[Share] RSI-BB-ADX with candlebatcher
#11
Both of those errors are failures to find gekko variables or modules, they don't look like anything to do with the strategy. Make sure you can run other strategies and get gekko working, then try this again!
  Reply
#12
Thanks Gryphon;

I removed the current version of Gekko, and made a fresh installation- testing live trade on GUI is working fine now, except that I keep getting ESOCKETTIMEDOUT errors every now and then.

and yes, I tested other strategies on CLI And they are working fine!

I would really appreciate the support! perhaps someone can list what modules are required to run gekko that I can npm install? as I have already reinstalled as per instructions on the website!
  Reply
#13
Quick info check please - does the timeframe determine the trade execution if all settings are met? if so how does the 1 min candle help? Im trying to get my head around the logic of the timeframe function so i can look to optimise it.

Thanks
  Reply
#14
I don't quite follow... Trade execution if all settings are met?

To simplify it, imagine you had a single RSI indicator with a length of 20, and ran it on five minute candles. Run that normally in gekko with 5 minute candles and every 5 minute gekko will update the indicator with the latest closing price and check the trade logic.

Now to run that with the candlebatching I've used here. Set the timeframe to 5 as that is the candle size you want, then run it on 1 minute candles in gekko. What the strategy now does is actually create 5 RSI indicators. (Desired candle length 5, divided by actual running candle length 1). Assuming the strategy has been seeded with data, when the first minute candle comes in, RSI1 is updated, result read and trading logic checked. When the second minute candle comes in, RSI2 is updated and checked. So on to RSI3, 4 and 5, then back to RSI1.
You have 5 RSI indicators staggered through time, and have checked for entry/exit points 5 times as regularly.

Now as I'm writing this I'm wondering if I'm a complete idiot... Would an RSI(20) on 5 minute candles give the same result as an RSI(100) on 1 minute candles? I'll have to test that. If they give the same result... Then yeah I'll feel rather stupid, I've been playing around with this candle batching for ages.
  Reply
#15
Thats the explanation i was looking for i can see the benefit now as the indicator is constantly updating within that time frame. It in theory makes all indicators update in a similar way to moving averages do. I'll dig into the stats this weekend and play around.

Thanks
  Reply


Forum Jump:


Users browsing this thread: