Proportional Balance - Printable Version +- Gekko Forum (https://forum.gekko.wizb.it) +-- Forum: Gekko (https://forum.gekko.wizb.it/forum-13.html) +--- Forum: Strategy Development (https://forum.gekko.wizb.it/forum-12.html) +--- Thread: Proportional Balance (/thread-1499.html) |
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 |