Gekko Forum - Strategy Development

Is Bitcoin worth the most investment right now?

Tue, 29 Jun 2021 03:02:52 +0000

After more than 10 years of existence, Bitcoin has become the coin that attracts the most attention today. Around it, mixed reviews are stronger than ever.

The historic level for 1 BTC crossed $52,000 on Feb. 17. Bitcoin's incredible growth rate - around 1,000% since the beginning of 2019 - is accompanied by both excitement and doubt.

Unfriendly people speculate on the timing of the currency's collapse. The other side focuses on the long-term development of Bitcoin.

Michael Hartnett, Chief Investment Strategist at Bank of America, said that this is the "mother of all bubbles", to compare this currency to the "dot-com bubble" of the past.

When the fever passes

The "dot-com bubble" appeared in the late 1990s, when the value of shares of Internet companies increased rapidly.

At that time, many browsers were born to help the Internet become more popular. The wave of new technology companies that were born and listed on the NASDAQ brought a fever to the world economy.

Many companies receive large amounts of capital while not yet making a profit. Worried about slowing down, small groups of investors, even those who have never participated in the market, also rushed into the fever, blowing up the growing financial bubble.

Stocks of technology companies quickly rallied, pushing the market value up exponentially. The NASDAQ index rose from less than 1,000 to more than 5,000 between 1995-2000.

The dot-com bubble burst when the financial magazine Barron exposed the inefficient use of capital by companies, most of which were only at a loss and were not profitable.

Panic is gradually spreading among investors. They quickly shifted capital to other channels, leading to a sell-off and a drop in stock prices.

New "Gold"?

Looking back, economists see Bitcoin as a bubble destined to burst.

However, the current market has changed a lot compared to the beginning of the 21st century. Experts believe that Bitcoin will continue to exist even if the cryptocurrency bubble burst.

The burst of the dot-com bubble brought a lot of economic damage, but it also "produced" Amazon, Google and Ebay. In September 2001, Amazon traded for less than $6 per share. 17 years later, Jeff Bezos' company is on the stock market with a valuation of more than $1 trillion.

New investors value this coin because it has many practical applications. This is also what makes experts believe in its future despite price fluctuations.

Bitcoin is independent, does not belong to any particular government or country. The new currency allows people around the world to freely transact, make cross-border payments with cheap and secure fees.

Is Bitcoin worth the most investment right now?

$52,000 is certainly not the last record Bitcoin can achieve. Cryptocurrency experts expect the momentum to continue as more and more practical applications are created around the coin.

Only time can answer the question “Is Bitcoin a bubble”. But now, even governments are focusing on managing this currency. “As regulators pay more attention to cryptocurrencies, the digital asset ecosystem will gradually take shape and be used in a more transparent and active way,” said Shivam Thakral, CEO of Buy Ucoin. .

Others see Bitcoin as the new gold. "Bitcoin will replace gold - an asset worth about 8 trillion USD today," confirmed Lou Kerner, an analyst from Crypto Oracle.

Kerner is not the only one to be optimistic. Veteran Wall Street investors, including JP Morgan CEO Jamie Dimon, said they regretted it just three months after calling Bitcoin a scam.

However, it would still be a mistake not to acknowledge and learn from what happened in the dot-com era.

Dynamic RSI BULL BEAR

Mon, 21 Jun 2021 16:33:09 +0000

Hi everyone,

I have been developing a Gekko strategy which is calculating a dynamic RSI value for each BULL or BEAR trend. BULL/BEAR trends are determined by short and long SMAs. I also use ADX to boost up or down the RSI to take advantage when there is a spike. I thinks this strategy has a lot of potential and it performs really well on the backtests for different cryptos. Feel free to use it and of course I am open to suggestions how to make it even better.

