02-10-2019, 12:05 PM
Hi everybody,
on papertrade and livetrade Gekko always buys asset using only the 95% of your total balance.
The reason why this is necessary it's clear --> https://github.com/askmike/gekko/issues/2434
The inconsistency I tried to solve regards the backtesting function, beacuse it assumes you always trade the 100% of your balance. So the backtesting "brain" works differently from the papertrade and live trade "brain". The side effect is in the image attached: in this particular case there is an overestimation of the results by the backtesting function. I didn't considered fees for the sake of simplicity.
Now we got a slight overestimation of the total profit, but we got just 3 roundtrips... what would happen if we would have thousands of them??
Image.jpg (Size: 78.84 KB / Downloads: 5)
So i modified the plugins\paperTrade.js file and I put a 0.95 factor at line 83 and 84, in order to make the backtesting "brain" working as the livetrade/papertrade one.
My question is: do you think am I messing up/forgetting something else?
Hope this is gonna be helpful also for other people that are not aware of this 0.95 stuff.
Thanks!
on papertrade and livetrade Gekko always buys asset using only the 95% of your total balance.
The reason why this is necessary it's clear --> https://github.com/askmike/gekko/issues/2434
The inconsistency I tried to solve regards the backtesting function, beacuse it assumes you always trade the 100% of your balance. So the backtesting "brain" works differently from the papertrade and live trade "brain". The side effect is in the image attached: in this particular case there is an overestimation of the results by the backtesting function. I didn't considered fees for the sake of simplicity.
Now we got a slight overestimation of the total profit, but we got just 3 roundtrips... what would happen if we would have thousands of them??
Image.jpg (Size: 78.84 KB / Downloads: 5)
So i modified the plugins\paperTrade.js file and I put a 0.95 factor at line 83 and 84, in order to make the backtesting "brain" working as the livetrade/papertrade one.
My question is: do you think am I messing up/forgetting something else?
Code:
cost = (1 - this.fee) * this.portfolio.currency * 0.95;
this.portfolio.asset += this.extractFee(this.portfolio.currency/ this.price) * 0.95;
amount = this.portfolio.asset;
this.portfolio.currency = 0;Hope this is gonna be helpful also for other people that are not aware of this 0.95 stuff.
Thanks!