[Share] RSI-BB-ADX with candlebatcher

[Shrike998]

Hi - great addition to an already great strat!

Could someone tell me hw to set this up to batch back test in gekkoga as it seems to crash when i try 1 min candles., which is the whole point of this strat..

heres my gekkoga config so far:

Code:

const randomExt = require('random-ext');

const config = {
stratName: 'RSI_BULL_BEAR_ADX_CANDLEB',
gekkoConfig: {
  watch: {
    exchange: 'binance',
    currency: 'USDT',
    asset: 'BTC'
  },

   //daterange: 'scan',

daterange: {
    from: '2017-09-17 09:00',
    to: '2019-02-01 00:00'
    },

  simulationBalance: {
    'asset': 0.022,
    'currency': 50
  },

  slippage: 0.1,
  feeTaker: 0.075,
  feeMaker: 0.075,
  feeUsing: 'maker', // maker || taker

},
apiUrl: 'http://localhost:3000',

// Population size, better reduce this for larger data
populationAmt: 4,

//  How many completely new units will be added to the population (populationAmt * variation must be a whole number!!)
variation: 2,

// How many components maximum to mutate at once
mutateElements: 1,

// How many parallel queries to run at once
parallelqueries: 4,
 
// Min sharpe to consider in the profitForMinSharpe main objective
minSharpe: 0,

// profit || score || profitForMinSharpe
// score = ideas? feedback?
// profit = recommended!
// profitForMinSharpe = same as profit but sharpe will never be lower than minSharpe
mainObjective: 'score',

// optionally recieve and archive new all time high every new all time high
notifications: {
  email: {
    enabled: false,
    receiver: '',
    senderservice: 'gmail',
    sender: '',
    senderpass: '',
  },
},

candleValues: [1, 5, 10, 30],

getProperties: () => ({

  candleSize: randomExt.pick(config.candleValues),
  historySize: 1000,

  //# SMA INDICATOR
  SMA_long: randomExt.integer(20,1)*50,
  SMA_short: randomExt.integer(50,2),
  SMA_Timeframe: randomExt.integer(20, 1)*1,

  //# RSI BULL / BEAR
  BULL_RSI: randomExt.integer(50,5),
  BULL_RSI_high: randomExt.integer(100,50),
  BULL_RSI_low: randomExt.integer(50,0),
  BULL_RSI_Timeframe: randomExt.integer(20, 1)*1,

  BEAR_RSI: randomExt.integer(50,5),
  BEAR_RSI_high: randomExt.integer(100,50),
  BEAR_RSI_low: randomExt.integer(50,0),
  BEAR_RSI_Timeframe: randomExt.integer(20, 1)*1,

  //# MODIFY RSI (depending on ADX)
  BULL_MOD_high: randomExt.integer(15,0),
  BULL_MOD_low: randomExt.integer(0,-15),
  BEAR_MOD_high: randomExt.integer(15,0),
  BEAR_MOD_low: randomExt.integer(0,-15),

  //# ADX
  ADX: randomExt.integer(20,0),
  ADX_high: randomExt.integer(100,50),
  ADX_low: randomExt.integer(50,0),
  ADX_Timeframe: randomExt.integer(20, 1)*1,

  Stoploss_Percentage: randomExt.integer(100, 0),

})
};

module.exports = config;