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  Gekko with malware spotted in the wild
Posted by: askmike - 02-06-2018, 06:06 AM - Forum: Announcements - Replies (7)

Gekko is a free and open source tool, it doesn't cost any money to download and you don't need to register anywhere.

The only official way of downloading it is via the official Github repo here:

https://github.com/askmike/gekko

Find all information about different official versions and releases here:

https://gekko.wizb.it/docs/installation/...ding-Gekko

If you download Gekko from any other source you might get infected with malware. Today I discovered a youtube video with a download link to a malware loaded version of Gekko, you can find the details here (but be sure to NOT download from any of the links found there).

Be smart and safe everyone! Even if you download from the official repo it is still advised to not run any software on systems that also contain other private information (like crypto wallets) or not to connect it to your exchange account unless you fully understand what you are doing. Gekko is great at simulating trades with fake money, and it runs great in a VM as well.


  Increase performance?
Posted by: tommiehansen - 02-05-2018, 06:09 PM - Forum: Technical Discussion - Replies (6)

Any idea where to start to debug performance when backtesting?


e.g. i see that moment.js is used and also seems to be used on every candle which would seem to possibly be one of the culprints?

Article, Moment.js vs Native Performance:
https://medium.com/@jerrylowm/moment-js-...85d6518014


  NaN on PerformanceAnalyzer log
Posted by: Lucas - 02-05-2018, 04:19 PM - Forum: Technical Support - Replies (6)

Hi, after some weeks of paper trading, today I started to use gekko for real trading with trader plugin on bitstamp exchange.
I noticed a problem on log produced by performanceAnalyzer plugin:
P&L and profit columns reports NaN value.

Code:
(PROFIT REPORT) original simulated balance:      1000.00000000 USD
(PROFIT REPORT) current simulated balance:       1033.44000000 USD
(PROFIT REPORT) simulated profit:                33.44000000 USD (3.34400000%)
(ROUNDTRIP) entry date (UTC)    exit date (UTC)         exposed duration        P&L     profit
(ROUNDTRIP) 2018-02-05 00:28    2018-02-05 01:04        36 minutes              NaN     NaN

It's my problem or common problem?
How can I solve?

Thanks in advance.

PS: - with paperTrader I can see correct numerical values
- I'm running the stable branch (1cde4c4) on raspberry


  Problems with coinfalcon
Posted by: compilur - 02-05-2018, 04:00 PM - Forum: Other exchanges - Replies (5)

Hi folks,
I did some mess there. I opened a ticket for an issue on github for coinfalcon live-trading, but then after an update of gekko I recognized I even can't import data from coinfalcon. My bad, I also deleted my old log-files. So I can't reproduce this and can't you show any logs.


Here's the old issue
https://github.com/askmike/gekko/issues/1867

BUT: I can show you how to reproduce this bug (coinfalcon data-importing bug):
https://github.com/askmike/gekko/issues/1867


Exclamation An official Gekko service is coming soon: gekkoplus.com
Posted by: askmike - 02-05-2018, 02:47 PM - Forum: Announcements - Replies (32)

Even with the web UI Gekko is still a pretty technical tool: Installing it requires installing development environments (like nodejs and npm) over the commandline. Even if you're able to do this you still need to run Gekko 24/7 if you actively want to run it over the live crypto markets, raising the barrier even more. Finally I want to do something with the strategies, whenever people ask for "successful" strategies the answer is always "nobody will share them because why would they?".

In order to make Gekko more accessable for everyone (also non technical users) I am going to make an online web service where users can sign up and manage their own Gekkos. No installation or complicated configuration (no more config files)! No more need to keep your computer running at night to run Gekko.

[Image: 38608697-41c9306a-3da6-11e8-94c2-c3c5b9d6b4a1.png]

This will be a paid service, with the money earned I can justify working on Gekko a lot more (It's getting a bit out of hand with constantly growing community). Note that this will in no (negative) way impact the free and open source version of Gekko. Gekko will always stay free to download and use as a standalone tool.

I am still ironing out the details and will post more here as soon as I know it!

To be sure to stay up to date regarding subscribe on the Gekkoplus Website here.

EDIT:

Quote:I just released the public alpha here!

It's quite static still but over the next few days I have some massive updates planned!

Link: https://app.gekkoplus.com/
News article: https://app.gekkoplus.com/news/gekko-plu...ompetition
Youtube explanation: https://youtu.be/AFyU16l6Q6c


  Plot data points
Posted by: tommiehansen - 02-04-2018, 02:07 PM - Forum: Feature Requests - Replies (2)

Ability to plot data from a/the strategy.

