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[SHARE] Simple RSI BULL/BEAR strategy - Printable Version

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RE: [SHARE] Simple RSI BULL/BEAR strategy - ankasem - 04-03-2018

Thank you

for cli mod
toml to json

https://toml-to-json.matiaskorhonen.fi/

-------------------------------------------------------------

---The json file will be placed in the toml folder again     Huh


---will be placed in config.js                                                 Huh


---Rsi bull bear   Where is the strategy positioned             Huh


RE: [SHARE] Simple RSI BULL/BEAR strategy - Kris191 - 04-04-2018

[quote pid='57049' dateline='1520985219']
{
  "SMA": {

    "long": 1000,
    "short": 50
  },
  "BULL": {
    "rsi": 15,
    "high": 80,
    "low": 60,
    "mod_high": 5,
    "mod_low": -5
  },
  "BEAR": {
    "rsi": 15,
    "high": 50,
    "low": 20,
    "mod_high": 15,
    "mod_low": -5
  },
  "ADX": {
    "adx": 3,
    "high": 70,
    "low": 50
  }
}
[/quote]
That should work


RE: [SHARE] Simple RSI BULL/BEAR strategy - luke77 - 04-04-2018

I have this error when I launch Gekkoga... Someone knows how can I resolve it? Thank you in advance.

2018-04-04 09:05:06 (INFO): Setting up Gekko in backtest mode
2018-04-04 09:05:06 (INFO):
2018-04-04 09:05:06 (INFO): Setting up:
2018-04-04 09:05:06 (INFO): Trading Advisor
2018-04-04 09:05:06 (INFO): Calculate trading advice
2018-04-04 09:05:06 (INFO): Using the strategy: RSI_BULL_BEAR_ADX
2018-04-04 09:05:06 (INFO): Setting up Gekko in backtest mode
/root/gekko/strategies/RSI_BULL_BEAR_ADX.js:39
this.addIndicator('maSlow', 'SMA', this.settings.SMA.long );
^

TypeError: Cannot read property 'long' of undefined
at Base.init (/root/gekko/strategies/RSI_BULL_BEAR_ADX.js:39:56)
at Base.bound [as init] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at new Base (/root/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)
at Actor.setupTradingMethod (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)
at Actor.bound [as setupTradingMethod] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at new Actor (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)
at load (/root/gekko/core/pluginUtil.js:95:22)
at /root/gekko/node_modules/async/dist/async.js:1156:9
at replenish (/root/gekko/node_modules/async/dist/async.js:1030:17)
at iterateeCallback (/root/gekko/node_modules/async/dist/async.js:1015:17)
2018-04-04 09:05:06 (INFO):
/root/gekko/strategies/RSI_BULL_BEAR_ADX.js:39
this.addIndicator('maSlow', 'SMA', this.settings.SMA.long );
^


RE: [SHARE] Simple RSI BULL/BEAR strategy - Kris191 - 04-04-2018

luke77, are you the UI or CLI??

I would follow the instructions fully on page one replace all files if using UI, if in CLI do the same and then add the code in the post above (with your own numbers) into your config and try again.


RE: [SHARE] Simple RSI BULL/BEAR strategy - luke77 - 04-04-2018

(04-04-2018, 07:26 AM)Kris191 Wrote: luke77, are you the UI or CLI??

I would follow the instructions fully on page one replace all files if using UI, if in CLI do the same and then add the code in the post above (with your own numbers) into your config and try again.

Hi Kris!

I'm with UI.

I just fellow more times all the instructions but I receive always the same error...


RE: [SHARE] Simple RSI BULL/BEAR strategy - luke77 - 04-04-2018

(04-04-2018, 07:26 AM)Kris191 Wrote: luke77, are you the UI or CLI??

I would follow the instructions fully on page one replace all files if using UI, if in CLI do the same and then add the code in the post above (with your own numbers) into your config and try again.

