Gekko - a javascript trading bot and backtesting platform - page 14.

San1ty

sr. member

Activity: 462

Merit: 250

Quote from: Phillis on February 26, 2014, 06:09:08 AM

I would just like to say thank you for making this open source and continuing to develop this project. I love that you added RSI (although i'd love to see stochRSI as well). I have been following the development of gekko for roughly 9 months and over the past few weeks, I have been running a ton of instances of the different indicators and the various settings for each indicator and I have tweaked it a bit to turn a profit in certain market situations.

My best advice to new people who are interested in this bot, is the following:
1). Test different candle sizes, test different amount of candles, etc
2). Test the different indicators while following 1).
3). I've noticed that I've gotten better results with larger candle sizes, which makes sense since high frequency trading based on just one indicator will generate a lot of false positives, in which trade fees will eat away at your profits.
4). I wouldn't say gekko is good for 24/7 trading at all, since it is based on just a single indicator, but it is very good with specific market situations (depending on the indicator type and settings).

With that said, I'd love to see the use of two indicators to determine whether or not to short or long. ie MACD and RSI both giving a long or short signal in order for that position to be taken.

Anyways, awesome work!

MACD and RSI isn't all that either, signals will be lagging so hard you're gonna lose a lot. But I understand what you are saying, combining indicators would be nice.

Phillis

sr. member

Activity: 404

Merit: 500

I would just like to say thank you for making this open source and continuing to develop this project. I love that you added RSI (although i'd love to see stochRSI as well). I have been following the development of gekko for roughly 9 months and over the past few weeks, I have been running a ton of instances of the different indicators and the various settings for each indicator and I have tweaked it a bit to turn a profit in certain market situations.

My best advice to new people who are interested in this bot, is the following:
1). Test different candle sizes, test different amount of candles, etc
2). Test the different indicators while following 1).
3). I've noticed that I've gotten better results with larger candle sizes, which makes sense since high frequency trading based on just one indicator will generate a lot of false positives, in which trade fees will eat away at your profits.
4). I wouldn't say gekko is good for 24/7 trading at all, since it is based on just a single indicator, but it is very good with specific market situations (depending on the indicator type and settings).

With that said, I'd love to see the use of two indicators to determine whether or not to short or long. ie MACD and RSI both giving a long or short signal in order for that position to be taken.

Anyways, awesome work!

phenomens

newbie

Activity: 20

Merit: 0

Bajawah : Does it works great with a candleSize at 5 ??

Bajawah

newbie

Activity: 59

Merit: 0

Update on all the bots that are running for data.

All down around -15% Grin

lololol make me fake poor!

With :

Code:

config.tradingAdvisor = {
  enabled: true,
  method: 'DEMA',
  candleSize: 5,
  historySize: 20
}

// Exponential Moving Averages settings:
config.DEMA = {
  // EMA weight (α)
  // the higher the weight, the more smooth (and delayed) the line
  short: 10,
  long: 21,
  // amount of candles to remember and base initial EMAs on
  // the difference between the EMAs (to act as triggers)
  thresholds: {
    down: -0.025,
    up: 0.025
  }
};

phenomens

newbie

Activity: 20

Merit: 0

I'm retarded.... The time used on the script it UTC and here i'm at UTC+1.... So that's why i've got one hour of difference...
I'm so sorry men..

But thanks for your help. I'll take the candles back to 60 and wait Wink

I'll make a little review after some days of tests !!

phenomens

newbie

Activity: 20

Merit: 0

Thanks Bajawah ! i'll try with candle /2 (so 30) only to see how it works and i'll increase the value after !

However he'll get the informations so it'll be less longer if i set back the value to 60 Wink

(i hope)

Bajawah

newbie

Activity: 59

Merit: 0

Quote from: phenomens on February 25, 2014, 02:51:45 PM

I've set the candlestick with the default value... Hope it's a nice try Tongue

About the 1 hour late : By example if it's 21pm here and the bot is doing his analysis for trade informations of 20pm...

Here a cc of the bot :

Code:

2014-02-25 20:50:01 (DEBUG):	processing 1 trade(s)
2014-02-25 20:50:01 (DEBUG):	from 2014-02-25T19:49:14+00:00 to 2014-02-25T19:49:14+00:00

Perhaps it's normal because he's analyzing...

You can lower the candle and history size to get it running. But it will have less data, and therefore be less accurate.

phenomens

newbie

Activity: 20

Merit: 0

I've set the candlestick with the default value... Hope it's a nice try Tongue

About the 1 hour late : By example if it's 21pm here and the bot is doing his analysis for trade informations of 20pm...

Here a cc of the bot :

Code:

2014-02-25 20:50:01 (DEBUG):	processing 1 trade(s)
2014-02-25 20:50:01 (DEBUG):	from 2014-02-25T19:49:14+00:00 to 2014-02-25T19:49:14+00:00

Perhaps it's normal because he's analyzing...

