[HELP] StochRSI_MACD_BB start no trades
#1
Hi friends, I'm looking for someone who can help me with the implementation of my first gekko strategy. I managed to add all the necessary files to the gekko directory so that I do not give an error once started. the problem is that the bot makes zero trade.
[node version:9.5.0 ; npm version:5.6.0; gekko version:0.5.12]
these are the files I used:


This is BB.js (/strategies/indicators/)

Code:
// no required indicators
// Bollinger Bands - Okibcn implementation 2018-01-02
// hand0722 customized 2019-01-09

var Indicator = function(BBSettings) {
this.input = 'price';
this.settings = BBSettings;
// Settings:
// TimePeriod: The amount of samples used for the average.
// NbDevUp: The distance in stdev of the upper band from the SMA.
// NbDevDn: The distance in stdev of the lower band from the SMA.
this.prices = [];
this.diffs = [];
this.age = 0;   // age = Warm Up Period
this.sum = 0;
this.sumsq = 0;
this.upper = 0;
this.middle = 0;
this.lower = 0;
}

Indicator.prototype.update = function(price) {

var tail = this.prices[this.age] || 0; // oldest price in window
var diffsTail = this.diffs[this.age] || 0; // oldest average in window

this.prices[this.age] = price;
this.sum += price - tail;
this.middle = this.sum / this.prices.length; // SMA value

// your code:
// this.diffs[this.age] = (price - this.middle);
// customized code (see formula), we have to build a math.pow:
this.diffs[this.age] = Math.pow((price - this.middle), 2);

// your code:
// this.sumsq += this.diffs[this.age] ** 2 - diffsTail ** 2;
// customized code:
this.sumsq += this.diffs[this.age] - diffsTail;

// your code:
// var stdev = Math.sqrt(this.sumsq) / this.prices.length;
// customized code (see formula), we have to build a math.sqrt over the whole expression:
var stdev = Math.sqrt(this.sumsq / this.prices.length);

this.upper = this.middle + this.settings.NbDevUp * stdev;
this.lower = this.middle - this.settings.NbDevDn * stdev;

this.age = (this.age + 1) % this.settings.TimePeriod;

}
module.exports = Indicator;


This is StochRSI_MACD_BB.js in / strategies /:

Code:
/*

 StochRSI - SamThomp 11/06/2014

 (updated by askmike) @ 30/07/2016

*/
// helpers
var _ = require('lodash');
var log = require('../core/log.js');

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

// let's create our own method
var method = {};

// prepare everything our method needs
method.init = function() {
    this.interval = this.settings.interval;

 this.trend = {
   direction: 'none',
   duration: 0,
   persisted: false,
   adviced: false
 };

 this.requiredHistory = this.tradingAdvisor.historySize;

 // define the indicators we need
    this.addIndicator('rsi', 'RSI', { interval: this.interval });
    this.addIndicator('macd', 'MACD', this.settings);
    this.addIndicator('bb', 'BB', this.settings.bbands);
    this.RSIhistory = [];
}

// what happens on every new candle?
method.update = function(candle) {
    this.rsi = this.indicators.rsi.result;

    this.RSIhistory.push(this.rsi);

    if(_.size(this.RSIhistory) > this.interval)
        // remove oldest RSI value
        this.RSIhistory.shift();

    this.lowestRSI = _.min(this.RSIhistory);
    this.highestRSI = _.max(this.RSIhistory);
    this.stochRSI = ((this.rsi - this.lowestRSI) / (this.highestRSI - this.lowestRSI)) * 100;
    
    
}

// for debugging purposes log the last
// calculated parameters.
method.log = function(candle) {
 var digits = 8;

    log.debug('calculated StochRSI properties for candle:');
    log.debug('\t', 'rsi:', this.rsi.toFixed(digits));
    log.debug("StochRSI min:\t\t" + this.lowestRSI.toFixed(digits));
    log.debug("StochRSI max:\t\t" + this.highestRSI.toFixed(digits));
    log.debug("StochRSI Value:\t\t" + this.stochRSI.toFixed(2));
    //MACD

    var macd = this.indicators.macd;
    var diff = macd.diff;
    var signal = macd.signal.result;
       var BB = this.indicators.bb;
    var price = candle.close;
    var macddiff = this.indicators.macd.result;
       //BB
       var BB = this.indicators.bb;
      //BB.lower; BB.upper; BB.middle are your line values
   
