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Proportional Balance - Printable Version

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Proportional Balance - chbinder - 02-16-2018

Hi all,

I know that there are a few discussions about this topic but I didn't find out if this is possible or not - and if yes, how this can be achieved...

Right now I'm working on a strategy that works great in FOREX trading and I want to verify if this would work in crypto markets, as well.

The (FOREX) strategy gets open and close signals for long and short positions; i. e. the first signal opens a long/short position, the second one closes it. The sequence of trades is always long - short - long - short ... (as it only opens one position per up/down trend).

As gekko creates - more or less - "market" orders this requires a trade sequence (long) buy - sell - (short) sell - buy - (next long) buy - sell ... But, gekko always uses the whole balance for every trade and therefore it's not possible to create two similar trades back-to-back!

Befor I spend too much time I kindly ask the gekko professionals if there is a way (sure, in changing the functionality by programming (?)) to tell gekko that only e. g. 50% of the current balance should be used for every trade! If yes, where can I change this behaviour?

Many thanks for your support.

Best regards,
Christian


RE: Proportional Balance - susitronix - 02-16-2018

This is a fundamental behaviour.
Sorry i guess right now its impossible to implement, because this is a cery complex task.
It would require to redesign the whole frontend (Portofoliomanager) and everything related to it.

Thats one thing not possible yet.
The other one is:
>>>Gekko should only be used for ONE PAIR per Exchange.
If you poll a Exchange twice at the same time THEN you could get BANNED from your Account!

Since you can Backtest Your.Strategies makes it simple to compare Forex/Crypto.
I guess if you can backtest Forex data, then you can also trade with and compare. test