Data does not match up
#1
I created a strategy in Tradeview because it's more user friendly. When I run it in Gekko the results are horrible. The data is not the same as in Tradeview.

For example, the Bollinger Bands top & bottom numbers on daily is not the same in Gekko as in Tradeview, why?
  Reply
#2
The equation in bb.js is wrong for the Bollinger Band in the default system, so I fixed it myself.
  Reply
#3
Good job,

what was the bug ?
  Reply
#4
(05-19-2018, 08:30 PM)ManuManu Wrote: Good job,

what was the bug ?

In my opinion, the StDev was not being derived at correctly. With that being said, maybe my environment or something else ???? is why I was getting incorrect results.

NOTE: I have NOT installed the TALIB and/or TULIP indicators. If you have them installed, you may NOT and probably or NOT having a problem.

Verify first your results are incorrect before implementing what I did.

Attached is a simple stand-alone version of the BB strategy I used to verify my results.


If you have any of these file, don't just over-write them MAKE A COPY!!!

Put the BB.toml in <your root gekko folder>/config/strategies
Put the BB.js in <your root gekko folder>/strategies
Put the BB_ind.js in the <your root gekko folder>/strategies/indicators
Then rename BB_ind.js to BB.js

You will need to restart Gekko for it to show up.


Attached Files
.zip   BB Strategy.zip (Size: 1.84 KB / Downloads: 4)
  Reply


Forum Jump:


Users browsing this thread: