Gekko - a javascript trading bot and backtesting platform - page 24.

kenshin23

member

Activity: 66

Merit: 10

Quote from: whydifficult on August 14, 2013, 04:01:58 PM

Quote from: kenshin23 on August 13, 2013, 01:12:58 AM

I'm currently using Gekko to help me automate trading and follow the system that Goomboo posted. I don't know much about trading and there's still so much to learn, but I've noticed something during backtesting that I think is related to the latest posts.

When doing tests, does anyone change the number of initial candles to store? I took the H1 data from the last 5 months at BitcoinCharts (3570 candles), changed the format to what the backtester expects and tried this:

[...]

I'm wondering if there's really a need to change that setting or not. Note the huge change from 200 to 300 candles.

I am looking in to the data as to what kind of difference this makes, but do note:

The EMA method is supposed to start out with a history, the ideal case would be the complete history but since this is not practicle (and the difference decreases exponentially as you remove old history). If you don't start with a big history you aren't using pure EMA as you are not able to calculate the real EMA (a number which is built up using the complete history). Diabolicus showed the EMA difference in EMA calculation between a big and a small history.

If you are looking at the profit as a result of different histories you are just comparing different kind of EMAs (different levels of pure EMA so to say) which each other. It may the case that an EMA without an history would be the most profitable in a backtest, but it pretty hard to turn that into conclusions.

Hope that this explanation makes sense.

Hi, thanks for taking the time to reply! Let's see if I'm getting everything right. When you say "a different history" you mean to say that when I change the number of candles to retain for calculation, I'm basically evaluating a different timeframe = different history, correct?

On another note, I was looking through the source code to see if I could write a tester that would automatically find the optimum EMA values for a given timeframe, but I haven't had much time to do so.

whydifficult

sr. member

Activity: 287

Merit: 250

Quote from: telemaco on August 14, 2013, 09:30:44 PM

Thanks a lot for your bot. It is awesome !

One question. To minimize risk of exchange shutdown and also to greately reduce slippage but still have different configurations i would like to run different ema and percent values on different exchanges. Can i just copy the gekko folder and run different instances with different configurations?

I have copied the folder to ...\Desktop\gekko-master\gekko-master2\ and run node gekko (i have already one running on ...\Desktop\gekko-master\gekko-master\ . Both gekko bots have different EMA configurations. Why? i have very different trading rates and backtesting that seems to heavily change the benefit i get depending on EMAs and percent thresholds.

The first one with btc-e is running fine but with the second one (gekko-master2) i am just getting a "Failed to load historical trades from Bitstamp". I don't know if there has been a change in their api or it is a problem of my configuration. I have api activated and email verified on bitstamp. It seems to be connecting right because it displays the correct amount of BTC and USD but fails getting historical data. I have tried lowering the number of candles from 300 to even 5 and it does the same.

What do you think might be happening? I have latest gekko version.

Thanks!

The first question about running multiple Gekkos with different settings: You can also copy the config file and run a second Gekko and tell it to use the other config file, you can read more information in the docs. But you can also copy the whole folder.

The problem with Bitstamp is has to do with them changing the API. I am working on distrubiting candles using my own platform, but in the meantime you can try this solution.

telemaco

sr. member

Activity: 371

Merit: 250

Thanks a lot for your bot. It is awesome !

One question. To minimize risk of exchange shutdown and also to greately reduce slippage but still have different configurations i would like to run different ema and percent values on different exchanges. Can i just copy the gekko folder and run different instances with different configurations?

I have copied the folder to ...\Desktop\gekko-master\gekko-master2\ and run node gekko (i have already one running on ...\Desktop\gekko-master\gekko-master\ . Both gekko bots have different EMA configurations. Why? i have very different trading rates and backtesting that seems to heavily change the benefit i get depending on EMAs and percent thresholds.

The first one with btc-e is running fine but with the second one (gekko-master2) i am just getting a "Failed to load historical trades from Bitstamp". I don't know if there has been a change in their api or it is a problem of my configuration. I have api activated and email verified on bitstamp. It seems to be connecting right because it displays the correct amount of BTC and USD but fails getting historical data. I have tried lowering the number of candles from 300 to even 5 and it does the same.

What do you think might be happening? I have latest gekko version.

Thanks!

whydifficult

sr. member

Activity: 287

Merit: 250

Quote from: itod on August 14, 2013, 05:07:15 PM

Quote from: whydifficult on August 14, 2013, 05:00:29 PM

As I've said before I am working on my own solution for the exchanges API problem. Here you can see a sneak preview

Wizbit

Nice, can you give some more details?

