04-18-2018, 12:14 AM
(04-13-2018, 11:05 PM)zappra Wrote: Yep I've tried a "soft" stop by monitoring the close price of 1 minute candles. Trouble is of course, cryptos can move a lot in 1 minute which means your actual losses vary a lot.
Yes, this is looking like a major impediment for Gekko.
Using candles as the 'hard right edge' of the chart means you'll be losing more than just a little to slippage. The higher the time frame the worse the slippage.
As I mentioned in another thread, using 1-minute candles and larger moving averages (or whatever your indicator uses) seems to fix a number of problems. But it still isn't perfect. Lots of trades can happen in a minute.
Candles are for people to look at, not computers. If you can't see the prices coming in as the current candle builds you (and your strategy) are at a disadvantage.
Live trading needs to watch the ticks. Back testing does too.
Waiting for a 15-minute candle to complete when it has signaled a buy or sell in its first minute doesn't make sense. It means potentially large losses.