VmaPredict2.js (new)
(Yesterday, 06:30 PM)PGTART Wrote:
(Yesterday, 06:08 PM)QueefWellington Wrote:
(Yesterday, 06:04 PM)PGTART Wrote:
(Yesterday, 05:48 PM)QueefWellington Wrote: Just having a look at this.

Correct me if I'm wrong but magica is used to compare with the actual close price right? So your default magica value of 380 is of whatever currency you are trading? This means that those values will have to be drastically different for another currency pair. Also if you ran the bot for a long time, your magica value might be good at the start but after a couple of months, it will no longer be optimal because the price could me much high/lower.

It may be better to do these as percentages of the actual price rather than absolute values. That way the effectiveness of the value won't change over time and can be applied to other pairs.

But apart from that, it looks good Smile

Percentages is the next future plan v7 or v8, any way soon, its easier for debugging to use fixed amounts.
But it will come  for sure

Sounds good pal. Just adding percentages in myself now because It's easier than setting values like 0.00001 Big Grin

Do you prefer trading on long average percentages or based upon current candle?
I kinda wonder if current candle might influence to much.

I've only ever used current candle for percentages. But smoothing it out with like 5 candles sounds like a good idea. Never thought of it.
(Yesterday, 04:35 PM)PGTART Wrote: I think for shorter time ranges
The red values are based on trade profits losses so those might require to be a bit smaller :
The green values are used in averaging, so say 20  minute trades, if one does the averages x3 (then they still contain a hour of data).
It should be possible i think there is nothing limiting this math not to work on other time ranges.
And if it works for one range it should thus also work on another range (math is universal), but it will have different tweak settings.

ea Magica moments might be a bit smaller because in smaller timeranges the gain profit (per candle) is statistically smaller as compared to one hour profit  (however since more candle's pass by there is a chance to take more opertunities in the 5 min range).

sorry for my typo of using # instead of // on top of the js file   (misstake used toml style comment).


[Swings]  # where is store my own constants

# magica       = used in long buy price dips
# mediumout = used in short sell
# shortsight   = used in short sell

Magica = 325
MediumOut = 280
ShortSight = 400

# downhill = short after price drop since highest
# highshot = short after price jump 2 new candles
# bullseye = secure profit since bought
# daystop = max los stops trade till next day

DownHill = 250 
HighShot = 290  
BullsEye = 1000    
DayStop = 300     

#forcast trend tulip indicator

Short =  6 
Medium = 12
Long = 100   #nan

#moving averages
Short = 6 
Medium = 25
Long = 100

 #volume moving averages  

Short  = 6    #not used
Medium = 30  
Long   = 100  #not used

This resulted in 
simulated profit: 258.50833%
When market was 172.74404%

I was trying to test with smaller candles (1 and 5 min) but never found a way to have a positive result. Need to test more.

I know the values must be smaller. The TOML configurations that I've posted are for 1 hour candles only. But since this variables are based in value and not in percentage it is difficult to find the sweet spot.
Update I decided to release an intermedium version 6B
6B can still behave like 6
However, as i don't wanted this version to fragment in other versions here.
I decided to release the percentage earlier before other future's i have planed

Magica, MediumOut, ShortSight, and HighShot as well.
Can now use a percentage with a new toml and code file, in the toml I have now the option:    UsePercentage = true 
If set to true then those 4 variables take a percentage of the long moving average (which makes most sense I believe).

if you set:  UsePercentage = false
Then the old behavior is in use, using fixed constants

Requesting how this works out, (post your results and toml settings, so that i can improve it more).
Might be interesting for alt markets i think.

You'll find 6B version here : https://github.com/PGTBoos/GekkoStrategies

I release it early as, as of tomorrow start a new job so (I coded this while i had no job).
After today new release will appear less frequent, i will not have that much time left then.

An important note though, I really depend on you people testing this out.
Doing coding and good market testing takes a lot of time, and that would reduce my coding speed a lot.

So share your result, so I can improve upon it, and others might improve upon you as well.
I spend about a week coding this for free, so don't hesitate to join the development of code by testing it.
[....Resistance is futile...]

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