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[TUT] STRATEGIE #4 TULIP: MA, MACD, STOCH, RSI [SHARE] - Printable Version

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+--- Thread: [TUT] STRATEGIE #4 TULIP: MA, MACD, STOCH, RSI [SHARE] (/thread-57011.html)

[TUT] STRATEGIE #4 TULIP: MA, MACD, STOCH, RSI [SHARE] - susitronix - 04-30-2018

In this tutorial you can learn how to setup indicators.

>>>i have randoomly choosen Tulip indicators but it could be eny avilable indicators for gekko.
>>>>>the test results are all in the same uptrend/period and should only show the trigger points.
>>>>>>>WARNING THESE STRATEGIES ARE NOT PROFITABLE ENOUGH OVER TIME.
(((((it needs more than one indicator-if-statement to become a profitable trader)))))

Some indicators have two or three options (user input averaging length) and more than one output.
In this case, Arrays are used to set the inputs or read the output values.

First a simple RSI (realtime strength index) with one input/output
////////Test results: BASSic RSI

Code:
/*
BASSic tulip_RSI
*/

var _ = require('lodash');
var log = require('../core/log.js');
var config = require('../core/util.js').getConfig();

var strat = {};

strat.init = function () {
    //add candle.close
    price =
        {
            close: 0//this.candle
        };
    this.price = price;

    logic =
        {
            longpos: false
        };
    this.logic = logic;

    //first fetch settings from .toml
    var customRSIsettings = this.settings.RSI;

    // define the indicators we need     //move the settings into >>>rsi input length
    this.addTulipIndicator('myrsi', 'rsi', customRSIsettings);
}

strat.update = function (candle) {

}

strat.log = function () {

}

strat.check = function (candle) {
    //update price.close
    this.price.close = this.candle.close;

    //update the indicator before using it
    var resultRSI = this.tulipIndicators.myrsi.result.result;

    //lets trade...
    if (resultRSI > this.settings.trsRSI.high && this.logic.longpos !== false) {
        this.logic.longpos = false;
        this.advice('short');
        log.debug('goShort price ' + this.price.close + '  rsi ' + resultRSI.toFixed(2));
    }
    else if (resultRSI < this.settings.trsRSI.low && this.logic.longpos !== true) {
        this.logic.longpos = true;
        this.advice('long');
        log.debug('goLong price ' + this.price.close + '  rsi ' + resultRSI.toFixed(2));
    }
}

module.exports = strat;
use your editor and load a existing gekko strategie.js file from the gekko folder (gekko/strategies/.....)
>select all and delete the content
>>copy/paste my example code strat above
>>>Save as: rename to:
>>>>tulip_RSI.js //and save

WARNIG: MY CODE INDENTS HAVE BEEN BIT  MESSED UP HERE
JUST: in your editor right-click choose [format document] before save...

Code:
[RSI]
optInTimePeriod = 15

[trsRSI]
high = 71
low = 28

#_try_1min_candles_#
#_binance_BTC_USDT_#
use your editor and load a existing gekko strategie.toml file from the gekko folder (gekko/config/strategies/.....)
>select all and delete the content
>>copy/paste my example code user settings above
>>>Save as: rename to:
>>>>tulip_RSI.toml
>>>>>Save as type //<<<SELECT TYPE: ALL FILES (SCROLL UP TO FIND IT..!)


The MA (Moving avereage) with two MAs looking for the crossing point.
//////////test results: BASSic MA

Code:
/*
BASSic tulip_MA
*/

var _ = require('lodash');
var log = require('../core/log.js');
var config = require('../core/util.js').getConfig();

var strat = {};

strat.init = function () {
    //add candle.close
    price =
        {
            close: 0//this.candle
        };
    this.price = price;

    logic =
        {
            longpos: false
        };
    this.logic = logic;

    //first fetch settings from .toml
    var customMAfastsettings = this.settings.MA_Fast;
    var customMAslowsettings = this.settings.MA_Slow;

    // define the indicators we need     //move the settings into >>>rsi input length
    this.addTulipIndicator('mafast', 'sma', customMAfastsettings);
    this.addTulipIndicator('maslow', 'sma', customMAslowsettings);
}

strat.update = function (candle) {

}

strat.log = function () {

}

strat.check = function (candle) {
    //update price.close
    this.price.close = this.candle.close;

