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+--- Forum: Strategy Development (https://forum.gekko.wizb.it/forum-12.html)
+--- Thread: [SHARE] Simple RSI BULL/BEAR strategy (/thread-100.html)
RE: [SHARE] Simple RSI BULL/BEAR strategy - susitronix - 02-08-2018
As tradingview app you could try Coinigy.
With subscription (API savety) its FREE for the first month.
Its nice i like it alot
RE: [SHARE] Simple RSI BULL/BEAR strategy - 0mathew0 - 02-08-2018
(02-08-2018, 09:35 AM)susitronix Wrote: As tradingview app you could try Coinigy.
With subscription (API savety) its FREE for the first month.
Its nice i like it alot
sounds good, but I like Tradingview as overview more (without trades or exchange connection), since it is also community based and therefore has a lot of user ideas, indicators and strategys to learn from and program/adapt yourself using the pine editor. In the end, I set it up more of like a chart overview to see all the data my Gekko live-strats are also seeing (since gekko UI chart is not as rich atm) - it helps keeping track of what's going on.
RE: [SHARE] Simple RSI BULL/BEAR strategy - rogelpm - 02-08-2018
Hi Susitronix;
I know this out of topic. but I received an error in in live trading. Could you help me please? below is the error
______ ________ __ __ __ __ ______
/ \ / |/ | / |/ | / | / \
/$$$$$$ |$$$$$$$$/ $$ | /$$/ $$ | /$$/ /$$$$$$ |
$$ | _$$/ $$ |__ $$ |/$$/ $$ |/$$/ $$ | $$ |
$$ |/ |$$ | $$ $$< $$ $$< $$ | $$ |
$$ |$$$$ |$$$$$/ $$$$$ \ $$$$$ \ $$ | $$ |
$$ \__$$ |$$ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ |
$$ $$/ $$ |$$ | $$ |$$ | $$ |$$ $$/
$$$$$$/ $$$$$$$$/ $$/ $$/ $$/ $$/ $$$$$$/
Gekko v0.5.13
I'm gonna make you rich, Bud Fox.
2018-02-09 23:46:22 (INFO): Setting up Gekko in realtime mode
2018-02-09 23:46:22 (INFO):
2018-02-09 23:46:22 (INFO): Setting up:
2018-02-09 23:46:22 (INFO): Candle writer
2018-02-09 23:46:22 (INFO): Store candles in a database
2018-02-09 23:46:22 (INFO):
2018-02-09 23:46:22 (INFO): Setting up:
2018-02-09 23:46:22 (INFO): Trading Advisor
2018-02-09 23:46:22 (INFO): Calculate trading advice
2018-02-09 23:46:22 (INFO): Using the strategy: CCI
2018-02-09 23:46:22 (WARN): TALIB indicators could not be loaded, they will
be unavailable.
2018-02-09 23:46:23 (INFO): The trading method requests 10 minutes o
f historic data. Checking availablity..
2018-02-09 23:46:23 (INFO):
2018-02-09 23:46:23 (INFO): No usable local data available, trying t
o get as much as possible from the exchange..
2018-02-09 23:46:23 (DEBUG): Fetching exchange data since 10 minutes
ago
Gekko encountered an error and can't continue
Error:
Gekko tried to retrieve data since 2018-02-09 20:36:00, however
poloniex did not return any trades.
Meta debug info:
Gekko version: v0.5.13
Nodejs version: v8.9.3
HERE IS MY CONFIG.JS SETTING:
// Everything is explained here:
// @link https://gekko.wizb.it/docs/commandline/plugins.html
var config = {};
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// GENERAL SETTINGS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.debug = true; // for additional logging / debugging
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// WATCHING A MARKET
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.watch = {
// see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
exchange: 'poloniex',
currency: 'USDT',
asset: 'BTC',
// 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: 'CCI',
candleSize: 15,
historySize: 10,
}
// Exponential Moving Averages settings:
config.DEMA = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
weight: 21,
// amount of candles to remember and base initial EMAs on
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025
}
};
// MACD settings:
config.MACD = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
short: 10,
long: 21,
signal: 9,
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// PPO settings:
config.PPO = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
short: 12,
long: 26,
signal: 9,
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 2
}
};
// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish
// Uses settings from the ppo and momentum indicator config block
config.varPPO = {
momentum: 'TSI', // RSI, TSI or UO
thresholds: {
// new threshold is default threshold + PPOhist * PPOweight
weightLow: 120,
weightHigh: -120,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 0
}
};
// RSI settings:
config.RSI = {
interval: 14,
thresholds: {
low: 30,
high: 70,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// TSI settings:
config.TSI = {
short: 13,
long: 25,
thresholds: {
low: -25,
high: 25,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// Ultimate Oscillator Settings
config.UO = {
first: {weight: 4, period: 7},
second: {weight: 2, period: 14},
third: {weight: 1, period: 28},
thresholds: {
low: 30,
high: 70,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// CCI Settings
config.CCI = {
constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit
history: 90, // history size, make same or smaller than history
thresholds: {
up: 100, // fixed values for overbuy upward trajectory
down: -100, // fixed value for downward trajectory
persistence: 0 // filter spikes by adding extra filters candles
}
};
// StochRSI settings
config.StochRSI = {
interval: 3,
thresholds: {
low: 20,
high: 80,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 3
}
};
// custom settings:
config.custom = {
my_custom_setting: 10,
}
config['talib-macd'] = {
parameters: {
optInFastPeriod: 10,
optInSlowPeriod: 21,
optInSignalPeriod: 9
},
thresholds: {
down: -0.025,
up: 0.025,
}
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING PLUGINS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// do you want Gekko to simulate the profit of the strategy's own advice?