Best regards,
Djuby

Djuby_DynRSI.txt (Size: 9.27 KB / Downloads: 22)

Djuby_DynRSI_toml.txt (Size: 214 bytes / Downloads: 13)

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Thu, 27 May 2021 13:17:17 +0000

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Tue, 30 Mar 2021 15:21:05 +0000

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Tue, 30 Mar 2021 14:42:22 +0000

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First attempt to create a strategy

Tue, 03 Nov 2020 09:12:12 +0000

Hello everyone,
I hope i can put this here in this forum. I have no experience in JavaScript, but I have script knowledge in powershell. I'm just trying out a bit. In my current strategy I would like to buy and sell again as soon as I have a 1% profit.
The whole thing should then be repeated. I realize that this is not a good strategy but to learn and how it works in Javascript it would be interesting.
Here is my check function:

strat.check = function(candle) {

var ema = this.indicators.myema.result;
var sma = this.indicators.mysma.result;
var adx = this.indicators.myadx.result;

if(ema > sma && adx >25)
{

this.advice('long');
buyat = candle.close;
sellat = buyat / 0.99;
if(candle.close >= sellat)
{
delete buyat;
delete sellat;
this.adivce('short');

}
else
{

}
}
// your code!
}

module.exports = strat;
Sadly its not working i dont even know if im on the right path here
Any help much appriciated

Prevent Gekko selling under buy price

Wed, 16 Sep 2020 12:46:42 +0000

How do I get Gekko to never sell under buy price, and keep the open position even if the market takes a plunge? All the strategies I've tried all seem to often sell under buy price. Is there a way to prevent this?

Thanks

Is Buy and Hold Really the Best Strategy in Crypto?

Wed, 26 Aug 2020 10:52:43 +0000

Some people say that Buy and Hold is the best strategy and can't be beaten. They hear phrases like “95% of traders lose money” and automatically assume that all trading is bad and markets can not be outperformed.

In my Medium post, I’m going to show you, that holding might not be the best option if you put in a little bit of work. To do that, I compare Buy and Hold returns for 25 coins with several basic trend-following strategies in different time periods (over 3.5 years of data and then a little extra).

READ THE POST HERE

The source code of strategies and raw test results (CSV) is pushed to my Github.

Let me know what you think! Thanks!

Candle data for 2 pairs in one strategy

Mon, 02 Mar 2020 17:17:21 +0000

Hello everyone, please tell me.
On GitHub I saw some strategies that realize this idea. I have a USDT / ETH trading strategy, I want to get data about ETC / BTC ratio in the same strategy.
Can anyone tell how to prescribe and where can i find such strategies?

ESSENCE: I need to get candle data in one strategy for 2 pairs in one strategies

Looking for simple PingPong Strategy

Wed, 29 Jan 2020 18:59:04 +0000

Hello, i do not know coding and looking for help.

I tested some in gekko integrated strategies and also addons i found on web but not satisfied with them.
I am looking for a simple strategy to trade a coin on binance with BTC pair

Buying coin at X sats and selling at Y, when sell is done strategy should start again, buy at X, sell at Y.
Maybe also buy at current price and sell X% higher, then do the same again.

Can that be done by Gekko and how?

Sorry if that is a very noob question, if someone knows please answer.

Thanks in forward

Extract difficult market situation timeframes

Mon, 18 Nov 2019 10:34:33 +0000

Hey crypto trading guys,

I am experimenting a bit with japonicus (brute force strategy parameters with a genetic evolution approach).
There often seem to be problems with overfitting while using gekko in live trading (I am still only backtesting).

Now I had the idea (link to japonicus issue on github) to improve japonicus to do the following:
not only backtest for a specific timeframe, but also mixing in 5% or 10% into the tests with
timeframes that are particular difficult to handle for strategies.

For this, we have to get our hands on market times that match this criteria. How do we get there?

Say, we have a strategy relying on the RSI indicator, and parameters for a specific timeframe, three month, one year, whatever.
It is doing extremely good (overfitted?) in that specific timeframe, and when we look at the trading history,
there are some days (or a week) in the timeframe where it does particularly bad, no matter how good this strategy/parameter pair was
at the end.

Then we have a second strategy, based on Bollinger Bands, and parameters that are very good for a specific timeframe, too.
But even there are times when the strategy isn't working very good with the market situation.

Perhaps the code of those strategies could be modified to write time periods to CSV when it is not doing a good job.

Then, when some CSVs are collected, they could be run through a script which overlays the data of all CSVs and looks for equality.
The result of this could then be fed to japonicus as particular difficult market times.

Therefore, I am interested in thoughts on this approach and how a strategy could be modified to write out such a CSV.
And perhaps some strategy/parameter pairs that did very well in the past, with the specific timeframe they were used and measured at.
Can be from 2018/2017, so no one has to reveal his strategy portfolio that he uses today.

Of course it could be that my thinking is too complicated and there is an easier solution for this. I am just beginning with gekko and getting to a
viable live trading solution, so bear with me.

