VmaPredict2.js (new)
#4
(09-09-2019, 10:46 PM)PGTART Wrote:
(09-09-2019, 04:34 PM)anon.e.mous Wrote:
(09-09-2019, 04:02 PM)PGTART Wrote: new strategy based upon volume prediction and moving averages.
still tweaking it around, can do quite good to average ,but also loose a bit, overall its not a bad looser, reasonable above average

it can be found here https://github.com/PGTBoos/GekkoStrategies

Let me now your tweaking results or code alterations

Also I like to point out it has nice console log, and its realy handy to use as a template.
Its a code template i will stick too

a default TOML is included as well.

What are the parameters that you are testing with regarding candle size and warmup?

I Used 1 hour setting 10 hour warmup (one can use longer warmup equal to largest medium length since long periods where not used)
With some tweaking other periods and settings can make profit as well, i personally found it difficult with 5 minute ranges.
tweaking for 30 wouldnt take long just test it.

In general this could do slightly better then the market, i think.
It tries to find lower then averages to buy and higher then to sell, most of the times it works, but misstakes happen and can reduce profit.
At somepoint I made the BullsEye rule (take 1000 profit if it estimates it might becomme), it doesnt hurt it also allows for more trades.

For tweaking watch the console output none of the rules should dominate the output, some will be rarely though but it should be mixed.
Each rule has a certain chance to ocure and to make profit or take a loss. MaxPeekPred often makes a loss (but not always), but it allows for trading as well.  (its not a hodl stoploss)

First, thanks for you prompt answer Smile

I can confirm your observations, I've tested with candles below 1 hour and the results are always loss. With 1 day candles it tends to get better, but i see that in a Bear market it will loose a lot, draining the profits made in the Bull market.

I'm using a time-frame for the past August (FROM: 2019-07-30 18:00 TO: 2019-08-31 23:59) with 1 day candles and 30 for warmup, which is the longest medium value ([VolumePeriodAverage]   Medium = 30  ).

using the default toml configuration:

[Swings]
Magica = 250
MediumOut = 250
ShortSight = 350
MaxPeekPred = 550

[ForcastTrend]
Short =  6 
Medium = 17
Long = 100   #nan

[PeriodAverage]
Short = 6 
Medium = 25   
Long = 100    #nan

[VolumePeriodAverage]   
Short  = 6    #nan
Medium = 30  
Long   = 100  #nan

Should I use a longer time frame? 2, 3 months?


I'm getting the following results in the attached image.

Also I have a question about this values:
Magica = 150
MediumOut = 150
ShortSight = 250
MaxPeekPred = 350

What do they stand for?


