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+--- Thread: [Beginner] Undefined (/thread-57727.html)
[Beginner] Undefined - Rabberzzz - 10-20-2018
I am trying to get comfortable with gekko and Javascript to script my own strategy. I thought to begin my quest by getting an example strategy working in backtesting.
Unfortunately I couldn't get the native strategy as for the Tulip strategy to work.
When I use this for the native strategy:
Code:
var strat = {};
strat.init = function() {
var parameters = {short: 10, long: 20, signal: 9};
this.addIndicator('mynativemacd', 'MACD', parameters);
}
strat.check = function(candle) {
var result = this.indicators.mynativemacd.result;
console.log(this.indicator);
}
module.exports = strat;I got this:
Code:
______ ________ __ __ __ __ ______
/ \ / |/ | / |/ | / | / \
/$$$$$$ |$$$$$$$$/ $$ | /$$/ $$ | /$$/ /$$$$$$ |
$$ | _$$/ $$ |__ $$ |/$$/ $$ |/$$/ $$ | $$ |
$$ |/ |$$ | $$ $$< $$ $$< $$ | $$ |
$$ |$$$$ |$$$$$/ $$$$$ \ $$$$$ \ $$ | $$ |
$$ \__$$ |$$ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ |
$$ $$/ $$ |$$ | $$ |$$ | $$ |$$ $$/
$$$$$$/ $$$$$$$$/ $$/ $$/ $$/ $$/ $$$$$$/
Gekko v0.6.6
I'm gonna make you rich, Bud Fox.
2018-10-20 18:17:38 (INFO): Setting up Gekko in backtest mode
2018-10-20 18:17:38 (INFO):
2018-10-20 18:17:38 (WARN): The plugin Candle writer does not support the mode backtest. It has been disabled.
2018-10-20 18:17:38 (INFO): Setting up:
2018-10-20 18:17:38 (INFO): Trading Advisor
2018-10-20 18:17:38 (INFO): Calculate trading advice
2018-10-20 18:17:38 (INFO): Using the strategy: dump
2018-10-20 18:17:38 (INFO):
2018-10-20 18:17:38 (INFO): Setting up:
2018-10-20 18:17:38 (INFO): Paper Trader
2018-10-20 18:17:38 (INFO): Paper trader that simulates fake trades.
2018-10-20 18:17:38 (INFO):
2018-10-20 18:17:38 (INFO): Setting up:
2018-10-20 18:17:38 (INFO): Performance Analyzer
2018-10-20 18:17:38 (INFO): Analyzes performances of trades
2018-10-20 18:17:38 (INFO):
2018-10-20 18:17:38 (INFO): Scanning local history for backtestable dateranges.
2018-10-20 18:17:38 (DEBUG): Available 43199
2018-10-20 18:17:38 (DEBUG): Optimal 43198
2018-10-20 18:17:38 (INFO): Gekko is able to fully use the local history.
2018-10-20 18:17:38 (INFO): Gekko was able to find a single daterange in the locally stored history:
2018-10-20 18:17:38 (INFO): from: 2018-09-20 13:39:00
2018-10-20 18:17:38 (INFO): to: 2018-10-20 13:37:00
2018-10-20 18:17:38 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2018-10-20 18:17:38 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
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undefinedWhen I use this for the Tulip strategy:
Code:
var strat = {};
strat.init = function() {
this.addTulipIndicator('ema10', 'ema', {
optInTimePeriod: 10
});
this.addTulipIndicator('ema21', 'ema', {
optInTimePeriod: 21
});
}
strat.check = function(candle) {
const ema10 = this.tulipIndicator.ema10.result.result;
const ema21 = this.tulipIndicator.ema21.result.result;
console.log({ema10, ema21});
}
module.exports = strat;I got this:
Code:
______ ________ __ __ __ __ ______
/ \ / |/ | / |/ | / | / \
/$$$$$$ |$$$$$$$$/ $$ | /$$/ $$ | /$$/ /$$$$$$ |
$$ | _$$/ $$ |__ $$ |/$$/ $$ |/$$/ $$ | $$ |
$$ |/ |$$ | $$ $$< $$ $$< $$ | $$ |
$$ |$$$$ |$$$$$/ $$$$$ \ $$$$$ \ $$ | $$ |
$$ \__$$ |$$ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ |
$$ $$/ $$ |$$ | $$ |$$ | $$ |$$ $$/
$$$$$$/ $$$$$$$$/ $$/ $$/ $$/ $$/ $$$$$$/
Gekko v0.6.6
I'm gonna make you rich, Bud Fox.