Have a nice week!

My own neural network

Fri, 04 Oct 2019 10:39:49 +0000

Hi
I wanted to build a strategy that could learn how to adjust.
Parameters: ADA, 3 months with 60min candles
My first step was to test tried and tested indicators. I started with Tulip, ema.
Attachment: using indicators shows market -37% but strategy did 16%

Next step was to normalize inputs. NN doesn't like 0.00000567. So I normalized to 5.67. I also made sure that all inputs were of the same power(Math) so that no input would overwhelm the algorithm.
I used a feed forward neural network with backpropagation with several hidden layers.
For training, Backtest saved a json file with the results, then it takes the roundtrip data, sees profit % (- or +) and generates training data. This way I have automated the training cycle.
Same parameters with the NN is attachment using NN.
result is 26%

This was just an early test. Going to try add/remove inputs.
I couple of things I've seen. Overfitting the neural network is definitely an issue here. If I feed it too much data, results aren't as good, plus it will behave poorly on other assets. Current version behaves ok when switching assets, but I have seen that is better to train the neural network for each asset as they have distinct behaviours.

using indicatores and candle size.png (Size: 264.55 KB / Downloads: 68)

using NN.png (Size: 271.75 KB / Downloads: 54)

How to stop and then re-run a strategy without re-warming up

Wed, 02 Oct 2019 09:43:54 +0000

if I have stoped a strategy and then I have to re-run again why do I have to warm it up again?

Please give me a clue what does the strategy do?

Mon, 30 Sep 2019 15:01:48 +0000

Hi Gekko users

Please help me understand what does this strategy do? What is SMA_long = 1000? SMA_short = 50? etc..

SMA_long = 1000
SMA_short = 50

# SMA Trends
SMA_long = 1000
SMA_short = 50

# BULL
BULL_RSI = 10
BULL_RSI_high = 80
BULL_RSI_low = 60

# BEAR
BEAR_RSI = 15
BEAR_RSI_high = 50
BEAR_RSI_low = 20

# BULL/BEAR is defined by the longer SMA trends
# if SHORT over LONG = BULL
# if SHORT under LONG = BEAR

Thank you for help

candlestickTrader (new)

Wed, 11 Sep 2019 12:17:52 +0000

So you've seen some youtube or red some books and thought Candle sticks are hot.
Oh well, I did for a while and stumbled upon some code on the internet, bug fixed it, and then extended it to trade basically.
This is not optimal code yet,. I wrote lots of comments in it,
So someone may find the time to expand upon this one, to improve the results.

I share candlestickTrader as a raw version of code with lots of comments.
I have less time to work out this one, but I hope someone else can continue on it.

Notice some functions I already added into in the code but currently are not used.

So bugs where resolved it does trade on candles,
But I think the whole idea behind candlestick patterns is flawed (oversimplified) and not all of the theory behind is used
See partly my comments about it in the code, also some parts made no sense to me as I didn't understood it, your welcome to enlight me

This is not yet a good trading bot, but yes it does do candle trading (mostly).

Notice also that this strategy creates csv log files, for research and debugging (in the main Gekko folder)
Since Gekko doesn't show candlesticks, I figured you may like to see the raw data in Excel or Calc to verify this kind of trading.

Read the comments in the code before asking about this strategy
The comments contain lots of info.
I know this is not a very good trader at the moment, but it might be a good starting point to create one
As essentially the candle patterns are derived from the market in this piece of code.

There is no TOML file included, so I enforce you to alter the code if you like to change values, (it doesn't readout a toml file currently).

Oh one warning
Trading on Doji is highly risky
While it does spot a Doji, I decided not to trade on it.. (told earlier the theory isn't fully used)
Doji trading requires more market info and is better avoided if you don't know what to look for.
I got many thoughts about that, but I let you free to code that yourself
You can share your code here if you got something working stable on it.
Just didn't want to put people into high risks.

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

Inverse Fisher RSI Strat- only returns false.

Wed, 11 Sep 2019 01:27:05 +0000

Hey everyone- hope you can help me out with this. I've been revisiting an old strategy post from a year or so ago. So this doesn't generate any errors when I run it, but something is off because the IFRSI indicator never returns anything. When I console.log to print the result as it runs it always comes back with "false"- it should be returning 0.5 or -0.5. Anyone have any advice for me on this? The two required indicators and the strategy file are below.....

