Can Gekko make decisions based on purely OCHL?
Quote:So, what I need to do is on the smallest time frame (5 minutes for poloniex, right?) go long if current 5 minute candle high > previous DAILY candle's high, or else if it is not, do nothing until next 5 minute candle.

if you run your strategy with a candleSize of 5 minutes Gekko will feed it 5 minute candles. So this solves your first problem. As for daily candles:

The beauty of big candles is that you can build them if you have small ones: Gekko will give you 5 minute candles and you can aggregate them into daily candles, in your case you are only really interested in the highest high of all 5 minute candles of the day before. So you need to set up your strategy so it does a few things on every candle:

1. store the high in case it's higher than any other high of today.
2. check if the current high is higher than any high from yesterday (which you stored in step 1).

Quote:Does the stop loss have to be a trailing stop loss? and can you use price numbers (like 5.00 USDT below previous D candle high) instead of percentages?

if you want complex stop behavior just watch the price however you want inside your strategy and trigger the sell manually. Gekko's stop loss is a standard trailing stop that is simply helping strategies who want default behaviour. Everyone else can simply code their own stops inside their strategy.

Quote:Also, if the stop loss can check the market every X seconds, why does everything else in Gekko have to wait minimum 1 minute intervals before reading price?

There are a lot of things within Gekko that happen in less than 1 minute intervals. But the market data your strategy receives is limited to candles, and the minimum candle size is 1 minute. Read this:

Quote:I watched the video by the way, it was helpful, but I still have several questions about some things that weren't really covered.

Feel free to ask them!

Messages In This Thread
RE: Can Gekko make decisions based on purely OCHL? - by askmike - 10-19-2018, 04:24 AM
보증업체 - by danggen - 04-14-2021, 03:38 AM
안전공원 - by danggen - 04-14-2021, 03:39 AM
mtom - by mtom78632 - 07-31-2021, 10:27 AM
TT - by mtom78632 - 08-12-2021, 11:07 AM
mto,mm - by mtom78632 - 09-01-2021, 08:51 AM

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