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+--- Thread: ADX issue (/thread-57844.html)
ADX issue - batssmasher - 02-01-2019
I am using ADX in my strat but i found that every time i restart gekko or greenGekko , ADX must wait till it get all live data from the exchange first before it start using it even if you restart gekko with no time between . but other indicators like RSI doesnot do that . it read the previous candle values and calulate it .
and that is a big issue if you use 4 hour candle and ADX with 14 period . you would wait days before gekko start trading ,
poc :
1-use adx 14 period and rsi 14 period and run gekko or import the most recent data from exchange .
2- console log adx value and rsi value to the screen and wait till both start showing values
3- restart gekko
you will find that rsi keep showing and calculating its value while adx MUST wait for another 14 candles to start printing value again
right now i am using work around to save adx value to a file and read from there as i am using multi time frames wth 4 Hours and i cant wait days till my trade kicks in
RE: ADX issue - batssmasher - 02-03-2019
have anyone tried this and confirm ?
RE: ADX issue - mark.sch - 02-04-2019
Hi batssmasher,
the history warmup should work in both your mentioned Gekko projects. I assume you run from command line and have set the necessary historySize in your config file, correct?
On RSI you get values with a couple of candes already, but they are misleading when the warmup is not working correctly, so I think it is not an ADX only warmup issue.
You could console.log the amount of strategy update and check function calls. The difference between the check and the update counter is your warmup period.
RE: ADX issue - batssmasher - 02-06-2019
Thanks Mark for your reply .
The max required amount of any period of indiceator is EMA 50 in 4H fucntion and the candle side is 1 Min . so i would need 12000 Mins from previous data to get correct results .
gekko only can allow ~5100 and then starts throwing errs.
so i am importing the last 2 month data to feed geeko warm up but that will be limited to 5100 Mins only
for now i am getting away from adx till there is a soultion