config.paperTrader = {
enabled: true,
// report the profit in the currency or the asset?
reportInCurrency: true,
// start balance, on what the current balance is compared with
simulationBalance: {
// these are in the unit types configured in the watcher.
asset: 1,
currency: 100,
},
// how much fee in % does each trade cost?
feeMaker: 0.15,
feeTaker: 0.25,
feeUsing: 'maker',
// how much slippage/spread should Gekko assume per trade?
slippage: 0.05,
}
config.performanceAnalyzer = {
enabled: true,
riskFreeReturn: 5
}
// Want Gekko to perform real trades on buy or sell advice?
// Enabling this will activate trades for the market being
// watched by `config.watch`.
config.trader = {
enabled: true,
key: 'R45INL7A-XXXXXXXXXX-N544ZQNX-PROLFAEW',
secret: 'XXXXXXXXXXXXXX
username: '', // your username, only required for specific exchanges.
passphrase: '', // GDAX, requires a passphrase.
orderUpdateDelay: 1, // Number of minutes to adjust unfilled order prices
}
config.adviceLogger = {
enabled: true,
muteSoft: true // disable advice printout if it's soft
}
config.pushover = {
enabled: false,
sendPushoverOnStart: false,
muteSoft: true, // disable advice printout if it's soft
tag: '[GEKKO]',
key: '',
user: ''
}
// want Gekko to send a mail on buy or sell advice?
config.mailer = {
enabled: true, // Send Emails if true, false to turn off
sendMailOnStart: true, // Send 'Gekko starting' message if true, not if false
email: 'rogsebnet@gmail.com', // Your Gmail address
muteSoft: true, // disable advice printout if it's soft
// You don't have to set your password here, if you leave it blank we will ask it
// when Gekko's starts.
//
// NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
// make sure you looked at the code or trust the maintainer of this bot when you
// fill in your email and password.
//
// WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
// guarantuee that your email address & password are safe!
password: '', // Your Gmail Password - if not supplied Gekko will prompt on startup.
tag: '[GEKKO] ', // Prefix all email subject lines with this
// ADVANCED MAIL SETTINGS
// you can leave those as is if you
// just want to use Gmail
server: 'smtp.gmail.com', // The name of YOUR outbound (SMTP) mail server.
