Honey Framework Indicator Library
#1
I saw today that Bitfinex released their Honey Framework Indicator Library. Looks like it has some stuff that TA-lib and tulip don't have: VWAP, True Strength, Donchian Channel and some others. 

I thought it'd be great to use it in Gekko but am not sure if we can integrate it. Do you think it will work with Gekko? And do you think it will work on exchanges other than Finex? 

I got it installed with the same Bash command as installing TA-lib and Tulip but haven't scripted a strategy yet. Would be great to hear from those who are better with node.js

I can't post the links but there is a github and a Medium article.
  Reply
#2
I saw it as well, I think it's super interesting and I want to look if I can use it with Gekko!

Quote:And do you think it will work on exchanges other than Finex?

The indicator library: yes definitely. Not other parts of the Honey Framework.

Quote:I thought it'd be great to use it in Gekko but am not sure if we can integrate it. Do you think it will work with Gekko?

I need to integrate it with Gekko, from what I've seen so far from their library it should be very easy to do. Gekko right now supports 3 sources of indicators:

- "Gekko indicators", written specifically for Gekko: https://gekko.wizb.it/docs/strategies/ge...ators.html
- TA-lib indicators, from an external library: https://gekko.wizb.it/docs/strategies/ta...ators.html
- Tulip indicators, from an external library: https://gekko.wizb.it/docs/strategies/tu...ators.html

There are only a few Gekko indicators so this is quite limiting. As for the other 2 sources: these are external libraries that need to be compiled. This means they can not run in a browser and they have been proving hard to install for Windows users.

This new library would be great as it doesn't come with any of the above issues, and on top of that I see a few other improvements this might possible bring.

The project appears to be open source but I can't find any license specified, this would be important to figure out first. As such I opened an issue here: https://github.com/bitfinexcom/bfx-hf-in.../issues/50
  Reply
#3
Awesome! Thanks so much for this info.

It will be great if we can use these. I hope its open source!
  Reply
#4
Any updates on getting this added to gekko? I am interested in using Donchian channels.
  Reply
#5
There is a demo-strategy, which shows how all indicators from that package can be used with gekko. The strategy is using gekko's update method and it's easy to see how to concatenate indicators or how to change their default inputs.

DEMO strategy using all BFX-HF-Indicators

This should help for a start, I hope.
  Reply


Forum Jump:


Users browsing this thread: