Default included CCI strat values wrong? Or i did not understand something...
#1
Question 
Hi Mike and others, and first really thank you for the great work on Gekko bot and its additions !

Perhaps i misunderstood something, and perhaps somebody could explain why the CCI results are not the same as i can see on tradingview with the same settings.

Here is what i did to verifiy gekko CCI indicator value against Tradingview CCI value on same period : 

1/ Choose a pair (NEO/ETH) on an exchange (BINANCE) and import 1 month data

2/ Choose an indicator (CCI), a candle size (4 hours) and history size (20 everywhere, so supposed to be 20 * 4hours candle if i'm right)

3/ Make the corresponding graph on tradingview :

[Image: Capture_du_2018_02_10_18_13_32.png]

4/ Just modify the CCI.js strat file to write date and cci value in a csv file on each candle :

Code:
       log.debug('\t', 'CCI:\t\t', cci.result.toFixed(2));
   grreadtime = candle.start.toDate();
   outtxt = grreadtime+","+0+","+cci.result.toFixed(2)+","+"-"+"\n";
    fsw.appendFileSync(this.fname, outtxt, encoding='utf8');

5/ Launch backtest (UI or CLI) and compare values to see they not correspond

examples :
  • on 2018-02-05 5:00, tradingview CCI was -58, but for Gekko it was -93 !?
  • on 2018-02-06 5:00, tradingview CCI was -176, but for Gekko it was -38 !?
  • on 2018-02-07 9:00, tradingview CCI wast +170, but for Gekko it was +134


Thanks if somewhone can explain me why or what i did wrong, all is configured with 4hours candle, 20 history : or prhaps on Tradingview it is 20 DAYS history ?
So to have same results in Gekko i should put 280 (4*6*20) to have 20 days ?
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Default included CCI strat values wrong? Or i did not understand something... - by piactif - 02-10-2018, 05:45 PM

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