San1ty

sr. member

Activity: 462

Merit: 250

Quote from: phenomens on February 25, 2014, 10:19:29 AM

Thanks San1ty. I completly understand that an indicator needs an historical analysis, but i was just wondering if 2 days of work is too long or not.

But actually i see on the script that it seems that the script is 1 hour late. Is it because the analysis of a normal thing ?

You are very welcome. I think the time it needs depends on the indicator settings as well as the candlestick size that you set.
What exactly do you mean with 1 hour late (That sounds a bit strange)?

phenomens

newbie

Activity: 20

Merit: 0

Thanks San1ty. I completly understand that an indicator needs an historical analysis, but i was just wondering if 2 days of work is too long or not.

But actually i see on the script that it seems that the script is 1 hour late. Is it because the analysis of a normal thing ?

San1ty

sr. member

Activity: 462

Merit: 250

Quote from: phenomens on February 25, 2014, 06:54:28 AM

Hello everyone. I'm interested by gekko and i've installed it.

I've edited config file and launched gekko with node. Everything seems good, but gekko tells me he needs 2 days to get informations... Is it normal ?

Thanks for your answers !

Yes it is! How can an indicator tell you what to do without having any historical data to look at

?

phenomens

newbie

Activity: 20

Merit: 0

Hello everyone. I'm interested by gekko and i've installed it.

I've edited config file and launched gekko with node. Everything seems good, but gekko tells me he needs 2 days to get informations... Is it normal ?

Thanks for your answers !

Bajawah

newbie

Activity: 59

Merit: 0

Quote from: memeyou on February 16, 2014, 03:39:29 AM

Here's the exchange files i'm currently using for Bter/Mcxnow. I only had to submit one issue upstream - but it's settled. I'm only using it for MAX/BTC atm - have to set a high minimum - i don't think you can make trades that put your BTC under .005 - gekko kept trying to buy .02 max otherwise. I'm using a bunch of other symbols for monitoring but not private API yet.

BTER: https://gist.github.com/memeyou/9031171
MCXNOW: https://gist.github.com/memeyou/9068360 (and a node-mcxnow https://www.npmjs.org/package/mcxnow)

edit: added mcxnow; submitted mcxnow to npm

Now this was my personal preference... for irc I added color, made message fit on one line (helpful when you have 6+ bots running), and added extra info from the methods (time since trend, price etc).

less spammy w/ pretty irc colors: https://gist.github.com/memeyou/9031218

Nice job on Bter. I am checking it out now.

For colors, this is also nice.

https://github.com/marak/colors.js/

*edit* - So, I am running multiple instances building databases. Few questions.

Is their any way for us to share our data with each other or merge it?

It would be nice to be able to run logic based on 2-week windows.

*edit 2* - these are the pairs I am building on Bter, FYI.

currency: '-', // 'BTC', CNY'
asset: '-' // 'BTC', LTC', 'VTC', 'DOGE', 'MAX'

Eisenherz

member

Activity: 61

Merit: 10

Quote from: g0re79 on February 14, 2014, 03:20:54 AM

I ran 2 instances of gekko on kraken exchange, LTC/USD and XBT/EUR. After several hours with no advice to buy/sell at all (even that I altered settings a bit and saw nice opportunities) both crashed:

Same here! I've got the same error message for kraken.com.

wolfy

newbie

Activity: 9

Merit: 0

I want to trial this bot for its effectiveness on historical data. Is there a simple way to fetch trading data from a previous date till present day and have the bot run over that data? I see there is a back testing feature but I'm not sure how to set it up (or if it works) and how to get historical data for a particular exchange. I'm looking to run it over Bitstamp data for the past month.

Cheers

memeyou

newbie

Activity: 6

Merit: 0

Here's the exchange files i'm currently using for Bter/Mcxnow. I only had to submit one issue upstream - but it's settled. I'm only using it for MAX/BTC atm - have to set a high minimum - i don't think you can make trades that put your BTC under .005 - gekko kept trying to buy .02 max otherwise. I'm using a bunch of other symbols for monitoring but not private API yet.

BTER: https://gist.github.com/memeyou/9031171
MCXNOW: https://gist.github.com/memeyou/9068360 (and a node-mcxnow https://www.npmjs.org/package/mcxnow)

edit: added mcxnow; submitted mcxnow to npm

Now this was my personal preference... for irc I added color, made message fit on one line (helpful when you have 6+ bots running), and added extra info from the methods (time since trend, price etc).

less spammy w/ pretty irc colors: https://gist.github.com/memeyou/9031218

memeyou

newbie

Activity: 6

Merit: 0

afaik it logs to stdio so just pipe the output to a logfile.

nitrox

member

Activity: 136

Merit: 10

tester

and other question :
where is the log file ?
how to get logs ?

nothing find in log folder.

nitrox

member

Activity: 136

Merit: 10

tester

maybe it is a stupid question but i must to ask :

in DEMA method what thresholds down and up mean ?

and why one is negative value ?

g0re79

sr. member

Activity: 476

Merit: 250

I´ve got a picture! Haha!