Here is the first indicator:

/indicators/IFTRSI.js

Code:
var RSI = require('./RSI.js');

var WMA = require('./WMA.js');

var Indicator = function(config) {

 this.result = false;

 this.rsiInterval = config.interval;

 this.wmaLength = config.length;

 this.rsi = new RSI({interval: this.rsiInterval});

this.wma = new WMA({length: this.wmaLength});

}

Indicator.prototype.update = function (candle) {

 this.rsi.update(candle);

 if (this.rsi.result) {

   let v1 = 0.1 * (this.rsi.result - 50);

   this.wma.update(v1);

   if (this.wma.result) { 

       this.result = (Math.exp(2 * this.wma.result)-1) / (Math.exp(2 * this.wma.result)+1);

   }

 }

}

module.exports = Indicator;

Here is the second indicator-

/indicators/WMA.js

Code:
var Indicator = function(settings) {

   this.input = 'price';

   this.windowLength = settings.length;

   this.prices = [];

   this.result = 0;

   this.age = 0;

   this.sum = 0;

}

Indicator.prototype.update = function(price) {

   var tail = this.prices[this.age] || 0;

   this.prices.push(price);

   var psum =0;

   var pdiv = 0;

   for (var j=0;j
   {

       psum += j * this.prices[j];

       pdiv += j;

   }

   this.result = psum/pdiv;

   if (this.prices.length > this.windowLength)

   {

       this.prices.shift()

   }

   this.age = (this.age + 1) % this.windowLength

}

module.exports = Indicator;

And here is the strategy file--

/strategies/IFRSI.js

Code:
var method = {};

var traded = false;

var IFTRSI = require('./indicators/IFTRSI.js');

method.init = function() {

    var iftrsiParameters = {rsiInterval: 14, wmaLength: 8};

    this.addIndicator('iftrsi', 'IFTRSI', iftrsiParameters);

}

method.update = function(candle) {

    this.indicators.iftrsi.update(candle);

}

method.check = function(candle) {

    var iftResult = this.indicators.iftrsi.result;

    console.log(iftResult);

if ( traded == false && iftResult == -0.5 ){

    this.advice('long')

    traded = true;

    console.log(iftResult);

} else if(traded == true && iftResult == 0.5 ){

    this.advice('short')

    console.log(iftResult);

    traded = false;

}

}

module.exports = method;

How to retrieve candle size for strategy

Mon, 09 Sep 2019 23:02:09 +0000

I would like to make my strategies less depent on time intervals.
EA a max price swing between 5 minutes is statistically smaller then with 60 minute candles.

So when i use constants in my math i'd like to scale them by a factor of candle size ea :

candlesize
------------- * constant
60

How can i retrieve candlesize inside the strategy ?

VmaPredict2.js (new)

Mon, 09 Sep 2019 16:02:38 +0000

Its a new strategy based upon volume prediction and moving averages.
Still tweaking it around, it started with reasonable profit chances.
Continous tweeking and I got to version 5 (and more), at which under the right settings high profits where made.

It can be found here https://github.com/PGTBoos/GekkoStrategies (where you find other strategies from me as well).

By now the code base has grown large over 300 lines, while simple to maintain and to extend.
You free to use or test it, however in return i'd like you to post the settings file (and what you where trading) in return here
Let me now your tweaking results or code alterations, your highest scores.
Because i cannot code and test at the same time.

Also I like to point out that it logs to console
And the code base is realy handy to use as a template.
Its a code template i will stick too

A default TOML is included as well for every version.
Once a version is made i dont extend it, some version behave different so you can get different results with each version.
One might stick to a certain version, or use the latest version. (generally speaking later is often better).

(the strategy may require a bit longer time I testedit against 2 and 7 months)

My idea -- I need your input on a simple/basic code

Tue, 03 Sep 2019 06:03:39 +0000

Hi all,

I am active in the forums here, so I'm posting this as a last resort at not being able to find anything else.

I am not much of a coder. So my question is this:

Is there a pre-existing strategy for this, or can someone provide be with basic code layout for a .js strategy and .toml config please?

I simply need this as a building block.

SO!

I need to code a strategy that will sell at exactly 1.48% profit from last buy price on GDAX (coinbase pro). After that sell, I need it to buy at -1.48% of the current price. And so on, and so forth.

Any ideas?