[SHARE] Simple RSI BULL/BEAR strategy
(04-13-2018, 09:17 PM)Henry151 Wrote: Just out of curiosity -- how many of you, or are any of you, running this strategy and finding it profitable, with live trading?

I'm running it since a few weeks now on ETH Poloniex, it's giving mixed results, but generally has made a few % profit.
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Hey guys, firstly, I've been following this thread since inception and have had 5 instances of Gekko running very nicely for about 2 months. I started using the RSI_BULL_BEAR strategy when it was first posted and subsequently changed to the improved RSI_BULL_BEAR_ADX strategy.

My existing instances have been producing a nice return lately and I am wanting to spin up another one. As a result I downloaded to the latest version of gekko_tools and copied over the gekko-extra-indicators as per the instructions. I've also created the json file RSI_BULL_BEAR_ADX.json (placed it next to the existing toml version in gekko/config/strategies) both by using the code example posted by Kris191 earlier in this thread and also by using an online converter. However, I'm still getting the error when attempting a backtest:

2018-04-24 02:29:26 (INFO): Setting up Gekko in backtest mode
2018-04-24 02:29:26 (INFO):
2018-04-24 02:29:26 (INFO): Setting up:
2018-04-24 02:29:26 (INFO): Trading Advisor
2018-04-24 02:29:26 (INFO): Calculate trading advice
2018-04-24 02:29:26 (INFO): Using the strategy: RSI_BULL_BEAR_ADX
/home/admin/gekko/strategies/RSI_BULL_BEAR_ADX.js:39
this.addIndicator('maSlow', 'SMA', this.settings.SMA.long );
                                                ^

TypeError: Cannot read property 'SMA' of undefined
   at Base.init (/home/admin/gekko/strategies/RSI_BULL_BEAR_ADX.js:39:52)
   at Base.bound [as init] (/home/admin/gekko/node_modules/lodash/dist/lodash.js:729:21)
   at new Base (/home/admin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)
   at Actor.setupTradingMethod (/home/admin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)
   at Actor.bound [as setupTradingMethod] (/home/admin/gekko/node_modules/lodash/dist/lodash.js:729:21)
   at new Actor (/home/admin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)
   at load (/home/admin/gekko/core/pluginUtil.js:95:22)
   at /home/admin/gekko/node_modules/async/dist/async.js:1156:9
   at replenish (/home/admin/gekko/node_modules/async/dist/async.js:1030:17)
   at iterateeCallback (/home/admin/gekko/node_modules/async/dist/async.js:1015:17)

This a brand new install with the latest version of Gekko, gekko_tools, gekko-extra-indicators (copied to both gekko/strategies and gekko/strategies/indicators), tulind. I'm using version 1.0.2 of talib.

I've spent hours trying to debug this Sad Sorry to be a pain but really hoping someone can help out! Thank you for all your work so far @tommiehansen and for everyone else contributions
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(04-22-2018, 01:54 AM)yesman85 Wrote:
(04-13-2018, 09:17 PM)Henry151 Wrote: Just out of curiosity -- how many of you, or are any of you, running this strategy and finding it profitable, with live trading?

I'm running it since a few weeks now on ETH Poloniex, it's giving mixed results, but generally has made a few % profit.

Do you mean overall after a few weeks its profitable by a few %, or it's had a few profitable trades, but is not making a profit overall?

I hope it's the first, and that "mixed results" means there are a few (or even quite a few) loss making trades. That's to be expected!
  Reply
(04-24-2018, 02:35 AM)gt3 Wrote: Hey guys, firstly, I've been following this thread since inception and have had 5 instances of Gekko running very nicely for about 2 months. I started using the RSI_BULL_BEAR strategy when it was first posted and subsequently changed to the improved RSI_BULL_BEAR_ADX strategy.

My existing instances have been producing a nice return lately and I am wanting to spin up another one. As a result I downloaded to the latest version of gekko_tools and copied over the gekko-extra-indicators as per the instructions. I've also created the json file RSI_BULL_BEAR_ADX.json (placed it next to the existing toml version in gekko/config/strategies) both by using the code example posted by Kris191 earlier in this thread and also by using an online converter. However, I'm still getting the error when attempting a backtest:

2018-04-24 02:29:26 (INFO): Setting up Gekko in backtest mode
2018-04-24 02:29:26 (INFO):
2018-04-24 02:29:26 (INFO): Setting up:
2018-04-24 02:29:26 (INFO): Trading Advisor
2018-04-24 02:29:26 (INFO): Calculate trading advice
2018-04-24 02:29:26 (INFO): Using the strategy: RSI_BULL_BEAR_ADX
/home/admin/gekko/strategies/RSI_BULL_BEAR_ADX.js:39
this.addIndicator('maSlow', 'SMA', this.settings.SMA.long );
                                                ^

TypeError: Cannot read property 'SMA' of undefined
   at Base.init (/home/admin/gekko/strategies/RSI_BULL_BEAR_ADX.js:39:52)
   at Base.bound [as init] (/home/admin/gekko/node_modules/lodash/dist/lodash.js:729:21)
   at new Base (/home/admin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)
   at Actor.setupTradingMethod (/home/admin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)
   at Actor.bound [as setupTradingMethod] (/home/admin/gekko/node_modules/lodash/dist/lodash.js:729:21)
   at new Actor (/home/admin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)
   at load (/home/admin/gekko/core/pluginUtil.js:95:22)
   at /home/admin/gekko/node_modules/async/dist/async.js:1156:9
   at replenish (/home/admin/gekko/node_modules/async/dist/async.js:1030:17)
   at iterateeCallback (/home/admin/gekko/node_modules/async/dist/async.js:1015:17)

This a brand new install with the latest version of Gekko, gekko_tools, gekko-extra-indicators (copied to both gekko/strategies and gekko/strategies/indicators), tulind. I'm using version 1.0.2 of talib.