Sure

It started out with me working on Gekko and getting tired of all the API changes and how difficult it is to get historical trade data. Bitcoincharts has a lot of nice data, but they also changed their API silently twice now since I started Gekko.

So basically I am trying to setup a service where I offer a lot of exchange trade data (in charts as well as through an API), similar to bitcoincharts but also supporting alt coins, a stable API and more asian (chinese) markets.

I have started watching a bunch of different exchanges and I am working on exposing candles for all these markets through a beta version of Wizbit soon. Here is the list of markets I am currently watching, as well as some DB info:

http://wizb.it/watcher.txt

* Note that I do this all in my free time, so a solid platform may never come, I also have a couple of bugs in Gekko I still need to fix so it may take a while to get somewhere.

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: whydifficult on August 14, 2013, 05:00:29 PM

As I've said before I am working on my own solution for the exchanges API problem. Here you can see a sneak preview

Wizbit

Nice, can you give some more details?

whydifficult

sr. member

Activity: 287

Merit: 250

Quote from: davider on August 13, 2013, 02:42:02 PM

Hi whydifficult,

what about running gekko on a Raspberry Pi?
It would be great to support an external LCD like they did with this Raspberry USB Miner project:

http://learn.adafruit.com/piminer-raspberry-pi-bitcoin-miner/
https://github.com/adafruit/piminer

Maybe not an high priority feature but it could be cool!

There are people running Gekko on a raspberry PI, however I am not familar with such a LED display on a PI (I am on an Arduino). In the long term I want to offer an easy API so that people (who own such cool stuff) can route the output to wherever they want: on their raspberry PI LED, on their website, to their Google glass, etc.

---

As I've said before I am working on my own solution for the exchanges API problem. Here you can see a sneak preview

Wizbit

whydifficult

sr. member

Activity: 287

Merit: 250

Quote from: kenshin23 on August 13, 2013, 01:12:58 AM

I'm currently using Gekko to help me automate trading and follow the system that Goomboo posted. I don't know much about trading and there's still so much to learn, but I've noticed something during backtesting that I think is related to the latest posts.

When doing tests, does anyone change the number of initial candles to store? I took the H1 data from the last 5 months at BitcoinCharts (3570 candles), changed the format to what the backtester expects and tried this:

[...]

I'm wondering if there's really a need to change that setting or not. Note the huge change from 200 to 300 candles.

I am looking in to the data as to what kind of difference this makes, but do note:

The EMA method is supposed to start out with a history, the ideal case would be the complete history but since this is not practicle (and the difference decreases exponentially as you remove old history). If you don't start with a big history you aren't using pure EMA as you are not able to calculate the real EMA (a number which is built up using the complete history). Diabolicus showed the EMA difference in EMA calculation between a big and a small history.

If you are looking at the profit as a result of different histories you are just comparing different kind of EMAs (different levels of pure EMA so to say) which each other. It may the case that an EMA without an history would be the most profitable in a backtest, but it pretty hard to turn that into conclusions.

Hope that this explanation makes sense.

Quote from: dplusf on August 14, 2013, 05:36:11 AM

Quote from: TradesLikeAPotato on August 14, 2013, 02:12:33 AM

Awesome bot! I love the backtesting feature. I'm getting an error with setting up email though, here's the console:

Quote

2013-08-13 23:44:50 (INFO): I'm gonna make you rich, Bud Fox.
2013-08-13 23:44:50 (INFO): Let me show you some Exponential Moving Averages
.

2013-08-13 23:44:50 (INFO): Using normal settings to monitor the live market

2013-08-13 23:44:50 (INFO): NOT trading with real money
2013-08-13 23:44:51 (INFO): Profit reporter active on simulated balance
2013-08-13 23:44:51 (INFO): Calculating EMA on historical data...
2013-08-13 23:44:58 (INFO): ADVICE is to BUY @ 96.709 (0.454)
2013-08-13 23:44:58 (WARN): ERROR SENDING MAIL { [Error: authorization.faile
d]
  code: 3,
  previous:
   { [Error: bad response on command 'AUTH']
   code: 2,
   smtp: '334 eyJzdGF0dXMiOiI0MDAiLCJzY2hlbWVzIjoiQmVhcmVyIiwic2NvcGUiOiJodHRw
czovL21haWwuZ29vZ2xlLmNvbS8ifQ==\n' },
  smtp: undefined }

Hi,

i got exactly the same error after updating to the latest version.

Darn APIs that keep changing, working on it!

dplusf

sr. member

Activity: 258

Merit: 250

Quote from: TradesLikeAPotato on August 14, 2013, 02:12:33 AM

Awesome bot! I love the backtesting feature. I'm getting an error with setting up email though, here's the console:

Quote

2013-08-13 23:44:50 (INFO): I'm gonna make you rich, Bud Fox.
2013-08-13 23:44:50 (INFO): Let me show you some Exponential Moving Averages
.

2013-08-13 23:44:50 (INFO): Using normal settings to monitor the live market

2013-08-13 23:44:50 (INFO): NOT trading with real money
2013-08-13 23:44:51 (INFO): Profit reporter active on simulated balance
2013-08-13 23:44:51 (INFO): Calculating EMA on historical data...
2013-08-13 23:44:58 (INFO): ADVICE is to BUY @ 96.709 (0.454)
2013-08-13 23:44:58 (WARN): ERROR SENDING MAIL { [Error: authorization.faile
d]
  code: 3,
  previous:
   { [Error: bad response on command 'AUTH']
   code: 2,
   smtp: '334 eyJzdGF0dXMiOiI0MDAiLCJzY2hlbWVzIjoiQmVhcmVyIiwic2NvcGUiOiJodHRw
czovL21haWwuZ29vZ2xlLmNvbS8ifQ==\n' },
  smtp: undefined }

Hi,

i got exactly the same error after updating to the latest version.

TradesLikeAPotato

newbie

Activity: 41

Merit: 0

Awesome bot! I love the backtesting feature. I'm getting an error with setting up email though, here's the console:

Quote

2013-08-13 23:44:50 (INFO): I'm gonna make you rich, Bud Fox.
2013-08-13 23:44:50 (INFO): Let me show you some Exponential Moving Averages
.

2013-08-13 23:44:50 (INFO): Using normal settings to monitor the live market

2013-08-13 23:44:50 (INFO): NOT trading with real money
2013-08-13 23:44:51 (INFO): Profit reporter active on simulated balance
2013-08-13 23:44:51 (INFO): Calculating EMA on historical data...
2013-08-13 23:44:58 (INFO): ADVICE is to BUY @ 96.709 (0.454)
2013-08-13 23:44:58 (WARN): ERROR SENDING MAIL { [Error: authorization.faile
d]
  code: 3,
  previous:
   { [Error: bad response on command 'AUTH']
   code: 2,
   smtp: '334 eyJzdGF0dXMiOiI0MDAiLCJzY2hlbWVzIjoiQmVhcmVyIiwic2NvcGUiOiJodHRw
czovL21haWwuZ29vZ2xlLmNvbS8ifQ==\n' },
  smtp: undefined }

davider

member

Activity: 72

Merit: 10

Hi whydifficult,

what about running gekko on a Raspberry Pi?
It would be great to support an external LCD like they did with this Raspberry USB Miner project:

http://learn.adafruit.com/piminer-raspberry-pi-bitcoin-miner/
https://github.com/adafruit/piminer

Maybe not an high priority feature but it could be cool!

kenshin23

member

Activity: 66

Merit: 10

I'm currently using Gekko to help me automate trading and follow the system that Goomboo posted. I don't know much about trading and there's still so much to learn, but I've noticed something during backtesting that I think is related to the latest posts.

When doing tests, does anyone change the number of initial candles to store? I took the H1 data from the last 5 months at BitcoinCharts (3570 candles), changed the format to what the backtester expects and tried this:

EMA 10/21, +-0.25 threshold, 60 minutes interval:

	Simulated profit	Simulated yearly profit	# trades
100 candles:	115.715%	286.074%	61
200 candles:	112.729%	286.653%	59
300 candles:	160.956%	421.325%	56
400 candles:	174.353%	470.224%	55

...and so on.

I'm wondering if there's really a need to change that setting or not. Note the huge change from 200 to 300 candles.

whydifficult

sr. member

Activity: 287

Merit: 250

Quote from: ErebusBat on August 09, 2013, 04:05:49 PM

nm... looks like even at 100 it was not enough to calculate 'accurate' EMAs, running

[..]

Anyone know off the top of their head how many back candles are really needed to prime the EMA for 'good' values?

Glad you got it sorted, if you got any feedback on ways to make the backtesting easier / better I am all ears

Quote from: Diabolicus on August 10, 2013, 05:27:46 AM

Here's a little comparison:
3rd column = EMA(50), started January 1st
4th column = EMA(50), started 100 candles later (April 10th)
5th column = deviation 2nd <-> 1st EMA in %

It takes 48 days (May 28th) to bring the deviation down to 10%, and 110 days (July 29th) to get to less than 1%.