    //update the indicator before using it
    var resultMAfast = this.tulipIndicators.mafast.result.result;
    var resultMAslow = this.tulipIndicators.maslow.result.result;

    //lets trade...
    if (resultMAslow > resultMAfast && this.logic.longpos !== false) {
        this.logic.longpos = false;
        this.advice('short');
        log.debug('goShort price ' + this.price.close + '  maS ' + resultMAslow.toFixed(2) + '  maF ' + resultMAfast.toFixed(2));
    }
    else if (resultMAslow < resultMAfast && this.logic.longpos !== true) {
        this.logic.longpos = true;
        this.advice('long');
        log.debug('goLong price ' + this.price.close + '  maS ' + resultMAslow.toFixed(2) + '  maF ' + resultMAfast.toFixed(2));
    }
}

module.exports = strat;
>>>>save as tulip_MA.js

Code:
[MA_Fast]
optInTimePeriod = 50

[MA_Slow]
optInTimePeriod = 100

#_try_15min_candles_#
#_binance_BTC_USDT_#
>>>>save as tulip_MA.toml

It is the same setup as for the RSI, only dual.

the MACD has more options and outputs, but which ones??
In the gekko folder:
Code:
C:\Users.....\gekko\core
looking for tulind.js
>>>thats all we need for the configuration.

more information:

tulip bindings for node.js
tulip indicators

//////////test results: BASSic MACD
Code:
/*
BASSic tulip_MACD
*/

var _ = require('lodash');
var log = require('../core/log.js');
var config = require('../core/util.js').getConfig();

var strat = {};

strat.init = function () {
    //add candle.close
    price =
        {
            close: 0//this.candle
        };
    this.price = price;

    logic =
        {
            longpos: false
        };
    this.logic = logic;

    //first fetch settings from .toml
    var customMACDsettings = this.settings.MACD;

    // define the indicators we need     //move the settings into >>>macd input length
    this.addTulipIndicator('mymacd', 'macd', customMACDsettings);
}

strat.update = function (candle) {

}

strat.log = function () {

}

strat.check = function (candle) {
    //update price.close
    this.price.close = this.candle.close;

    //update the indicator before using it
    var resultMACD = this.tulipIndicators.mymacd.result;

    //lets trade...
    if (resultMACD.macd > resultMACD.macdSignal && this.logic.longpos !== false) {
        this.logic.longpos = false;
        this.advice('short');
        log.debug('goShort price ' + this.price.close + '  mc ' + resultMACD.macd.toFixed(2) + '  m.sig ' + resultMACD.macdSignal.toFixed(2));
    }
    else if (resultMACD.macd < resultMACD.macdSignal && this.logic.longpos !== true) {
        this.logic.longpos = true;
        this.advice('long');
        log.debug('goLong price ' + this.price.close + '  mc ' + resultMACD.macd.toFixed(2) + '  m.sig ' + resultMACD.macdSignal.toFixed(2));
    }
}

module.exports = strat;
>>>>save as tulip_MACD.js

Code:
[MACD]
optInFastPeriod = 25
optInSlowPeriod = 50
optInSignalPeriod = 30

#_try_15min_candles_#
#_Binance_BTC_USDT_#
>>>>save as tulip_MACD.toml

lets have a look at the tulind.js file (library).
Its long. Use the Find function in your editor:
>>>Ctrl+F
>>>>>type macd and hit enter
Code:
methods.macd = {
   requires: ['optInFastPeriod', 'optInSlowPeriod', 'optInSignalPeriod'],
   create: (params) => {
       verifyParams('macd', params);

       return (data, callback) => execute(callback, {
           indicator: tulind.indicators.macd,
           inputs: [data.close],
           options: [params.optInFastPeriod, params.optInSlowPeriod, params.optInSignalPeriod],
           results: ['macd', 'macdSignal', 'macdHistogram'],
       });
   }
}
Its a bit hard to understand  but we only need the options.
Above it says "requires".

As you learnd in my TUT #2
>>>>>the squared bracket designate  ARRAYs (number-chains).