Use something similar to TradingView's pinescript, pseudo code:

Code:
var strat = {

    init: function()
    {
        this.name = 'Hello world';
        
        this.addTulipIndicator('maSlow', 'tema', { optInTimePeriod: this.settings.long });
        this.addTulipIndicator('maFast', 'sma', { optInTimePeriod: this.settings.short });
        this.addTulipIndicator('myRSI', 'rsi', { optInTimePeriod: this.settings.RSI });
        
        this.plot(
            { data: 'maSlow', color: 'black', width: 2, overlay: true },
            { data: 'maFast', color: '#f00', width: 1, overlay: true },
            { data: 'myRSI', overlay: false }
        );
    }

};


Params

- data
- color (named/hex)
- line width (in px)
- overlay (overlay the data or add it under the graph)


  ??? Strategy for ANY market / ANY pair ??? avg 93% Monthly
Posted by: briancrypto - 02-03-2018, 08:47 PM - Forum: General Discussion - Replies (1)

Please pardon my ignorance as a Newbie.... (I will learn and get better!!)

I have imported the past month's data from Poloniex and Gdax... for pairs USD/BTC, BTC/ETH, USDT/BTC, USDT/XRP ... using just the default settings for strategies with time intervals of 1m, 5m, 15m, 30m, 1h, 1D... with 10 as the Warmup.. I can't say I am finding a single strategy that is profiting at least a avg of 93% monthly... In actuality it would seem that every strategy is producing a negative return monthly which I just can't believe would be the case with all the hard work and devotion that has been put into this product!!

What am I doing wrong?

I only ask because I see others posting they are making at least 93% in profit monthly using trading bots no matter what condition the market is in (bullish, bearish or sideways).


  [BOUNTY] Adaptive ATR-ADX Trend
Posted by: briancrypto - 02-03-2018, 02:36 PM - Forum: Feature Requests - Replies (5)

I know nothing about coding but what I do know is that I have been manually using the following script from tradingview and killing it everyday. Now if gekko could be coded to run this script I could get away from sitting infornt of a computer. lol

The script I have been using is located here: https://www.tradingview.com/script/H48ye...-Trend-V2/

Here is the code:

Code:
//@version=2
// Constructs the trailing ATR stop above or below the price, and switches
// directions when the source price breaks the ATR stop. Uses the Average
// Directional Index (ADX) to switch between ATR multipliers. The higher
// multiplier is used when the ADX is rising, and the lower ATR multiplier
// is used with the ADX is falling. This ADX criteria further widens the gap
// between the source price and the trailing ATR stop when the price is trending,
// and lessens the gap between the ATR and the price when then price is not
// trending.
//
// The ATR-ADX stop is effectively a double adapative stop that trails the price,
// by both adapting to the true range of the price, and the average directional
// change. When the stop is below the price (long trade) the value never decreases
// until the price intersects the stop, and it reverses to being above the price
// (short trade). When the stop is above the price it will never increase until
// it is intersected by the price. As the true range and ADX change, the stop
// will move more quickly or more slowly.
//
// Version 2 adds four additional utilities.
//
// First, if the 'Above Threshold' box is checked,the falling (smaller) multiplier
// will be used regardless once the ADX rises above a certain threshold (default > 30).
// The ATR will effectively rise faster once the price enters 'very trendy' mode.
// Typically, ADX > 20/25 is used in classic ADX trading (which I have found
// unprofitable through backtesting). The idea behind this extra multiplier criteria
// is that once the price starts trending 'very' well, a top is most likely near,
// and when that top comes the price will quickly rebound. Experienced traders know
// exactly what I am describing. Play around with an ADX/DI indicator using this
// stop system in tandem and it will be found that many successful trades are entered
// when the market is not trending (i.e. < ADX < 25), and exited once/if the price
// enters 'very trendy' mode above 30 and the ATR changes (stopped out).
//
// Second, heiken-ashi bars can be introduced to the ATR stop system. This is the same
// thing as just switching the chart to Heiken Ashi mode, but without having to change
// the plotting type. I find this useful, so that things like pivot lines can be
// preserved to their correct calculations, while the benefit of heiken ashi bars can
// still be enjoyed.
//
// Third, Different source prices can be used. I have found that HLC3 is best because
// it keeps the price from being stopped out in very key areas, set as the default.
//
// Fourth, alert conditions are introduced so that the trader can be warned when the
// ATR-ADX changes. These can be used by right clicking the strategy and clicking
// "Add Alert...". Reference the bottom of the script for the names of the alert
// conditions.
//
// See also: http://www.fxtsp.com/1287-doubly-adaptive-profit-average-true-range-objectives/

study(title = "Adaptive ATR-ADX Trend V2", shorttitle = "Adaptive ATR V2", overlay = true)

//Mode
src = input(title = "Source", type = source, defval = hlc3)
atrLen = input(title = "ATR", type = integer, defval = 21, minval = 1, maxval = 100)
m1 = input(title = "ATR Multiplier - ADX Rising", type = float, defval = 3.5, minval = 1, step = 0.1, maxval = 100)
m2 = input(title = "ATR Multiplier - ADX Falling", type = float, defval = 1.75, minval = 1, step = 0.1, maxval = 100)

adxLen = input(title = "ADX", type = integer, defval = 14, minval = 1, maxval = 100)
adxThresh = input(title = "ADX Threshold", type = integer, defval = 30, minval = 1)
aboveThresh = input(true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?")
useHeiken = input(false, title = "Use Heiken-Ashi Bars (Source will be ohlc4)")
   
