03-24-2018, 05:18 PM
(This post was last modified: 04-05-2018, 02:13 PM by CmvrkDunn.
Edit Reason: Got "warmup" from CLI import (and had historySize set incorrectly in config), live strategy able to advice immediately now!
)
Backtesting
Using the ui version of gekko, has their been any complaints of the backtesting total percentage being inaccurate?
For extensive and in depth backtesting, is there significant advantages using MongoDB vs SQLite? If not, are there instructions / discussions on how to interface with the SQLite database directly? If so, are there instructions on how to switch data storing to MongoDB and how to interact with the database directly?
Overlapping question: Does gekko have the ability in backtesting (or live and paper trading for that matter) to export trade summaries to an Excel or text file? Kind of like the backtesting summary but with more information such as buy in price, sell price as well? If so, is it possible to customize the data fields exported?
Is there any possibility of backtesting or ui live gekko displaying a tradingview.com chart? It would be so helpful to look at in depth detail of each trade afterwards to see what improvement in the strategy is possible or to find common trends.
Strategy
Does gekko have the ability to short if an exchange allows it? Using gekko on Bitfinex for example?
In sample strategies, I see references to this.settings. Where is this referring to? I recognize that this.config is referencing variables in the strategies toml file but didn't find a similar file for this.settings. Is this.settings referring to the timeframe and required history from gekko's ui? Does it refer to variables in your strat.init?
Has there been any discussions about strategies that recognize and act on patterns like an equilibrium, bull or bear flag, or inside bars?
In your response, you referenced trade.price as a property that holds average last buy price. Can you give a brief snippet of trade.price usage in a strategy (how do you call it, I imagine by assigning it to a variable in the update function of your strategy)?
Is there any perceivable way to change variables in your method while a live gekko is running (that the live gekko would then start acting on)? For example, in the case of having a general strategy but you manually place a buy at an opportune point, from the ui you could update your boughtin variable to true along with the buy in price and let the bot handle selling. This would help not having to stop and start the strategy over in this situation or risk having the bots buying and selling out of sync with the actual buy / sell situation on the exchange.
Assuming a strategy is using one minute candles, using counters to delay indicator result calculation, I edited the RSI and MACD indicators to each give multiple timeframe results to be used in the same strategy (calculations tested successfully). I did this to achieve quickest price reaction gekko allows as well as providing more strategy conditions to use. Can you think of any consequences of this? I'm sure there is a more elegant design approach than I took (willing to send you the files), and I'd love to hear if any come to mind and your thoughts on this. Ultimately I think this would be terrific if it could be integrated into the ui though I know it would require some major front end design changes.
Again, thank you, thank you, thank you for your time and helpful responses. They are beyond appreciated!!
Using the ui version of gekko, has their been any complaints of the backtesting total percentage being inaccurate?
For extensive and in depth backtesting, is there significant advantages using MongoDB vs SQLite? If not, are there instructions / discussions on how to interface with the SQLite database directly? If so, are there instructions on how to switch data storing to MongoDB and how to interact with the database directly?
Overlapping question: Does gekko have the ability in backtesting (or live and paper trading for that matter) to export trade summaries to an Excel or text file? Kind of like the backtesting summary but with more information such as buy in price, sell price as well? If so, is it possible to customize the data fields exported?
Is there any possibility of backtesting or ui live gekko displaying a tradingview.com chart? It would be so helpful to look at in depth detail of each trade afterwards to see what improvement in the strategy is possible or to find common trends.
Strategy
Does gekko have the ability to short if an exchange allows it? Using gekko on Bitfinex for example?
In sample strategies, I see references to this.settings. Where is this referring to? I recognize that this.config is referencing variables in the strategies toml file but didn't find a similar file for this.settings. Is this.settings referring to the timeframe and required history from gekko's ui? Does it refer to variables in your strat.init?
Has there been any discussions about strategies that recognize and act on patterns like an equilibrium, bull or bear flag, or inside bars?
In your response, you referenced trade.price as a property that holds average last buy price. Can you give a brief snippet of trade.price usage in a strategy (how do you call it, I imagine by assigning it to a variable in the update function of your strategy)?
Is there any perceivable way to change variables in your method while a live gekko is running (that the live gekko would then start acting on)? For example, in the case of having a general strategy but you manually place a buy at an opportune point, from the ui you could update your boughtin variable to true along with the buy in price and let the bot handle selling. This would help not having to stop and start the strategy over in this situation or risk having the bots buying and selling out of sync with the actual buy / sell situation on the exchange.
Assuming a strategy is using one minute candles, using counters to delay indicator result calculation, I edited the RSI and MACD indicators to each give multiple timeframe results to be used in the same strategy (calculations tested successfully). I did this to achieve quickest price reaction gekko allows as well as providing more strategy conditions to use. Can you think of any consequences of this? I'm sure there is a more elegant design approach than I took (willing to send you the files), and I'd love to hear if any come to mind and your thoughts on this. Ultimately I think this would be terrific if it could be integrated into the ui though I know it would require some major front end design changes.
Again, thank you, thank you, thank you for your time and helpful responses. They are beyond appreciated!!