Code:
['optInFastPeriod', 'optInSlowPeriod', 'optInSignalPeriod']

and the outputs:
Code:
['macd', 'macdSignal', 'macdHistogram']

In the options array, are objects that have a name and a value associated to it.
If we map the user.settings we can use the array name. thats the quick n dirty way:
Code:
var customMACDsettings = this.settings.MACD;
 
now we move the whole array into the indicator:
Code:
this.addTulipIndicator('mymacd', 'macd', customMACDsettings);
the order would be the same as we set it up in the setttings.

For the results we would use the right object:

Code:
resultMACD.macd
resultMACD.macdSignal
resultMACD.macdHistogram

>>>Remember if you want to use it globally, you must first make a global object out of it. TUT #1


The Stoch oscillator has also multiple options/outputs.
//////////test results: BASSic STOCH

Code:
/*
BASSic tulip_STOCH
*/

var _ = require('lodash');
var log = require('../core/log.js');
var config = require('../core/util.js').getConfig();

var strat = {};

strat.init = function () {
    //add candle.close
    price =
        {
            close: 0//this.candle
        };
    this.price = price;

    logic =
        {
            longpos: false
        };
    this.logic = logic;

    //first fetch settings from .toml
    var customSTOCHsettings = this.settings.STOCH;

    // define the indicators we need     //move the settings into >>>rsi input length
    this.addTulipIndicator('mystoch', 'stoch', customSTOCHsettings);
}

strat.update = function (candle) {

}

strat.log = function () {

}

strat.check = function (candle) {
    //update price.close
    this.price.close = this.candle.close;

    //update the indicator before using it
    var resultSTOCH = this.tulipIndicators.mystoch.result;

    //lets trade...
    if (resultSTOCH.stochD > this.settings.trsSTOCH.high && this.logic.longpos !== false) {
        this.logic.longpos = false;
        this.advice('short');
        log.debug('goShort price ' + this.price.close + '  stochD ' + resultSTOCH.stochD.toFixed(2));
    }
    else if (resultSTOCH.stochD < this.settings.trsSTOCH.low && this.logic.longpos !== true) {
        this.logic.longpos = true;
        this.advice('long');
        log.debug('goLong price ' + this.price.close + '  stochD ' + resultSTOCH.stochD.toFixed(2));
    }
}

module.exports = strat;
>>>>save as tulip_STOCH.js

[url=https://forum.gekko.wizb.it/thread-57009.html][/url]
Code:
[STOCH]
optInFastKPeriod = 30
optInSlowKPeriod = 4
optInSlowDPeriod = 4

[trsSTOCH]
high = 80
low = 20

#_try_8min_candles_#
#_binance_BTC_USDT_#
>>>>save as tulip_STOCH.toml


Code:
methods.stoch = {
   requires: ['optInFastKPeriod', 'optInSlowKPeriod', 'optInSlowDPeriod'],
   create: (params) => {
       verifyParams('stoch', params);

       return (data, callback) => execute(callback, {
           indicator: tulind.indicators.stoch,
           inputs: [data.high, data.low, data.close],
           options: [params.optInFastKPeriod, params.optInSlowKPeriod, params.optInSlowDPeriod],
           results: ['stochK', 'stochD'],
       });
   }
}
The options and outputs are a bit different.
I have tryed other indicators but the test results were aweful
>>> THUS THIS BASSic TULIP STRATs, AS THEY ARE, WOULD BE USED FOR SHORTTERM TRADING
>>>>>OTHER INDICATORS COULD BE USEFULL FOR LONGTERM TREND INDICATION. let me know...
___________________________________________________________________________

In the previous TUTs, we have created utilities for a preset strat.
here we learnd how to setup indicators.

In the next TUTs we will beginn to build our strat.

RE: [TUT] STRATEGIE #4 TULIP: MA, MACD, STOCH, RSI [SHARE] - Justaotheruser - 08-08-2018

can I have multiple indicator's ? and how to combine multiple indicators ? I guess that just a mather how good your programm skills are ?
Is it possible to have a bear/bull trend in any indicator ?
Last question. Do i need the indicator EMA for the MACD ?