smtpauth: true, // Does SMTP server require authentication (true for Gmail)
// The following 3 values default to the Email (above) if left blank
user: '', // Your Email server user name - usually your full Email address 'me@mydomain.com'
from: '', // 'me@mydomain.com'
to: '', // 'me@somedomain.com, me@someotherdomain.com'
ssl: true, // Use SSL (true for Gmail)
port: '', // Set if you don't want to use the default port
}
config.pushbullet = {
// sends pushbullets if true
enabled: false,
// Send 'Gekko starting' message if true
sendMessageOnStart: true,
// disable advice printout if it's soft
muteSoft: true,
// your pushbullet API key
key: 'xxx',
// your email, change it unless you are Azor Ahai
email: 'jon_snow@westeros.org',
// will make Gekko messages start mit [GEKKO]
tag: '[GEKKO]'
};
config.kodi = {
// if you have a username & pass, add it like below
// http://user:pass@ip-or-hostname:8080/jsonrpc
host: 'http://ip-or-hostname:8080/jsonrpc',
enabled: false,
sendMessageOnStart: true,
}
config.ircbot = {
enabled: false,
emitUpdates: true,
muteSoft: true,
channel: '#your-channel',
server: 'irc.freenode.net',
botName: 'gekkobot'
}
config.telegrambot = {
enabled: false,
emitUpdates: false,
token: 'YOUR_TELEGRAM_BOT_TOKEN',
botName: 'gekkobot'
}
config.twitter = {
// sends pushbullets if true
enabled: false,
// Send 'Gekko starting' message if true
sendMessageOnStart: false,
// disable advice printout if it's soft
muteSoft: false,
tag: '[GEKKO]',
// twitter consumer key
consumer_key: '',
// twitter consumer secret
consumer_secret: '',
// twitter access token key
access_token_key: '',
// twitter access token secret
access_token_secret: ''
};
config.xmppbot = {
enabled: false,
emitUpdates: false,
client_id: 'jabber_id',
client_pwd: 'jabber_pw',
client_host: 'jabber_server',
client_port: 5222,
status_msg: 'I\'m online',
receiver: 'jabber_id_for_updates'
}
config.campfire = {
enabled: false,
emitUpdates: false,
nickname: 'Gordon',
roomId: null,
apiKey: '',
account: ''
}
config.redisBeacon = {
enabled: false,
port: 6379, // redis default
host: '127.0.0.1', // localhost
// On default Gekko broadcasts
// events in the channel with
// the name of the event, set
// an optional prefix to the
// channel name.
channelPrefix: '',
broadcast: [
'candle'
]
}
config.slack = {
enabled: false,
token: '',
sendMessageOnStart: true,
muteSoft: true,
channel: '' // #tradebot
}
config.ifttt = {
enabled: false,
eventName: 'gekko',
makerKey: '',
muteSoft: true,
sendMessageOnStart: true
}
config.candleWriter = {
enabled: true
}
config.adviceWriter = {
enabled: false,
muteSoft: true,
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING ADAPTER
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.adapter = 'sqlite';
config.sqlite = {
path: 'plugins/sqlite',
dataDirectory: 'history',
version: 0.1,
journalMode: require('./web/isWindows.js') ? 'DELETE' : 'WAL',
dependencies: []
}
// Postgres adapter example config (please note: requires postgres >= 9.5):
config.postgresql = {
path: 'plugins/postgresql',
version: 0.1,
connectionString: 'postgres://user:pass@localhost:5432', // if default port
database: null, // if set, we'll put all tables into a single database.
schema: 'public',
dependencies: [{
module: 'pg',
version: '6.1.0'
}]
}
// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested)
config.mongodb = {
path: 'plugins/mongodb',
version: 0.1,
connectionString: 'mongodb://mongodb/gekko', // connection to mongodb server
dependencies: [{
module: 'mongojs',
version: '2.4.0'
}]
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING BACKTESTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Note that these settings are only used in backtesting mode, see here:
// @link: https://gekko.wizb.it/docs/commandline/backtesting.html
config.backtest = {
daterange: 'scan',
batchSize: 50
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING IMPORTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.importer = {
daterange: {
// NOTE: these dates are in UTC
from: "2017-11-01 00:00:00"
}
}
// set this to true if you understand that Gekko will
// invest according to how you configured the indicators.
// None of the advice in the output is Gekko telling you
// to take a certain position. Instead it is the result
// of running the indicators you configured automatically.
//
// In other words: Gekko automates your trading strategies,
// it doesn't advice on itself, only set to true if you truly
// understand this.
//
// Not sure? Read this first: https://github.com/askmike/gekko/issues/201
config['I understand that Gekko only automates MY OWN trading strategies'] = true;
module.exports = config;
RE: [SHARE] Simple RSI BULL/BEAR strategy - BradT7 - 02-08-2018
Hello, first of all this is a wonderful strategy! I'm really impressed with the results! Thank you for sharing!
The only thing I've noticed with some yearly back testing is that after a large spike, sometimes it buys near the top and then doesn't sell for quite a while during a correction.
There was a couple times a trade was a 30%+ loss. This has happened with a few different pairings.
My thought was, how easy would it be to code in a stoploss after lets say 10%? Would that be possible?
Or is it possible there a glitch when it switches longer term trends that it gets stuck in a trade position?
Regards
ERROR LiveGekko Stratrunner [SOLVED] - susitronix - 02-09-2018
If you tell Gekko in the config.js that you:
CONFIG.PAPERTRADER : ENABLE = TRUE
CONFIG.TRADER : ENABLE = TRUE
then gekko dont know if you like to start a Backtest OR a Stratrunner.
