-2018, 01:58 PM - Forum: Strategy Development - Replies (2)

Hello,

Thanks for making this open source. I find this software awesome. I have one question about persistence in the parameters...

Can I manipulate the persistence to differ between up and down (buy and sell)?

What I mean is, can I use a different persistence parameter for buy that I use for sell?

For instance, I could set my buy persistence to 1 or 2 and the software would use that value for buy orders, but use a 5 or 6 for sell orders...?

Love your software Mike...Thank you.


  ISO gekko
Posted by: phoenix-blue - 01-13-2018, 08:11 AM - Forum: Technical Support - No Replies

Hello, 

After some weeks try and error work I'm not able to run it on an raspberry pi 3.
So I small question is there an JessiePixel (desktop environment for the raspberry-pi) ready for download thats working?


  Rebalancing portfolio
Posted by: bot - 01-12-2018, 09:34 PM - Forum: Feature Requests - Replies (1)

Hello guys,
Is it possible to use Gekko to automatically rebalance portfolio?
How to implement this?
Thanks for advice.