[TUT] STRATEGIE #5 dynamique stoploss [SHARE]

[susitronix]

if someone using the gekko CLI-version (terminal) then here is the strategie settings:

Code:

//here you can choose a name for this strategie: (>>>trendatron_tut5)
config.trendatron_tut5 = {

  "___stop_abs____" : {
     "abs_exp" : -250,
     "stop_abs" : -1.7
  },
  "_backtest_start_" : {
     "_minute" : 38,
     "__________day" : 1,
     "candle_size" : 1,
     "______month" : 4,
     "_____hour" : 18
  },
  "RSI" : {
     "optInTimePeriod" : 30
  },
  "trsRSI" : {
     "high" : 68,
     "low" : 30
  },
  "___trendatron___" : {
     "__longPos" : "false"
  }
}

first copie paste into your code editor (notepad++ or Visual Studio Code)
then its always wise to make:
>>>>>format document...
(right click and select: "format document")
then copie/paste into your sample-config.js >>>>>under "CONFIGURING TRADING ADVICE".

offcourse you may want to make all other settings in this config...

the config then looks like this:

Code:

// Everything is explained here:
// @link https://gekko.wizb.it/docs/commandline/plugins.html

var config = {};

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                          GENERAL SETTINGS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.debug = true; // for additional logging / debugging

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                         WATCHING A MARKET
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.watch = {

 // see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
 exchange: 'poloniex',
 currency: 'USDT',
 asset: 'BTC',

 // You can set your own tickrate (refresh rate).
 // If you don't set it, the defaults are 2 sec for
 // okcoin and 20 sec for all other exchanges.
 // tickrate: 20
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.tradingAdvisor = {
 enabled: true,
 method: 'MACD',
 candleSize: 60,
 historySize: 10,
}

//TRENDATRON TUTORIAL EXAMPLE STRATEGIE CONFIG
config.trendatron_tut5 = {

  "___stop_abs____" : {
     "abs_exp" : -250,
     "stop_abs" : -1.7
  },
  "_backtest_start_" : {
     "_minute" : 38,
     "__________day" : 1,
     "candle_size" : 1,
     "______month" : 4,
     "_____hour" : 18
  },
  "RSI" : {
     "optInTimePeriod" : 30
  },
  "trsRSI" : {
     "high" : 68,
     "low" : 30
  },
  "___trendatron___" : {
     "__longPos" : "false"
  }
}

// Exponential Moving Averages settings:
config.DEMA = {
 // EMA weight (α)
 // the higher the weight, the more smooth (and delayed) the line
 weight: 21,
 // amount of candles to remember and base initial EMAs on
 // the difference between the EMAs (to act as triggers)
 thresholds: {
   down: -0.025,
   up: 0.025
 }
};

// MACD settings:
config.MACD = {
 // EMA weight (α)
 // the higher the weight, the more smooth (and delayed) the line
 short: 10,
 long: 21,
 signal: 9,
 // the difference between the EMAs (to act as triggers)
 thresholds: {
   down: -0.025,
   up: 0.025,
   // How many candle intervals should a trend persist
   // before we consider it real?
   persistence: 1
 }
};

// PPO settings:
config.PPO = {
 // EMA weight (α)
 // the higher the weight, the more smooth (and delayed) the line
 short: 12,
 long: 26,
 signal: 9,
 // the difference between the EMAs (to act as triggers)
 thresholds: {
   down: -0.025,
   up: 0.025,
   // How many candle intervals should a trend persist
   // before we consider it real?
   persistence: 2
 }
};

// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish
// Uses settings from the ppo and momentum indicator config block
config.varPPO = {
 momentum: 'TSI', // RSI, TSI or UO
 thresholds: {
   // new threshold is default threshold + PPOhist * PPOweight
   weightLow: 120,
   weightHigh: -120,
   // How many candle intervals should a trend persist
   // before we consider it real?
   persistence: 0
 }
};

// RSI settings:
config.RSI = {
 interval: 14,
 thresholds: {
   low: 30,
   high: 70,
   // How many candle intervals should a trend persist
   // before we consider it real?
   persistence: 1
 }
};

// TSI settings:
config.TSI = {
 short: 13,
 long: 25,
 thresholds: {
   low: -25,
   high: 25,
   // How many candle intervals should a trend persist
   // before we consider it real?
   persistence: 1
 }
};

