Paper Trading WarmUp period data

[CryptoCoeus]

Guys, why papertrader does not download 'required warm up data' from the exchange and calculate parameters  on them. Is this possible ? Who can enlighten me

[cubit]

From what you've said I want to ask if you've actually imported some data via "Local data" / "Import more data", but probably I just don't get what you are
asking!

Could you maybe elaborate a little?!

[CryptoCoeus]

From what you've said I want to ask if you've actually imported some data via "Local data" / "Import more data", but probably I just don't get what you are
asking!

Could you maybe elaborate a little?!

Yeah , I do import "local data". But the local data & papertrader data time do not continuous all the time. Fe, I have local data for BTC/XRP from May 15th to Sep 15th. But if I run papertrader today, what will happen to market data from Sep 15th to DateTime(Now) ? 

But I was testing the papertrader for a time, and I believe it is doing what I suggested. It downloads the warmup period to run the papertrader on DateTime(Now).  

Please let me know, If I am wrong.

[cubit]

From what you've said I want to ask if you've actually imported some data via "Local data" / "Import more data", but probably I just don't get what you are
asking!

Could you maybe elaborate a little?!

Yeah , I do import "local data". But the local data & papertrader data time do not continuous all the time. Fe, I have local data for BTC/XRP from May 15th to Sep 15th. But if I run papertrader today, what will happen to market data from Sep 15th to DateTime(Now) ? 

But I was testing the papertrader for a time, and I believe it is doing what I suggested. It downloads the warmup period to run the papertrader on DateTime(Now).  

Please let me know, If I am wrong.

To the best of my knowledge (I am a gekko noob!) the papertrader can only run on the data you've already imported.

The tradebot is different in that it sets up a watcher which brings down the data as you need it.

So I guess the answer is to run a new "live gekko" of market watcher type, which will provide you with an ongoing stream.

To answer your specific question "Fe, I have local data for BTC/XRP from May 15th to Sep 15th. But if I run papertrader today, what will happen to market data from Sep 15th to DateTime(Now) ?"

To the best of my knowledge you would have to have been running a market watcher to keep the data up to date, or import the data again. I do when I want to top up my data sets. For example I have this data set -


2018-06-14 13:43
2018-09-16 18:52
3 months, 2 days, 21 hours, 39 minutes

...so I would go to import data and change the start date to 2018-09-16 18:52 so it imports from then until the current time (quickly as it's only importing a few days data), extending my data up to the current time!

Then I could run backtests on the whole dataset, which as I just did the above now reads as follows -

2018-06-14 13:43
2018-09-22 09:34
3 months, 1 week, 1 day, 12 hours

Because when you import data using consecutive dates it binds the data set together.

Hth!

[CryptoCoeus]

Backtesting is running the strat on the history of market data (local data we downloaded.) No watcher needed.

Paper-trading is a simulation on the real time market data. And tradebot is running the strat on the exchange with "real cash" .. These 2 need a watcher to check the current price.

I did not know that we can extend the history data. So, I will extend them to the current date. And run PaperTrader to check the how it calculates warm-up data.

By the way, do you run TradeBot? And, how ? On the cloud or your own machine ?

[cubit]

Yeah soz I may have confused the paper trader and backtesting a bit there!
But I don't understand you have a paper trader without a watcher... when I kicked off a paper trader it launches a watcher in the background which brings in the data as the paper trader needs it!

Anyway you sorted now, that's the main thing!

Presently I just run off a VM on the ground but once I've worked out what I'm doing I'll probably put it on a box in the sky!

[CryptoCoeus]

I am still on finding parameters & gethering strats phase. I am looking into running gekko live trades on Heroku.

How is your backtesting results ? Have you found any solid strat ?

[askmike]

Guys, why papertrader does not download 'required warm up data' from the exchange and calculate parameters on them. Is this possible ? Who can enlighten me

Right now Gekko can "import" data from all supported exchanges, but this was never the case before. And as soon as update more exchange integrations this won't be true anymore. Also importing is an extremely slow process on most exchanges due the API rate limits. So when you "click" backtest over 1 year of data you don't have to wait one week for your backtest to complete (of which importing was a week and running the backtest less than a minute).