01-10-2018, 08:57 AM
I haven't found a way to do this within gekko, but ran a second node server on a different port with a simple REST API to store any information on each coin that I want to pass between strategies.
The downside of looking at multiple currency pairs is you can't use the paper trader with them as it would have to run through multiple data sets simultaneously - you have to bite the bullet and test them live! I've not actually tested mine as I've learnt from the paper trader that no strategy is ever as good as you hope it will be!
My thought was simply take the gradient of a normalised EMA across multiple currencies and make sure I am holding the three with the steepest gradient, but as above if I can't tune it I'm wary to try it live... And I'm sure someone will be able to tell me why it wouldn't work anyway.
The downside of looking at multiple currency pairs is you can't use the paper trader with them as it would have to run through multiple data sets simultaneously - you have to bite the bullet and test them live! I've not actually tested mine as I've learnt from the paper trader that no strategy is ever as good as you hope it will be!
My thought was simply take the gradient of a normalised EMA across multiple currencies and make sure I am holding the three with the steepest gradient, but as above if I can't tune it I'm wary to try it live... And I'm sure someone will be able to tell me why it wouldn't work anyway.