    var MACDsaysBUY = macddiff > this.settings.thresholds.up;
    var MACDsaysSELL = macddiff <= this.settings.thresholds.down;
    var StochRSIsaysBUY = this.stochRSI < this.settings.thresholds.low;
    var StochRSIsaysSELL = this.stochRSI >= this.settings.thresholds.high;
    var BBsayBUY=price >= (BB.middle-(BB.middle-BB.lower)/4);
    var BBsaySELL=price <= BB.lower; //>= BB.upper || price <= BB.lower

    log.debug('calculated MACD properties for candle:');
    log.debug('\t', 'short:', macd.short.result.toFixed(digits));
    log.debug('\t', 'long:', macd.long.result.toFixed(digits));
    log.debug('\t', 'macd:', diff.toFixed(digits));
    log.debug('\t', 'signal:', signal.toFixed(digits));
    log.debug('\t', 'macdiff:', macd.result.toFixed(digits));

       log.debug('\t', 'BB.lower:', BB.lower.toFixed(digits));
    log.debug('\t', 'BB.middle:', BB.middle.toFixed(digits));
    log.debug('\t', 'BB.upper:', BB.upper.toFixed(digits));
    log.debug('\t', 'price', price.toFixed(digits));
    if(BBsayBUY) {
        log.debug('\t', 'BBsaysBUY');
    }
    if(MACDsaysBUY) {
        log.debug('\t', 'MACDsaysBUY');
    }
    if(StochRSIsaysBUY) {
        log.debug('\t', 'StochRSIsaysBUY');
    }
    if(BBsaySELL) {
        log.debug('\t', 'BBsaysSELL');
    }
    if(MACDsaysSELL) {
        log.debug('\t', 'MACDsaysSELL');
    }
    if(StochRSIsaysSELL) {
        log.debug('\t', 'StochRSIsaysSELL');
    }
    if(MACDsaysSELL && StochRSIsaysSELL) {
              log.debug('\t', 'StochRSIsaysSELL and MACDsaysSELL');
    }
    if(MACDsaysBUY && StochRSIsaysBUY && BBsayBUY) {
              log.debug('\t', 'MACDsaysBUY and StochRSIsaysBUY and BBsaysBUY');
    }
}

method.check = function(candle) {
    //MACD
    var macddiff = this.indicators.macd.result;
       //BB
       var BB = this.indicators.bb;
      //BB.lower; BB.upper; BB.middle are your line values
    var price = candle.close;
       //buy when stochRSI in low and MACD in up
    //short->sell, long->buy
   
    var MACDsaysBUY = macddiff > this.settings.thresholds.up;
    var MACDsaysSELL = macddiff <= this.settings.thresholds.down;
    var StochRSIsaysBUY = this.stochRSI < this.settings.thresholds.low;
    var StochRSIsaysSELL = this.stochRSI >= this.settings.thresholds.high;
    var BBsayBUY=price >= (BB.middle-(BB.middle-BB.lower)/4);
    var BBsaySELL=price <= BB.lower; //>= BB.upper || price <= BB.lower
       if(MACDsaysSELL && StochRSIsaysSELL) {
        // new trend detected
        if(this.trend.direction !== 'high')
            this.trend = {
                duration: 0,
                persisted: false,
                direction: 'high',
                adviced: false
            };

        this.trend.duration++;

        log.debug('In high since', this.trend.duration, 'candle(s)');

        if(this.trend.duration >= this.settings.thresholds.persistence )
            this.trend.persisted = true;

        if(this.trend.persisted && !this.trend.adviced) {
            this.trend.adviced = true;
            this.advice('short');
        } else
            this.advice();

    }
    //buy when stochRSI in high and MACD in low    
    else if(MACDsaysBUY && StochRSIsaysBUY && BBsayBUY) {

        // new trend detected
        if(this.trend.direction !== 'low')
            this.trend = {
                duration: 0,
                persisted: false,
                direction: 'low',
                adviced: false
            };

        this.trend.duration++;

        log.debug('In low since', this.trend.duration, 'candle(s)');

        if(this.trend.duration >= this.settings.thresholds.persistence)
            this.trend.persisted = true;

        if(this.trend.persisted && !this.trend.adviced) {
            this.trend.adviced = true;
            this.advice('long');
        } else
            this.advice();

    } else {
        // trends must be on consecutive candles
        this.trend.duration = 0;
        log.debug('In no trend');

        this.advice();
    }

}

module.exports = method;

and this is  toml in / config / strategies /:

Code:
interval = 14
short = 12
long = 26
signal = 9

[bbands]
TimePeriod = 20
NbDevDn = 2
NbDevUp = 2
persistence_upper = 10
persistence_lower = 10  

[thresholds]
low = 20
high = 80
down = 0.1
persistence = 2


Attached Files
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