I ran 2 instances of gekko on kraken exchange, LTC/USD and XBT/EUR. After several hours with no advice to buy/sell at all (even that I altered settings a bit and saw nice opportunities) both crashed:

Code:

....
2014-02-14 04:07:45 (DEBUG):    Requested LTC/USD trade data from Kraken ...
2014-02-14 04:07:46 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 04:08:34 (DEBUG):    Requested LTC/USD trade data from Kraken ...
2014-02-14 04:08:35 (DEBUG):    Fetched 1 new trades, from 2014-02-14 03:08:25 UTC to 2014-02-14 03:08:25 UTC

Gekko encountered an error and can't continue

Meta debug info:

Gekko version: v0.1.0
Nodejs version: v0.10.25

Error:

FATAL: Fetch data appears from the future, don't know how to process

Error: kill ESRCH
    at errnoException (node.js:540:13)
    at process.kill (node.js:729:15)
    at Object.util.die (C:\gekko-kraken_LTC-USD\core\util.js:140:13)
    at Manager.processTrades (C:\gekko-kraken_LTC-USD\core\candleManager.js:575:10)
    at bound (C:\gekko-kraken_LTC-USD\node_modules\lodash\dist\lodash.js:729:21)
    at EventEmitter.emit (events.js:117:20)
    at bound [as emit] (C:\gekko-kraken_LTC-USD\node_modules\lodash\dist\lodash.js:729:21)
    at Fetcher.processTrades (C:\gekko-kraken_LTC-USD\core\tradeFetcher.js:191:8)
    at bound (C:\gekko-kraken_LTC-USD\node_modules\lodash\dist\lodash.js:729:21)
    at process (C:\gekko-kraken_LTC-USD\exchanges\kraken.js:112:7)

C:\gekko-kraken_LTC-USD>

Code:

....
2014-02-14 00:54:57 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:54:58 (DEBUG):    Fetched 5 new trades, from 2014-02-13 23:55:58 UTC to 2014-02-13 23:56:09 UTC
2014-02-14 00:54:58 (DEBUG):    minimum trade treshold: 2014-02-13 23:53:45 UTC
2014-02-14 00:54:58 (DEBUG):    processing 5 trade(s)
2014-02-14 00:54:58 (DEBUG):    from 2014-02-13T23:55:58+00:00 to 2014-02-13T23:56:09+00:00
2014-02-14 00:54:58 (DEBUG):    Skipping creation of already loaded database 2014-02-13
2014-02-14 00:54:58 (DEBUG):    inserting candle 1433 (2014-02-13 23:53:00 UTC)volume: 1.8900000000000001
2014-02-14 00:54:58 (DEBUG):    inserting candle 1434 (2014-02-13 23:54:00 UTC)volume: 0
2014-02-14 00:54:58 (DEBUG):    inserting candle 1435 (2014-02-13 23:55:00 UTC)volume: 1.5781
2014-02-14 00:54:58 (DEBUG):    Processed trades, sleeping for a minute...
2014-02-14 00:55:46 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:55:46 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:56:34 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:56:35 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:57:23 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:57:24 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:58:12 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:58:13 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:59:01 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:59:02 (DEBUG):    Fetched 2 new trades, from 2014-02-14 00:00:08 UTC to 2014-02-14 00:00:14 UTC

Gekko encountered an error and can't continue

Meta debug info:

Gekko version: v0.1.0
Nodejs version: v0.10.25

Error:

FATAL: Fetch data appears from the future, don't know how to process

Error: kill ESRCH
    at errnoException (node.js:540:13)
    at process.kill (node.js:729:15)
    at Object.util.die (C:\gekko-new\core\util.js:140:13)
    at Manager.processTrades (C:\gekko-new\core\candleManager.js:575:10)
    at bound (C:\gekko-new\node_modules\lodash\dist\lodash.js:729:21)
    at EventEmitter.emit (events.js:117:20)
    at bound [as emit] (C:\gekko-new\node_modules\lodash\dist\lodash.js:729:21)
    at Fetcher.processTrades (C:\gekko-new\core\tradeFetcher.js:191:8)
    at bound (C:\gekko-new\node_modules\lodash\dist\lodash.js:729:21)
    at process (C:\gekko-new\exchanges\kraken.js:112:7)

C:\gekko-new>

Any advices? BTW It would be really nice if gekko could fetch data from future

Topic: Gekko - a javascript trading bot and backtesting platform - page 14. (Read 147876 times)