I've spent hours trying to debug this Sad Sorry to be a pain but really hoping someone can help out! Thank you for all your work so far @tommiehansen and for everyone else contributions

You're using an outdated TOML-file for some reason. It basically is saying that

[SMA]
long = xxxxxx

Does not exist.
Latest version of RBB ADX does not use tulip or talib.
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(04-24-2018, 07:40 AM)zappra Wrote:
(04-22-2018, 01:54 AM)yesman85 Wrote:
(04-13-2018, 09:17 PM)Henry151 Wrote: Just out of curiosity -- how many of you, or are any of you, running this strategy and finding it profitable, with live trading?

I'm running it since a few weeks now on ETH Poloniex, it's giving mixed results, but generally has made a few % profit.

Do you mean overall after a few weeks its profitable by a few %, or it's had a few profitable trades, but is not making a profit overall?

I hope it's the first, and that "mixed results" means there are a few (or even quite a few) loss making trades. That's to be expected!

Mixed results are always to be expected as you say. If one backtests long periods it's easy to see that there sometimes do occur a couple of bad trades in a row etc.
No risk, no reward. :)
  Reply
Hi there,

first of all, thanks for that strategy. I really want to dive into it as it seems that this one is really promising.

However, when I'm doing a backtrack, gekko throws the following error:

Quote:2018-04-24 16:45:45 (ERROR):    Failed to load indicator STC

I've already downloaded the additional indicators you've mentioned and moved them into the correct directory within my gekko installation. In addition to that I've also installed the tulind and talib with the help of npm in order the get right of these two messages in the first place:

Quote:TALIB indicators could not be loaded, they will be unavailable.
TULIP indicators could not be loaded, they will be unavailable.

Can you tell me how to get rid of that STC message as well? Or isn't STC needed at all in order to get the strategy working?

Thanks in advance
  Reply
(04-24-2018, 04:50 PM)crongar Wrote: Hi there,

first of all, thanks for that strategy. I really want to dive into it as it seems that this one is really promising.

However, when I'm doing a backtrack, gekko throws the following error:

Quote:2018-04-24 16:45:45 (ERROR):    Failed to load indicator STC

I've already downloaded the additional indicators you've mentioned and moved them into the correct directory within my gekko installation. In addition to that I've also installed the tulind and talib with the help of npm in order the get right of these two messages in the first place:

Quote:TALIB indicators could not be loaded, they will be unavailable.
TULIP indicators could not be loaded, they will be unavailable.

Can you tell me how to get rid of that STC message as well? Or isn't STC needed at all in order to get the strategy working?

Thanks in advance

yeah I have the same problem!
  Reply
(04-24-2018, 04:50 PM)crongar Wrote: Hi there,

first of all, thanks for that strategy. I really want to dive into it as it seems that this one is really promising.

However, when I'm doing a backtrack, gekko throws the following error:

Quote:2018-04-24 16:45:45 (ERROR):    Failed to load indicator STC

I've already downloaded the additional indicators you've mentioned and moved them into the correct directory within my gekko installation. In addition to that I've also installed the tulind and talib with the help of npm in order the get right of these two messages in the first place:

Quote:TALIB indicators could not be loaded, they will be unavailable.
TULIP indicators could not be loaded, they will be unavailable.

Can you tell me how to get rid of that STC message as well? Or isn't STC needed at all in order to get the strategy working?

Thanks in advance

try to delete STC.js file
  Reply
(04-24-2018, 07:22 PM)PapoKarlo Wrote: try to delete STC.js file

Thanks for your quick answer.

I deleted the STC.js file which was located under gekko/strategies/indicators. However, I still get the same error :-(
  Reply
(04-24-2018, 07:40 AM)zappra Wrote:
(04-22-2018, 01:54 AM)yesman85 Wrote:
(04-13-2018, 09:17 PM)Henry151 Wrote: Just out of curiosity -- how many of you, or are any of you, running this strategy and finding it profitable, with live trading?

I'm running it since a few weeks now on ETH Poloniex, it's giving mixed results, but generally has made a few % profit.

Do you mean overall after a few weeks its profitable by a few %, or it's had a few profitable trades, but is not making a profit overall?

I hope it's the first, and that "mixed results" means there are a few (or even quite a few) loss making trades. That's to be expected!

Yeah after a few weeks I had a few % profit, but it makes a single "mistake" and that's all gone then. I'm having trouble figuring out why it doesn't take better advantage of sharp rises and falls, for example this short period:

[Image: vOEQrEh.png]

Trying to see why it fails to sell when the fairly steep dip happens around 6 AM..

(04-24-2018, 08:21 AM)tommiehansen Wrote:
(04-24-2018, 07:40 AM)zappra Wrote:
(04-22-2018, 01:54 AM)yesman85 Wrote:
(04-13-2018, 09:17 PM)Henry151 Wrote: Just out of curiosity -- how many of you, or are any of you, running this strategy and finding it profitable, with live trading?

I'm running it since a few weeks now on ETH Poloniex, it's giving mixed results, but generally has made a few % profit.

Do you mean overall after a few weeks its profitable by a few %, or it's had a few profitable trades, but is not making a profit overall?

I hope it's the first, and that "mixed results" means there are a few (or even quite a few) loss making trades. That's to be expected!

Mixed results are always to be expected as you say. If one backtests long periods it's easy to see that there sometimes do occur a couple of bad trades in a row etc.
No risk, no reward. Smile

Agree! And I'm fine with that, but I find that testing with a long period skews the results of the short term last period, market is behaving very differently the last month vs a year ago vs last December. I've seen results with 1000's of %'s of profit but applying those strategies to for example just this year gives you a negative result!
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