This is very variable information, thanks! Do note that due to the nature of EMA this number should be lower when using lower EMA values (like both 21 and 10). But I can't really tell if 1% is the number we should aim for.

Diabolicus

member

Activity: 90

Merit: 10

Here's a little comparison:
3rd column = EMA(50), started January 1st
4th column = EMA(50), started 100 candles later (April 10th)
5th column = deviation 2nd <-> 1st EMA in %

It takes 48 days (May 28th) to bring the deviation down to 10%, and 110 days (July 29th) to get to less than 1%.

Timestamp   Weighted Price   50.00   50.00   Deviation
31.12.2012 00:00   13.48   0.00   0.00
01.01.2013 00:00   13.34   0.52   0.00   100.00% << start 1st EMA
02.01.2013 00:00   13.31   1.02   0.00   100.00%
03.01.2013 00:00   13.36   1.51   0.00   100.00%
04.01.2013 00:00   13.42   1.98   0.00   100.00%
05.01.2013 00:00   13.45   2.43   0.00   100.00%
06.01.2013 00:00   13.46   2.86   0.00   100.00%
07.01.2013 00:00   13.51   3.28   0.00   100.00%
08.01.2013 00:00   13.72   3.69   0.00   100.00%
09.01.2013 00:00   13.74   4.08   0.00   100.00%
10.01.2013 00:00   14.05   4.47   0.00   100.00%
11.01.2013 00:00   14.11   4.85   0.00   100.00%
12.01.2013 00:00   14.17   5.21   0.00   100.00%
13.01.2013 00:00   14.11   5.56   0.00   100.00%
14.01.2013 00:00   14.26   5.90   0.00   100.00%
15.01.2013 00:00   14.20   6.23   0.00   100.00%
16.01.2013 00:00   14.52   6.55   0.00   100.00%
17.01.2013 00:00   15.17   6.89   0.00   100.00%
18.01.2013 00:00   15.68   7.24   0.00   100.00%
19.01.2013 00:00   15.46   7.56   0.00   100.00%
20.01.2013 00:00   15.72   7.88   0.00   100.00%
21.01.2013 00:00   16.38   8.21   0.00   100.00%
22.01.2013 00:00   17.15   8.56   0.00   100.00%
23.01.2013 00:00   17.22   8.90   0.00   100.00%
24.01.2013 00:00   17.75   9.25   0.00   100.00%
25.01.2013 00:00   16.66   9.54   0.00   100.00%
26.01.2013 00:00   17.15   9.84   0.00   100.00%
27.01.2013 00:00   17.65   10.15   0.00   100.00%
28.01.2013 00:00   18.34   10.47   0.00   100.00%
29.01.2013 00:00   19.17   10.81   0.00   100.00%
30.01.2013 00:00   19.48   11.15   0.00   100.00%
31.01.2013 00:00   20.58   11.52   0.00   100.00%
01.02.2013 00:00   20.73   11.88   0.00   100.00%
02.02.2013 00:00   19.47   12.18   0.00   100.00%
03.02.2013 00:00   20.26   12.49   0.00   100.00%
04.02.2013 00:00   20.42   12.80   0.00   100.00%
05.02.2013 00:00   20.57   13.11   0.00   100.00%
06.02.2013 00:00   21.09   13.42   0.00   100.00%
07.02.2013 00:00   21.61   13.74   0.00   100.00%
08.02.2013 00:00   22.42   14.08   0.00   100.00%
09.02.2013 00:00   23.24   14.44   0.00   100.00%
10.02.2013 00:00   23.42   14.79   0.00   100.00%
11.02.2013 00:00   24.13   15.16   0.00   100.00%
12.02.2013 00:00   25.09   15.55   0.00   100.00%
13.02.2013 00:00   25.48   15.94   0.00   100.00%
14.02.2013 00:00   25.46   16.31   0.00   100.00%
15.02.2013 00:00   26.99   16.73   0.00   100.00%
16.02.2013 00:00   27.16   17.14   0.00   100.00%
17.02.2013 00:00   26.40   17.50   0.00   100.00%
18.02.2013 00:00   26.76   17.87   0.00   100.00%
19.02.2013 00:00   28.19   18.27   0.00   100.00%
20.02.2013 00:00   29.47   18.71   0.00   100.00%
21.02.2013 00:00   29.68   19.14   0.00   100.00%
