[Share] RSI-BB-ADX with candlebatcher

[Shrike998]

From a quick scan, you should just set candleSize : 1, no need for the array and random pick any more. Then you can easily check if it actually is the candle size causing the crashes.


Can't really see anything untoward otherwise. On the timeframes you have a *1 on the end, which does nothing but shouldn't cause a crash...

Hmm, i tried that but still crashing unfortuantly..


yeah - the idea there was to do *10 - thanks for spotting that!

Il keep playing around with it. Gekkoga normaly works a treat, must be something im not spotting somewhere.

thanks again!

[Shrike998]

From a quick scan, you should just set candleSize : 1, no need for the array and random pick any more. Then you can easily check if it actually is the candle size causing the crashes.


Can't really see anything untoward otherwise. On the timeframes you have a *1 on the end, which does nothing but shouldn't cause a crash...

Hmm, i tried that but still crashing unfortuantly..


yeah - the idea there was to do *10 - thanks for spotting that!

Il keep playing around with it. Gekkoga normaly works a treat, must be something im not spotting somewhere.

thanks again!

Ok so now ive got Gekkoga working.. found some good settings, tweeked them about a bit, backtested, backtested, backtested with no issues, bot is buying and selling as normal.. ran it live as PT and...

it goes short strait away (as soon as stratwarmup is completed) and then never goes long.. I left it for about 3 days and checked the settings against a trading view setup

I think it has something to do with the historySize.. i have my long sma set to 100 and so history size to 100 also however the sma timeframe is at 20 so does this
mean i should set the historySize to 2000?

thanks,

[Gryphon]

Yep, the history size is in minutes. your SMA needs 100*20minutes, so 2000.

If you left it for three days though that should have gone past the required warmup and started working... 2000 min = 1.38 days

[Daniel]

So - here's a quick example backtest from 6 months history on an alt, with Tommie's original strategy first, candlebatched second. Both have exactly the same parameters, as in the TOML file below.

Original:


Candlebatched:

Paper trading settings are at their defaults. These two are purely intended as a relative comparison. I obviously can't promise any results but hope it shows that there is potential!

In which pair was the test?
When I execute the strategy it works but does not make any exchange.
Try with ETC / BTC, ADA / BTC, DASH / BTC and do not buy or sell.

[Xylander]

I have just installed gekko and I am trying this shared strategy. When I try to launch it as either a paper trader or live I get the following error:

    at Market.bound [as read] (/home/jon/moddedgekko/node_modules/lodash/dist/lodash.js:729:21) __augmented: true }
RECEIVED ERROR IN GEKKO INSTANCE 2019-03-19-18-42-papertrader-116087543651925
{ __augmented: true }



Can you tell me if i am missing something in the original gekko install or are there some parameters that I need to change in the toml or js files?

[Daniel]

So - here's a quick example backtest from 6 months history on an alt, with Tommie's original strategy first, candlebatched second. Both have exactly the same parameters, as in the TOML file below.

Original:


Candlebatched:

Paper trading settings are at their defaults. These two are purely intended as a relative comparison. I obviously can't promise any results but hope it shows that there is potential!

In which pair was the test?
When I execute the strategy it works but does not make any exchange.
Try with ETC / BTC, ADA / BTC, DASH / BTC and do not buy or sell.

Ya encontre el error.
El problema era con el indicador RSI
se tiene que usar el indicador RSI de  https://github.com/RJPGriffin/gekko/blob...ors/RSI.js

[Simone]

Hi at all, i was tring this strategy but the terminal gives me this error

/home/simone/gekko/strategies/moon.js:46
this.maSlow = new SMA(this.settings.SMA_long);
^
I'm not a programmer and i don't know how solve it. Can somebody help me please?

[weros]

Strategy looks great, I must check it.
I will share the results

[emrek]

Other strategies work (RSI BULL BEAR strategies) But RSI_Bull_Bear_Adx_M1 does not buy / sell. (Duration 5 Months.)

  Screenshot_2019-06-09 Gekko.png (Size: 132.05 KB / Downloads: 54)

  Screenshot_2019-06-10 Gekko.png (Size: 123.23 KB / Downloads: 43)

If the warm-up period is 80, there was only 1 purchase in 5 months.

  Screenshot_2019-06-10 Gekko(1).png (Size: 62.66 KB / Downloads: 38)

I also modified the RSI file on the Link. The result has not changed.
https://forum.gekko.wizb.it/thread-57778...l#pid61065

[mali8]

Hey, i'm trying out this strategy and i'm getting this error:

Code:

<-- POST /api/backtest
uncaughtException TypeError: Cannot read property 'ADXLength' of undefined
   at new Indicator (/usr/src/app/strategies/indicators/ADX.js:7:29)
   at Base.init (/usr/src/app/strategies/RSI_Bull_Bear_Adx_M1.js:65:16)
   at Base.bound [as init] (/usr/src/app/node_modules/lodash/dist/lodash.js:729:21)
   at new Base (/usr/src/app/plugins/tradingAdvisor/baseTradingMethod.js:69:8)
   at Actor.setupStrategy (/usr/src/app/plugins/tradingAdvisor/tradingAdvisor.js:61:19)
   at Actor.bound [as setupStrategy] (/usr/src/app/node_modules/lodash/dist/lodash.js:729:21)
   at new Actor (/usr/src/app/plugins/tradingAdvisor/tradingAdvisor.js:23:8)
   at load (/usr/src/app/core/pluginUtil.js:98:22)
   at /usr/src/app/node_modules/async/dist/async.js:1156:9
   at replenish (/usr/src/app/node_modules/async/dist/async.js:1030:17)
 xxx POST /api/backtest 500 783ms -

 Error: non-error thrown: [object Object]
     at Object.onerror (/usr/src/app/node_modules/koa/lib/context.js:105:40)
     at <anonymous>
     at process._tickCallback (internal/process/next_tick.js:189:7)

Any suggestions?