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Gekko works great but I have some questions - Printable Version

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Gekko works great but I have some questions - rubinho - 02-15-2018

What can I say but wow?  This platform is great.  I've got it up and running, written a strat using multiple indicators, backtested it and run it live (with pennies) and it all goes like clockwork.  Impressive!  Smile

A few things I am not sure on which I may have missed in the documentation. 
  1. What's the difference between check and update?  They both seem to do the same thing. 
  2. Do check/update get called at each quote from the exchange or just on a candlestick close?
  3. How do you trade at market rather than just candlestick close?
  4. When trading live, how do you get your exchange account balances and set the order quantity?  The advice long/short only seems to trade a single unit of the base currency. 
  5. When using indicators, is it possible to get them to plot on the backtest graph so you can check your buy/sell triggers are doing the correct thing?
Many thanks!  


RE: Gekko works great but I have some questions - susitronix - 02-15-2018

Hi i try to answer

Check and Update   //could you tell where you found this ?

The candle VAR consist of:   // it can be found in the candleBatcher // /.../gekko/test/candleBatcher
Code:
var candles = [
 {"start":moment("2015-02-14T23:57:00.000Z"),"open":257.19,"high":257.19,"low":257.18,"close":257.18,"vwp":257.18559990418294,"volume":0.97206065,"trades":2},
 {"start":moment("2015-02-14T23:58:00.000Z"),"open":257.02,"high":257.02,"low":256.98,"close":256.98,"vwp":257.0175849772836,"volume":4.1407478,"trades":2},
 {"start":moment("2015-02-14T23:59:00.000Z"),"open":256.85,"high":256.99,"low":256.85,"close":256.99,"vwp":256.9376998467,"volume":6,"trades":6},

The candleBatcher makes the candles from the raw data. (CandleSize = 13 Minutes)

I did not used it jet but guess it look something like this:
// in the Strat
Code:
// what happens on every new candle?
method.update = function(candle) {
 // nothing!
}


Gekko should only be used for one pair per exchange.
Gekko checks the balance of your Currency AND Asset when a Stratrunner(liveGekko) is initiated, AND before every Trade.
Gekko will always trade the full ammount of Currency/Asset avilable.
(i deposit the ammount to begin with AS CURRENCY and start Gekko)
>>> Gekko only uses the PAIR you want to trade with. ENY OTHER ASSET WILL NOT BE TOUCHED BY GEKKO
>>> Gekko ONLY makes the Buy/Sell mouseClick for you. Gekko dos not take over your account or so.

Gekko --ui dos not graph the indicators. (YET!) ;-) THANKS MIKE
>>> You can use Coinigy or TrendView for to setup your indicators and have a visual Feedback
(i use coinigy. It allow me to choose ENY candle value instead of only 5/10/15/30minutes)

RE: Gekko works great but I have some questions - 0mathew0 - 02-16-2018

(02-15-2018, 07:36 AM)rubinho Wrote:
  1. What's the difference between check and update?  They both seem to do the same thing. 
  2. Do check/update get called at each quote from the exchange or just on a candlestick close?

Please correct me if I'm wrong but from my understanding, check get's called after each candle.close AFTER THE WARMUP
and update gets called every time (also during warmup) the candle closes.

RE: Gekko works great but I have some questions - rubinho - 02-20-2018

Thanks for your replies, this clears up some issues. The limitation on trade size control is quite big and precludes, in my opinion, the use of Gekko for live trading since you'll forever be moving funds in and out of your exchange wallet and transfer fees will kill the profits. It also prevents you from implementing any sort of trailing exits. Is it planned to add trade sizing and exchange balance control?

@0mathew0 I don't understand what you mean by warm-up on a candle, please will you explain?

Thanks! :-)

RE: Gekko works great but I have some questions - zappra - 02-20-2018

(02-20-2018, 11:51 AM)rubinho Wrote: @0mathew0 I don't understand what you mean by warm-up on a candle, please will you explain?  

Thanks! :-)

For example a 26 period SMA will required 26 candle updates in order to have enough data. So the idea is that "update" should update all your indicator values and states etc, then "check" can query them to generate buy/sell signals.