// Ultimate Oscillator Settings
config.UO = {
 first: {weight: 4, period: 7},
 second: {weight: 2, period: 14},
 third: {weight: 1, period: 28},
 thresholds: {
   low: 30,
   high: 70,
   // How many candle intervals should a trend persist
   // before we consider it real?
   persistence: 1
 }
};

// CCI Settings
config.CCI = {
   constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit
   history: 90, // history size, make same or smaller than history
   thresholds: {
       up: 100, // fixed values for overbuy upward trajectory
       down: -100, // fixed value for downward trajectory
       persistence: 0 // filter spikes by adding extra filters candles
   }
};

// StochRSI settings
config.StochRSI = {
 interval: 3,
 thresholds: {
   low: 20,
   high: 80,
   // How many candle intervals should a trend persist
   // before we consider it real?
   persistence: 3
 }
};


// custom settings:
config.custom = {
 my_custom_setting: 10,
}

config['talib-macd'] = {
 parameters: {
   optInFastPeriod: 10,
   optInSlowPeriod: 21,
   optInSignalPeriod: 9
 },
 thresholds: {
   down: -0.025,
   up: 0.025,
 }
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       CONFIGURING PLUGINS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

// do you want Gekko to simulate the profit of the strategy's own advice?
config.paperTrader = {
 enabled: true,
 // report the profit in the currency or the asset?
 reportInCurrency: true,
 // start balance, on what the current balance is compared with
 simulationBalance: {
   // these are in the unit types configured in the watcher.
   asset: 1,
   currency: 100,
 },
 // how much fee in % does each trade cost?
 feeMaker: 0.15,
 feeTaker: 0.25,
 feeUsing: 'maker',
 // how much slippage/spread should Gekko assume per trade?
 slippage: 0.05,
}

config.performanceAnalyzer = {
 enabled: true,
 riskFreeReturn: 5
}

// Want Gekko to perform real trades on buy or sell advice?
// Enabling this will activate trades for the market being
// watched by `config.watch`.
config.trader = {
 enabled: false,
 key: '',
 secret: '',
 username: '', // your username, only required for specific exchanges.
 passphrase: '', // GDAX, requires a passphrase.
 orderUpdateDelay: 1, // Number of minutes to adjust unfilled order prices
}

config.adviceLogger = {
 enabled: false,
 muteSoft: true // disable advice printout if it's soft
}

config.pushover = {
 enabled: false,
 sendPushoverOnStart: false,
 muteSoft: true, // disable advice printout if it's soft
 tag: '[GEKKO]',
 key: '',
 user: ''
}

// want Gekko to send a mail on buy or sell advice?
config.mailer = {
 enabled: false,       // Send Emails if true, false to turn off
 sendMailOnStart: true,    // Send 'Gekko starting' message if true, not if false

 email: '',    // Your Gmail address
 muteSoft: true, // disable advice printout if it's soft

 // You don't have to set your password here, if you leave it blank we will ask it
 // when Gekko's starts.
 //
 // NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
 // make sure you looked at the code or trust the maintainer of this bot when you
 // fill in your email and password.
 //
 // WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
 // guarantuee that your email address & password are safe!

 password: '',       // Your Gmail Password - if not supplied Gekko will prompt on startup.

 tag: '[GEKKO] ',      // Prefix all email subject lines with this

           //       ADVANCED MAIL SETTINGS
           // you can leave those as is if you
           // just want to use Gmail

 server: 'smtp.gmail.com',   // The name of YOUR outbound (SMTP) mail server.
 smtpauth: true,     // Does SMTP server require authentication (true for Gmail)
         // The following 3 values default to the Email (above) if left blank
 user: '',       // Your Email server user name - usually your full Email address 'me@mydomain.com'
 from: '',       // 'me@mydomain.com'
 to: '',       // 'me@somedomain.com, me@someotherdomain.com'
 ssl: true,        // Use SSL (true for Gmail)
 port: '',       // Set if you don't want to use the default port
}

config.pushbullet = {
   // sends pushbullets if true
 enabled: false,
   // Send 'Gekko starting' message if true
 sendMessageOnStart: true,
   // disable advice printout if it's soft
 muteSoft: true,
   // your pushbullet API key
 key: 'xxx',
   // your email, change it unless you are Azor Ahai
 email: 'jon_snow@westeros.org',
   // will make Gekko messages start mit [GEKKO]
 tag: '[GEKKO]'
};

config.kodi = {
 // if you have a username & pass, add it like below
 // http://user:pass@ip-or-hostname:8080/jsonrpc
 host: 'http://ip-or-hostname:8080/jsonrpc',
 enabled: false,
 sendMessageOnStart: true,
}

config.ircbot = {
 enabled: false,
 emitUpdates: false,
 muteSoft: true,
 channel: '#your-channel',
 server: 'irc.freenode.net',
 botName: 'gekkobot'
}

config.telegrambot = {
 enabled: false,
 token: 'YOUR_TELEGRAM_BOT_TOKEN',
};

config.twitter = {
   // sends pushbullets if true
 enabled: false,
   // Send 'Gekko starting' message if true
 sendMessageOnStart: false,
   // disable advice printout if it's soft
 muteSoft: false,
 tag: '[GEKKO]',
   // twitter consumer key
 consumer_key: '',
   // twitter consumer secret
 consumer_secret: '',
   // twitter access token key
 access_token_key: '',
   // twitter access token secret
 access_token_secret: ''
};

config.xmppbot = {
 enabled: false,
 emitUpdates: false,
 client_id: 'jabber_id',
 client_pwd: 'jabber_pw',
 client_host: 'jabber_server',
 client_port: 5222,
 status_msg: 'I\'m online',
 receiver: 'jabber_id_for_updates'
}

config.campfire = {
 enabled: false,
 emitUpdates: false,
 nickname: 'Gordon',
 roomId: null,
 apiKey: '',
 account: ''
}

config.redisBeacon = {
 enabled: false,
 port: 6379, // redis default
 host: '127.0.0.1', // localhost
   // On default Gekko broadcasts
   // events in the channel with
   // the name of the event, set
   // an optional prefix to the
   // channel name.
 channelPrefix: '',
 broadcast: [
   'candle'
 ]
}

config.slack = {
 enabled: false,
 token: '',
 sendMessageOnStart: true,
 muteSoft: true,
 channel: '' // #tradebot
}

config.ifttt = {
 enabled: false,
 eventName: 'gekko',
 makerKey: '',
 muteSoft: true,
 sendMessageOnStart: true
}

config.candleWriter = {
 enabled: false
}

config.adviceWriter = {
 enabled: false,
 muteSoft: true,
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       CONFIGURING ADAPTER
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.adapter = 'sqlite';

config.sqlite = {
 path: 'plugins/sqlite',

 dataDirectory: 'history',
 version: 0.1,

 journalMode: require('./web/isWindows.js') ? 'DELETE' : 'WAL',

 dependencies: []
}

 // Postgres adapter example config (please note: requires postgres >= 9.5):
config.postgresql = {
 path: 'plugins/postgresql',
 version: 0.1,
 connectionString: 'postgres://user:pass@localhost:5432', // if default port
 database: null, // if set, we'll put all tables into a single database.
 schema: 'public',
 dependencies: [{
   module: 'pg',
   version: '6.1.0'
 }]
}

// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested)
config.mongodb = {
 path: 'plugins/mongodb',
 version: 0.1,
 connectionString: 'mongodb://localhost/gekko', // connection to mongodb server
 dependencies: [{
   module: 'mongojs',
   version: '2.4.0'
 }]
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       CONFIGURING BACKTESTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

// Note that these settings are only used in backtesting mode, see here:
// @link: https://gekko.wizb.it/docs/commandline/backtesting.html

config.backtest = {
 daterange: 'scan',
// daterange: {
//   from: "2018-03-01",
//   to: "2018-04-28"
//},
 batchSize: 50
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       CONFIGURING IMPORTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.importer = {
 daterange: {
   // NOTE: these dates are in UTC
   from: "2017-11-01 00:00:00",
   to: "2017-11-20 00:00:00"
 }
}

// set this to true if you understand that Gekko will
// invest according to how you configured the indicators.
// None of the advice in the output is Gekko telling you
// to take a certain position. Instead it is the result
// of running the indicators you configured automatically.
//
// In other words: Gekko automates your trading strategies,
// it doesn't advice on itself, only set to true if you truly
// understand this.
//
// Not sure? Read this first: https://github.com/askmike/gekko/issues/201
config['I understand that Gekko only automates MY OWN trading strategies'] = false;

module.exports = config;

save the config. you can now>>>>>save as >>>config.js
or:

Code:

myStratName_7min_myCoinPair_myBlaBla.js

you can read about how to modify your config.js here:
gekko cli version tutorial