// DI-Pos, DI-Neg, ADX

hR = change(high)
lR = -change(low)

dmPos = hR > lR ? max(hR, 0) : 0
dmNeg = lR > hR ? max(lR, 0) : 0

sTR = nz(sTR[1]) - nz(sTR[1]) / adxLen + tr
sDMPos = nz(sDMPos[1]) - nz(sDMPos[1]) / adxLen + dmPos
sDMNeg = nz(sDMNeg[1]) - nz(sDMNeg[1]) / adxLen + dmNeg

DIP = sDMPos / sTR * 100
DIN = sDMNeg / sTR * 100
DX = abs(DIP - DIN) / (DIP + DIN) * 100
adx = sma(DX, adxLen)

// Heiken-Ashi

xClose = ohlc4
xOpen = (nz(xOpen[1]) + nz(close[1])) / 2
xHigh = max(high, max(xOpen, xClose))
xLow = min(low, min(xOpen, xClose))

// Trailing ATR

v1 = abs(xHigh - xClose[1])
v2 = abs(xLow - xClose[1])
v3 = xHigh - xLow

trueRange = max(v1, max(v2, v3))
atr = useHeiken ? rma(trueRange, atrLen) : atr(atrLen)

m = rising(adx, 1) and (adx < adxThresh or not aboveThresh) ? m1 : falling(adx, 1) or (adx > adxThresh and aboveThresh) ? m2 : nz(m[1])
mUp = DIP >= DIN ? m : m2
mDn = DIN >= DIP ? m : m2

src_ = useHeiken ? xClose : src
c = useHeiken ? xClose : close
t = useHeiken ? (xHigh + xLow) / 2 : hl2

up = t - mUp * atr
dn = t + mDn * atr

TUp = max(src_[1], c[1]) > TUp[1] ? max(up, TUp[1]) : up
TDown = min(src_[1], c[1]) < TDown[1] ? min(dn, TDown[1]) : dn

trend = min(src_, min(c, close)) > TDown[1] ? 1 : max(src_, max(c, close)) < TUp[1]? -1 : nz(trend[1], 1)
stop = trend == 1 ? TUp : TDown
trendChange = change(trend)

// Plot

lineColor = not(trendChange) ? trend > 0 ? #00FF00DD : #FF0000DD : #00000000
shapeColor = trendChange ? trendChange > 0 ? #00FF00F8 : #FF0000F8 : #00000000

plot(stop, color = lineColor, style = line, linewidth = 1, title = "ATR Trend")
plotshape(trendChange ? stop : na, style = shape.circle, size = size.tiny, location = location.absolute, color = shapeColor, title = "Change")

alertcondition(trendChange > 0, title = "ATR-ADX Change Up", message = "ATR-ADX Change Up")
alertcondition(trendChange < 0, title = "ATR-ADX Change Down", message = "ATR-ADX Change Down")

// end
Bounty offered.. .003 BTC


  Readme post for Guides
Posted by: askmike - 02-03-2018, 05:29 AM - Forum: Guides - No Replies

Automated trading is a very broad topic, on top of that comes running automated trading systems (like Gekko) on a ton of different systems (Windows home desktops, Cloud servers running Linux, Raspberry PI embedded devices and anything in between). If you figured something out that is awesome but not quite broad enough for the official documentation you can post a guide here.

The difference between a guide here and something in the official documentation is that we (the gekko contributors) aim to support everything in the official documentation, but if users want to share and discuss funky stuff we don't want that to interfere with the rest of the documentation and technical support channels (github issues and such).

Example guides:

- How to install Gekko on a raspberry PI.
- How to install TAlib on windows.
- How to implement X in Gekko (advanced order types).
- How to setup X around Gekko (some kind of alternative UI or some kind of server).

You are free to post a donation address at the end of your guide Smile


  New Gekko UI in the works
Posted by: askmike - 02-03-2018, 05:20 AM - Forum: Announcements - Replies (25)

EDIT2:

Quote:The Alpha of Gekko Plus has just been released, it includes most screens of the new UI!

Here is the link: https://app.gekkoplus.com/

Here is a video where I go over it: https://youtu.be/AFyU16l6Q6c

EDIT1:

Quote:The new UI has been completely designed by a professional visual designer. You can find a sneak peak on the coming soon website: https://gekkoplus.com/

Gekko currently has a graphical user interface, this already is a major improvement from the commandline only version. However the current UI is still very basic and missing a lot of very important information (and functionality). On top of that there are also some display bugs hard to fix with the current infrastructure.

We are pleased to announce a new UI is in the works! It will display a lot more information (specifically when it comes to live running Gekkos).

There is a public discussion on the forum about it here: https://forum.gekko.wizb.it/thread-65.html

Technical work has started, with the first step being a rework on the event flow between Gekko plugins (such as the trader, strategy advisor) and the UI. You can follow progress here: https://github.com/askmike/gekko/pull/1850