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Gekko 0.6 released
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New Gekko UI in the works
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[Question] Why does gekko...
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a couple of technical Que...
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Plugins |
Posted by: Kris191 - 11-12-2018, 06:00 AM - Forum: General Discussion
- Replies (4)
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Hello,
Quick one, can plugins be enabled if using UI? if so how? i cannot seem to find a config files to edit what plugins i want to run.
Thanks
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Log Indicates Portfolio Balance Incorrectly |
Posted by: TonyAnthony - 11-11-2018, 01:14 AM - Forum: Binance
- Replies (4)
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I was attempting to trade ETC/BAT.
Once the Bot starts and pulls from Binance, my ETH Balance is at first correct and then after the Balance part reports incorrect.
This causes the bot to no trade in the proper direction. Is this a Binance API issue? It has only happened for this pair so far.
Portfolio:
2018-11-10 19:40:03 (INFO): 0.00003129 ETH
2018-11-10 19:40:03 (INFO): 0.945 BAT
2018-11-10 19:40:03 (INFO): Balance:
2018-11-10 19:40:03 (INFO): 0.00127023225 ETH
2018-11-10 19:40:03 (INFO): Exposed:
2018-11-10 19:40:03 (INFO): yes (97.54%)
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Indicators visualization on backtests |
Posted by: thaal - 11-10-2018, 03:04 PM - Forum: Strategy Development
- No Replies
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I'm still pretty new, so forgive me if I missed something.
I'm trying to define settings on strategies based on vvarious indicators however, I like the visual data on backtests graphs to see the triggers and adjust accordingly... Of course i can try adjusting some numbers and try to run the backtest again but that's a bit counter productive...
Or is there a way to backtest with tones of different settings at once in order to find optimal settings ?
Also I found out sometimes back tests results can be quite different from the actual real world trade bot performance, even when matching strategies and fees during live trading with the backtest run afterwards on the same past period ^^
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Failed to load indicator Alligator |
Posted by: noba - 11-08-2018, 10:12 PM - Forum: Technical Discussion
- Replies (1)
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Hello all,
I tried to from the command line with this node gekko -c config.js and i get this error:
Code: 2018-11-09 00:08:30 (ERROR): Failed to load indicator Alligator
2018-11-09 00:08:30 (ERROR): Failed to load indicator HEIKEN
2018-11-09 00:08:31 (ERROR): Failed to load indicator PIVOTHIGHLOW
2018-11-09 00:08:31 (ERROR): Failed to load indicator RSI-beta
I check and i have on the strategies/indicators that js files. How i can fix that ?
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Fee and roundtrip profit report calculations. Are they correct? |
Posted by: slav - 11-08-2018, 06:54 PM - Forum: Technical Discussion
- Replies (3)
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So I was recently doing some backtesting, and noticed that the single roundtrip profit report (gekko ui by the way) is a bit deceiving, at least to me.
It's not really that big of a problem but rases some questions.
At times it will show that during roundtrip I made a profit when in reality I made a loss.
Let me show you what I mean on a example:
My initial balance is 10000 currency no asset. fee is 0.1% (both maker and taker)
After the first roundtrip I get a report:
entry balance = 9990, exit balance = 9999, p&l = 9, profit = 0.09%
So report shows a profit of 9 currency, but when we look at the exit balance it's clearly a loss of 1 currency.
It calculates the profit based on "entry balance" which is the previous (in this case initial) balance after fee. this gives us 9990 currency.
Wouldn't it be better if it was based on previous roundtrip exit balance, so it would show a 1 currency loss instead of a profit?
Next I found the calculation in performance analyzer to be done like this:
Code: roundtrip.pnl = roundtrip.exitBalance - roundtrip.entryBalance;
I then determined how the entry balance is calculated:
Code: this.roundTrip.entry = {
date: trade.date,
price: trade.price,
total: trade.portfolio.currency + (trade.portfolio.asset * trade.price), // <--- here
}
Code: PerformanceAnalyzer.prototype.handleCompletedRoundtrip = function() {
var roundtrip = {
id: this.roundTrip.id,
entryAt: this.roundTrip.entry.date,
entryPrice: this.roundTrip.entry.price,
entryBalance: this.roundTrip.entry.total,// <--- and further here
exitAt: this.roundTrip.exit.date,
exitPrice: this.roundTrip.exit.price,
exitBalance: this.roundTrip.exit.total,
duration: this.roundTrip.exit.date.diff(this.roundTrip.entry.date)
}
Everything seems fine so far, but let's check out how trade.portfolio.asset is being calculated(assuming it's being fetched straight from paperTrader.js?):
Code: if(what === 'long') {
cost = (1 - this.fee) * this.portfolio.currency;
this.portfolio.asset += this.extractFee(this.portfolio.currency / this.price);// <------------------- here
amount = this.portfolio.asset;
this.portfolio.currency = 0;
this.exposed = true;
this.trades++;
}
where the extractFee() function does this:
Code: PaperTrader.prototype.extractFee = function(amount) {
amount *= 1e8; // <------------------------------------- (10000 currency / price like 15.7175) 636.2334976936536 * 10^8 = 63623349769.36536
amount *= this.fee;//<----------------------------------- 63623349769.36536 * 0.999 = 63559726419.59599
amount = Math.floor(amount);//<--------------------------- Rounds down removing everything after the comma so we get 63559726419
amount /= 1e8; // <----------------------------------------63559726419 / 10^8 = 635.59726419
return amount;
}
I get 635.59726419 of asset so now paperTrader uses this number to calculate the balance we have and here is where it gets interesting:
Code: PaperTrader.prototype.getBalance = function() {
return this.portfolio.currency + this.price * this.portfolio.asset;
}
When calculated returns : 0 + 15.7175 * 635.59726419 = 9989.999999906326 !?
Well that should be equal 9990 right?
Because the extractFee() function uses Math.floor() we lose that .59599 which changes the final result giving us a slightly incorrect balance.
I understand it's limiting the amount of numbers after the comma for the exchange.
So my question is how does this affect the whole bot? Does it have an effect at all?
How does it affect real trading?
It's a bit concerning that maybe this problem could compound on itself overtime affecting the final result of backtest/live trade.
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Volume as an Indicator |
Posted by: BlackWinter - 11-08-2018, 02:07 AM - Forum: Strategy Development
- No Replies
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Hello everyone,
I am trying to incorporate Volume traded as part of my strategy. How can I implement this into my code? So basically along with SMA & RSI, if current candle volume is higher than previous candle by x% then buy for example
Any help would be appreciated.
Thank You
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Feature for "Panic Sell/Buy Dynamic" |
Posted by: TOM38 - 11-06-2018, 03:22 AM - Forum: Strategy Development
- No Replies
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Hi guys
I would like to know only if it is possible to create a feature for "Panic Sell / Buy Dynamic" - in case something goes wrong, this feature will initiate an automatic replacement of your sell/buy order so that your order always keep first book of offers.
For this, with each candle closure, the algorithm checks the order book and detects the quantity of btc or wall of purchase / sale, placing the purchase order always first.
I would like any help or idea and am willing to pay for this service if need be.
Thanks in advance
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