05-29-2018, 08:24 PM
Hey all- I've had alot of success running gekko live with strategies from this forum and others. I have this indicator that I think could be made into a profitable strategy from tradingview- It's just a few lines of code but I'm not sure how to get it up and going in Gekko. I think that the built in RSI strategy in Gekko could easily be adapted into this by someone with a little more programming knowledge than I have. It's just a few short lines of code. If anyone can help get it up and running I will do some backtesting and run genetic algorithms to find some profitable settings and share them here.
//
// @author LazyBear
// If you use this code in its orignal/modified form, do drop me a note.
//
study("Inverse Fisher Transform RSI [LazyBear]", shorttitle="IFTRSI_LB")
s=close
length=input(14, "RSI length")
lengthwma=input(9, title="Smoothing length")
calc_ifish(series, lengthwma) =>
v1=0.1*(series-50)
v2=wma(v1,lengthwma)
ifish=(exp(2*v2)-1)/(exp(2*v2)+1)
ifish
plot(calc_ifish(rsi(s, length), lengthwma), color=orange, linewidth=2)
hline(0.5, color=red)
hline(-0.5, color=green)
//
// @author LazyBear
// If you use this code in its orignal/modified form, do drop me a note.
//
study("Inverse Fisher Transform RSI [LazyBear]", shorttitle="IFTRSI_LB")
s=close
length=input(14, "RSI length")
lengthwma=input(9, title="Smoothing length")
calc_ifish(series, lengthwma) =>
v1=0.1*(series-50)
v2=wma(v1,lengthwma)
ifish=(exp(2*v2)-1)/(exp(2*v2)+1)
ifish
plot(calc_ifish(rsi(s, length), lengthwma), color=orange, linewidth=2)
hline(0.5, color=red)
hline(-0.5, color=green)