2018-10-20 18:39:23 (INFO): Setting up Gekko in backtest mode
2018-10-20 18:39:23 (INFO):
2018-10-20 18:39:23 (WARN): The plugin Candle writer does not support the mode backtest. It has been disabled.
2018-10-20 18:39:23 (INFO): Setting up:
2018-10-20 18:39:23 (INFO): Trading Advisor
2018-10-20 18:39:23 (INFO): Calculate trading advice
2018-10-20 18:39:23 (INFO): Using the strategy: dump
2018-10-20 18:39:23 (INFO):
2018-10-20 18:39:23 (INFO): Setting up:
2018-10-20 18:39:23 (INFO): Paper Trader
2018-10-20 18:39:23 (INFO): Paper trader that simulates fake trades.
2018-10-20 18:39:23 (INFO):
2018-10-20 18:39:23 (INFO): Setting up:
2018-10-20 18:39:23 (INFO): Performance Analyzer
2018-10-20 18:39:23 (INFO): Analyzes performances of trades
2018-10-20 18:39:23 (INFO):
2018-10-20 18:39:23 (INFO): Scanning local history for backtestable dateranges.
2018-10-20 18:39:23 (DEBUG): Available 43199
2018-10-20 18:39:23 (DEBUG): Optimal 43198
2018-10-20 18:39:23 (INFO): Gekko is able to fully use the local history.
2018-10-20 18:39:23 (INFO): Gekko was able to find a single daterange in the locally stored history:
2018-10-20 18:39:23 (INFO): from: 2018-09-20 13:39:00
2018-10-20 18:39:23 (INFO): to: 2018-10-20 13:37:00
2018-10-20 18:39:23 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2018-10-20 18:39:23 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
/home/rabberzzz/gekko/node_modules/sqlite3/lib/trace.js:27
throw err;
^
TypeError: Cannot read property 'ema10' of undefined
at Base.strat.check (/home/rabberzzz/gekko/strategies/dump.js:32:36)
at Base.bound [as check] (/home/rabberzzz/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Base.propogateTick (/home/rabberzzz/gekko/plugins/tradingAdvisor/baseTradingMethod.js:167:10)
at Base.bound [as propogateTick] (/home/rabberzzz/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Base.calculateSyncIndicators (/home/rabberzzz/gekko/plugins/tradingAdvisor/baseTradingMethod.js:129:8)
at Base.bound [as calculateSyncIndicators] (/home/rabberzzz/gekko/node_modules/lodash/dist/lodash.js:729:21)
at afterAsync (/home/rabberzzz/gekko/plugins/tradingAdvisor/baseTradingMethod.js:94:10)
at asyncIndicatorRunner.processCandle (/home/rabberzzz/gekko/plugins/tradingAdvisor/baseTradingMethod.js:105:7)
at /home/rabberzzz/gekko/plugins/tradingAdvisor/asyncIndicatorRunner.js:103:5
at /home/rabberzzz/gekko/node_modules/lodash/dist/lodash.js:5144:23
--> in Database#all('\n SELECT * from candles_EUR_ETH\n WHERE start <= 1538314739 AND start >= 1538311740\n ORDER BY start ASC\n ', [Function])
at Reader.get (/home/rabberzzz/gekko/plugins/sqlite/reader.js:98:11)
at Reader.bound [as get] (/home/rabberzzz/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Market.get (/home/rabberzzz/gekko/core/markets/backtest.js:61:15)
at Market.bound [as get] (/home/rabberzzz/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Market.processCandles (/home/rabberzzz/gekko/core/markets/backtest.js:105:10)
at bound (/home/rabberzzz/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Statement.<anonymous> (/home/rabberzzz/gekko/plugins/sqlite/reader.js:108:5)I have searched every post I could find on undefined outcome or undefined property, but still I couldn't find the solution.
Does someone got an idea?
RE: [Beginner] Undefined - askmike - 10-21-2018
Hey! Both of these problems are because of you logging a non existing variable.
Unfortunately open source Gekko requires you to build strategies in javascript, here are your two ways forward:
- Try to get a better understanding of javascript, I recommend a course like https://www.codecademy.com/
- Check out my new project called Gekko Plus: https://www.youtube.com/watch?v=AFyU16l6Q6c - this doesn't require you to write javascript files.
----
If you want to go ahead and javascript, these are your issues:
Code:
var result = this.indicators.mynativemacd.result;
console.log(this.indicator);You just created a variable called result, so log that instead:
Code:
console.log(result)And:
Code:
const ema10 = this.tulipIndicator.ema10.result.result;
const ema21 = this.tulipIndicator.ema21.result.result;You are missing an "s" behind "tulipIndicator". See the docs: https://gekko.wizb.it/docs/strategies/tulip_indicators.html