Gekko will only run ONE BOT PER CLI-cmd.
RE: [SHARE] Simple RSI BULL/BEAR strategy - tommiehansen - 02-09-2018
(02-08-2018, 09:59 PM)BradT7 Wrote: Hello, first of all this is a wonderful strategy! I'm really impressed with the results! Thank you for sharing!
The only thing I've noticed with some yearly back testing is that after a large spike, sometimes it buys near the top and then doesn't sell for quite a while during a correction.
There was a couple times a trade was a 30%+ loss. This has happened with a few different pairings.
My thought was, how easy would it be to code in a stoploss after lets say 10%? Would that be possible?
Or is it possible there a glitch when it switches longer term trends that it gets stuck in a trade position?
Regards
A stoploss has already been tried and written about in this thread.
I've also theorized about why it is a poor idea and why the performance is always worse when implemneting such a thing
in the current strategy.
You could try the newer modification with ADX, it still will have negative trades from time to time though.
RE: [SHARE] Simple RSI BULL/BEAR strategy - Nima - 02-09-2018
Thank you,
i have tried the strategy. It is working well but seems to make losses in a sideward movement (no trend).
RE: ERROR LiveGekko Stratrunner [SOLVED] - rogelpm - 02-09-2018
(02-09-2018, 12:19 AM)susitronix Wrote: If you tell Gekko in the config.js that you:
CONFIG.PAPERTRADER : ENABLE = TRUE
CONFIG.TRADER : ENABLE = TRUE
then gekko dont know if you like to start a Backtest OR a Stratrunner.
Gekko will only run ONE BOT PER CLI-cmd.
It is the same error again after changing the CONFIG.PAPERTRADER : ENABLE = FALSE. I run node gekko --config config.js.
______ ________ __ __ __ __ ______
/ \ / |/ | / |/ | / | / \
/$$$$$$ |$$$$$$$$/ $$ | /$$/ $$ | /$$/ /$$$$$$ |
$$ | _$$/ $$ |__ $$ |/$$/ $$ |/$$/ $$ | $$ |
$$ |/ |$$ | $$ $$< $$ $$< $$ | $$ |
$$ |$$$$ |$$$$$/ $$$$$ \ $$$$$ \ $$ | $$ |
$$ \__$$ |$$ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ |
$$ $$/ $$ |$$ | $$ |$$ | $$ |$$ $$/
$$$$$$/ $$$$$$$$/ $$/ $$/ $$/ $$/ $$$$$$/
Gekko v0.5.13
I'm gonna make you rich, Bud Fox.
2018-02-09 23:46:22 (INFO): Setting up Gekko in realtime mode
2018-02-09 23:46:22 (INFO):
2018-02-09 23:46:22 (INFO): Setting up:
2018-02-09 23:46:22 (INFO): Candle writer
2018-02-09 23:46:22 (INFO): Store candles in a database
2018-02-09 23:46:22 (INFO):
2018-02-09 23:46:22 (INFO): Setting up:
2018-02-09 23:46:22 (INFO): Trading Advisor
2018-02-09 23:46:22 (INFO): Calculate trading advice
2018-02-09 23:46:22 (INFO): Using the strategy: CCI
2018-02-09 23:46:22 (WARN): TALIB indicators could not be loaded, they will
be unavailable.
2018-02-09 23:46:23 (INFO): The trading method requests 10 minutes o
f historic data. Checking availablity..
2018-02-09 23:46:23 (INFO):
2018-02-09 23:46:23 (INFO): No usable local data available, trying t
o get as much as possible from the exchange..
2018-02-09 23:46:23 (DEBUG): Fetching exchange data since 10 minutes
ago
Gekko encountered an error and can't continue
Error:
Gekko tried to retrieve data since 2018-02-09 20:36:00, however
poloniex did not return any trades.
Meta debug info:
Gekko version: v0.5.13
Nodejs version: v8.9.3
RE: [SHARE] Simple RSI BULL/BEAR strategy - tommiehansen - 02-09-2018
(02-09-2018, 02:26 PM)Nima Wrote: Thank you,
i have tried the strategy. It is working well but seems to make losses in a sideward movement (no trend).
Try changing the params.
RE: [SHARE] Simple RSI BULL/BEAR strategy - ankasem - 02-09-2018
Thank you very much
tommie
look pretty
we are a little nervous
RSI_BULL_BEAR_ADX.js okey but
settings (code)
where to place
Can you give an example to toml file
thank you