Attached Files
.jpg   results.jpg (Size: 154.02 KB / Downloads: 76)
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Messages In This Thread
VmaPredict2.js (new) - by PGTART - 09-09-2019, 04:02 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-09-2019, 04:34 PM
RE: VmaPredict2.js (new) - by PGTART - 09-09-2019, 10:46 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 09:25 AM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 01:59 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 02:13 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 02:48 PM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 02:48 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-10-2019, 03:30 PM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 03:18 PM
RE: VmaPredict2.js (new) - by PGTART - 09-10-2019, 06:21 PM
RE: VmaPredict2.js (new) - by Jupiterix - 09-11-2019, 07:45 AM
RE: VmaPredict2.js (new) - by PGTART - 09-11-2019, 09:50 AM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-11-2019, 09:48 AM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-11-2019, 12:04 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-11-2019, 12:47 PM
RE: VmaPredict2.js (new) - by PGTART - 09-11-2019, 04:57 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-12-2019, 08:55 AM
RE: VmaPredict2.js (new) - by PGTART - 09-15-2019, 01:14 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-16-2019, 12:43 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 01:06 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-16-2019, 01:18 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-16-2019, 01:57 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 04:35 PM
RE: VmaPredict2.js (new) - by anon.e.mous - 09-17-2019, 08:03 AM
RE: VmaPredict2.js (new) - by Stixx - 09-16-2019, 05:26 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 05:35 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-16-2019, 05:48 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 06:04 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-16-2019, 06:08 PM
RE: VmaPredict2.js (new) - by PGTART - 09-16-2019, 06:30 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-16-2019, 06:35 PM
RE: VmaPredict2.js (new) - by PGTART - 09-17-2019, 02:01 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-17-2019, 07:12 PM
RE: VmaPredict2.js (new) - by PGTART - 09-17-2019, 08:11 PM
RE: VmaPredict2.js (new) - by QueefWellington - 09-17-2019, 08:30 PM
RE: VmaPredict2.js (new) - by PGTART - 09-17-2019, 08:56 PM
RE: VmaPredict2.js (new) - by ortu - 09-20-2019, 08:35 AM
RE: VmaPredict2.js (new) - by PGTART - 09-20-2019, 11:26 AM
RE: VmaPredict2.js (new) - by trackers - 09-22-2019, 07:45 AM
RE: VmaPredict2.js (new) - by PGTART - 09-22-2019, 07:39 PM
RE: VmaPredict2.js (new) - by Dieguz - 09-23-2019, 08:29 AM
RE: VmaPredict2.js (new) - by Dieguz - 09-23-2019, 09:19 PM
RE: VmaPredict2.js (new) - by PGTART - 09-22-2019, 01:33 PM
RE: VmaPredict2.js (new) - by PGTART - 09-24-2019, 05:04 AM
RE: VmaPredict2.js (new) - by Dieguz - 09-24-2019, 07:41 AM
RE: VmaPredict2.js (new) - by PGTART - 09-28-2019, 02:48 PM
RE: VmaPredict2.js (new) - by ILoveLeverage - 09-29-2019, 01:23 PM
RE: VmaPredict2.js (new) - by Dieguz - 09-29-2019, 05:06 PM
RE: VmaPredict2.js (new) - by PGTART - 09-30-2019, 10:42 AM
RE: VmaPredict2.js (new) - by Zid - 09-30-2019, 08:55 AM
RE: VmaPredict2.js (new) - by PGTART - 09-30-2019, 05:24 PM
RE: VmaPredict2.js (new) - by ILoveLeverage - 09-30-2019, 06:28 PM
RE: VmaPredict2.js (new) - by PGTART - 09-30-2019, 10:20 PM
RE: VmaPredict2.js (new) - by Dieguz - 10-07-2019, 08:15 AM
RE: VmaPredict2.js (new) - by PGTART - 10-08-2019, 09:37 PM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-11-2019, 04:32 PM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-12-2019, 01:06 AM
RE: VmaPredict2.js (new) - by Zid - 10-12-2019, 05:13 AM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-12-2019, 02:04 PM
RE: VmaPredict2.js (new) - by PGTART - 10-12-2019, 06:33 PM
RE: VmaPredict2.js (new) - by mauroprojetos - 10-13-2019, 01:43 PM
RE: VmaPredict2.js (new) - by PGTART - 10-13-2019, 06:41 PM
RE: VmaPredict2.js (new) - by Dieguz - 10-14-2019, 08:38 PM
RE: VmaPredict2.js (new) - by PGTART - 10-16-2019, 08:50 PM
RE: VmaPredict2.js (new) - by Dieguz - 10-17-2019, 12:01 PM
RE: VmaPredict2.js (new) - by PGTART - 10-17-2019, 08:58 PM
RE: VmaPredict2.js (new) - by PGTART - 10-18-2019, 06:14 PM
RE: VmaPredict2.js (new) - by owk - 01-02-2020, 06:30 PM
RE: VmaPredict2.js (new) - by owk - 01-03-2020, 03:43 PM
RE: VmaPredict2.js (new) - by PGTART - 01-15-2020, 12:04 PM
RE: VmaPredict2.js (new) - by lipnel - 02-05-2020, 08:36 AM
RE: VmaPredict2.js (new) - by PGTART - 02-22-2020, 12:04 PM
RE: VmaPredict2.js (new) - by Stixx - 02-22-2020, 01:26 PM
RE: VmaPredict2.js (new) - by PGTART - 02-23-2020, 02:37 AM
RE: VmaPredict2.js (new) - by Stixx - 02-24-2020, 04:42 PM
RE: VmaPredict2.js (new) - by PGTART - 02-24-2020, 06:29 PM
RE: VmaPredict2.js (new) - by PGTART - 02-26-2020, 10:21 PM
RE: VmaPredict2.js (new) - by Stixx - 02-26-2020, 11:11 PM
RE: VmaPredict2.js (new) - by Stixx - 02-27-2020, 04:13 PM
RE: VmaPredict2.js (new) - by PGTART - 02-27-2020, 05:42 PM
RE: VmaPredict2.js (new) - by Stixx - 02-28-2020, 10:27 AM
RE: VmaPredict2.js (new) - by Stixx - 04-05-2020, 09:03 AM

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