And in the second terminal (Gekkoga), I receive this:

Starting GA with epoch populations of 20, running 8 units at a time!
{ StatusCodeError: 500 - "Internal Server Error"
    at new StatusCodeError (/root/gekko/gekkoga/node_modules/request-promise-core/lib/errors.js:32:15)
    at Request.plumbing.callback (/root/gekko/gekkoga/node_modules/request-promise-core/lib/plumbing.js:104:33)
    at Request.RP$callback [as _callback] (/root/gekko/gekkoga/node_modules/request-promise-core/lib/plumbing.js:46:31)
    at Request.self.callback (/root/gekko/gekkoga/node_modules/request/request.js:186:22)
    at emitTwo (events.js:126:13)
    at Request.emit (events.js:214:7)
    at Request.<anonymous> (/root/gekko/gekkoga/node_modules/request/request.js:1163:10)
    at emitOne (events.js:116:13)
    at Request.emit (events.js:211:7)
    at IncomingMessage.<anonymous> (/root/gekko/gekkoga/node_modules/request/request.js:1085:12)
    at Object.onceWrapper (events.js:313:30)
    at emitNone (events.js:111:20)
    at IncomingMessage.emit (events.js:208:7)
    at endReadableNT (_stream_readable.js:1064:12)
    at _combinedTickCallback (internal/process/next_tick.js:138:11)
    at process._tickCallback (internal/process/next_tick.js:180:9)
  name: 'StatusCodeError',
  statusCode: 500,
  message: '500 - "Internal Server Error"',
  error: 'Internal Server Error',
  options:
   { url: 'http://localhost:3000/api/backtest',
     json: true,
     body: { gekkoConfig: [Object], data: [Object] },
     headers: { 'Content-Type': 'application/json' },
     timeout: 1200000,
     method: 'POST',
     callback: [Function: RP$callback],
     transform: undefined,
     simple: true,
     resolveWithFullResponse: false,
     transform2xxOnly: false },
...
...
...


RE: [SHARE] Simple RSI BULL/BEAR strategy - Gryphon - 04-04-2018

Luke - you seem to be having issues getting gekko working. Until you have gekko working there's no point trying to run gekkoga. This is also the wrong part of the forum for general gekko help.

Do a clean install of gekko from askmikes github repo. Get backtesting working with with one of the simple inbuilt strategies and work up from there. If you need help start a thread with your specific issue in the technical help section Smile


RE: [SHARE] Simple RSI BULL/BEAR strategy - luke77 - 04-04-2018

(04-04-2018, 08:41 AM)Gryphon Wrote: Luke -  you seem to be having issues getting gekko working. Until you have gekko working there's no point trying to run gekkoga. This is also the wrong part of the forum for general gekko help.

Do a clean install of gekko from askmikes github repo. Get backtesting working with with one of the simple inbuilt strategies and work up from there. If you need help start a thread with your specific issue in the technical help section Smile

Hi Gryphon,

My Gekko works very well. I tried it (alone, doing a lot of backtesting) and I have not problem. The problem is when I launch Gekkoga. I made several clean install of Gekko and Gekkoga... but I have always the same problem... I use Gekko on Windows with bash on Windows 10, and I fellow meticulously all the instructions... but nothing  Sad


RE: [SHARE] Simple RSI BULL/BEAR strategy - ankasem - 04-04-2018

thank you so much
Kris191

toml to json files 

json file is placed in gekko / config / strategies


RE: [SHARE] Simple RSI BULL/BEAR strategy - jvs - 04-05-2018

So this bear market just keeps on bearing huh.

I re-ran my brute force test on the period between 15th Feb and 1st April ... afraid not one combination made a profit. This current bear market is pretty tough on trading algorithms.

I started a live trading version of this strategy using optimized settings from my 'brute force' tests on 5 USDT markets (ETH, ETC, BCH, BNB, LTC..basically all the USDT pairs on Binance) on the 27th of March.
Since then, my portfolio has gone up by... 0.1% ! It went down as a low as -4.6% but has since recovered back to pretty much break even.

I still consider this a win really, considering the overall market has fallen some 17% in that time.