Multiple Time Frames with TALIB and Tulip
#11
(01-10-2019, 01:53 PM)mark.sch Wrote: Ok, some changes have been necessary for your strat to work, I tweaked the necessary things. Have a look both the config and strat changes:

Config: https://pastebin.com/j7dB6K6n
Strat: https://pastebin.com/491Bvjs7

I added some code for proper candle warmup handling, otherwise you will get undefined indicator values during the first minutes/hours. Just match the history size in your config with the necessary history size of your indicators if you make any further changes.

You can use this strat now as a bare skelleton to start implementing any multi timeframe candle logic now. With the open source T5mainasync and T5multimarket strategies you have further examples how to use other tulip and talib async indicators. I removed the MFI indicator temporarily because it had a wrong syntax in your strat. You need to look into the tulip documentation which params it expects and what it returns. Good look with your coding.

=> apply your binance settings to the config again, I tested with kraken ETH EUR data because I had it locally available.


Hi Mark, how are you ?

since last time i am trying to include MFI in this strat using both tulip and Talip async and it didnot help , even in Talip it can show all required input but result always come as undefined,    even though all  required history info  is there already included in the array .

i tried even with 1 min candle for 14 and 7 OnTimePeriod but couldnot get any result , i already waited many hours for results to show without any success 

also i couldn't get RSI to work with talip Async func , but it is ok as long it is working with tulip i am fine with that . so can you include  MFI and see if it works ?

i uploaded all files again . and you will see in the logs that all required para and all required candle info already included in the array for the mfi i


SobhV7
https://pastebin.com/8nk7hbXX

Config
https://pastebin.com/rAEH5vNV

Logs
https://pastebin.com/F3HquVbP




Thanks again
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#12
You can use MFI indicator from Talib, I added a sample usage to T5mainasync strategy, search for mfi60M:

https://pastebin.com/HJpshVz0
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#13
(01-12-2019, 10:15 PM)mark.sch Wrote: You can use MFI indicator from Talib, I added a sample usage to T5mainasync strategy, search for mfi60M:

https://pastebin.com/HJpshVz0

YES .It works!. Thanks a lot  Mark. i really appropriate it . keep up the good work man.
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#14
I am glad it works for you. Did some tests in the past with volume based indicators also, but they did not outperform a traditional indicator like RSI during my tests.

E.g. taking T5mainasync strat, on whole year 2018 it makes a profit of +164%, ETHEUR: https://cloud.think5.de/gekko/backtests/...81231.html

With a direct RSI to MFI indicator replacement, the profits get lower using this strategy. Maybe you can get better results with MFI and new, adjusted tresholds.
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