22.02.2013 00:00   30.46   19.58   0.00   100.00%
23.02.2013 00:00   29.05   19.96   0.00   100.00%
24.02.2013 00:00   29.78   20.34   0.00   100.00%
25.02.2013 00:00   30.07   20.72   0.00   100.00%
26.02.2013 00:00   31.01   21.13   0.00   100.00%
27.02.2013 00:00   31.22   21.52   0.00   100.00%
28.02.2013 00:00   32.69   21.96   0.00   100.00%
01.03.2013 00:00   34.24   22.44   0.00   100.00%
02.03.2013 00:00   33.87   22.89   0.00   100.00%
03.03.2013 00:00   34.13   23.33   0.00   100.00%
04.03.2013 00:00   35.47   23.81   0.00   100.00%
05.03.2013 00:00   39.35   24.42   0.00   100.00%
06.03.2013 00:00   45.18   25.23   0.00   100.00%
07.03.2013 00:00   40.93   25.85   0.00   100.00%
08.03.2013 00:00   43.16   26.52   0.00   100.00%
09.03.2013 00:00   45.44   27.27   0.00   100.00%
10.03.2013 00:00   46.84   28.03   0.00   100.00%
11.03.2013 00:00   47.62   28.80   0.00   100.00%
12.03.2013 00:00   43.70   29.39   0.00   100.00%
13.03.2013 00:00   46.41   30.05   0.00   100.00%
14.03.2013 00:00   47.31   30.73   0.00   100.00%
15.03.2013 00:00   47.03   31.37   0.00   100.00%
16.03.2013 00:00   46.86   31.98   0.00   100.00%
17.03.2013 00:00   47.40   32.58   0.00   100.00%
18.03.2013 00:00   48.98   33.23   0.00   100.00%
19.03.2013 00:00   55.39   34.09   0.00   100.00%
20.03.2013 00:00   62.02   35.19   0.00   100.00%
21.03.2013 00:00   69.07   36.52   0.00   100.00%
22.03.2013 00:00   70.65   37.86   0.00   100.00%
23.03.2013 00:00   62.67   38.83   0.00   100.00%
24.03.2013 00:00   68.92   40.01   0.00   100.00%
25.03.2013 00:00   74.25   41.35   0.00   100.00%
26.03.2013 00:00   77.25   42.76   0.00   100.00%
27.03.2013 00:00   84.87   44.41   0.00   100.00%
28.03.2013 00:00   87.41   46.10   0.00   100.00%
29.03.2013 00:00   88.78   47.77   0.00   100.00%
30.03.2013 00:00   91.72   49.50   0.00   100.00%
31.03.2013 00:00   92.70   51.19   0.00   100.00%
01.04.2013 00:00   100.04   53.11   0.00   100.00%
02.04.2013 00:00   107.61   55.24   0.00   100.00%
03.04.2013 00:00   127.89   58.09   0.00   100.00%
04.04.2013 00:00   131.61   60.97   0.00   100.00%
05.04.2013 00:00   139.22   64.04   0.00   100.00%
06.04.2013 00:00   142.16   67.11   0.00   100.00%
07.04.2013 00:00   154.26   70.52   0.00   100.00%
08.04.2013 00:00   181.49   74.88   0.00   100.00%
09.04.2013 00:00   214.67   80.36   0.00   100.00%
10.04.2013 00:00   184.65   84.45   7.24   91.43% << start 2nd EMA
11.04.2013 00:00   158.93   87.37   13.19   84.90%
12.04.2013 00:00   85.57   87.30   16.03   81.64%
13.04.2013 00:00   110.21   88.20   19.72   77.64%
14.04.2013 00:00   97.41   88.56   22.77   74.29%
15.04.2013 00:00   87.07   88.50   25.29   71.42%
16.04.2013 00:00   65.33   87.59   26.86   69.33%
17.04.2013 00:00   85.27   87.50   29.15   66.69%
18.04.2013 00:00   97.38   87.89   31.83   63.79%
19.04.2013 00:00   119.43   89.12   35.26   60.44%
20.04.2013 00:00   124.02   90.49   38.74   57.19%
21.04.2013 00:00   121.50   91.71   41.99   54.22%
22.04.2013 00:00   123.23   92.94   45.17   51.40%
23.04.2013 00:00   134.63   94.58   48.68   48.53%
24.04.2013 00:00   152.07   96.83   52.74   45.54%
25.04.2013 00:00   143.07   98.65   56.28   42.95%
26.04.2013 00:00   132.25   99.97   59.26   40.72%
27.04.2013 00:00   131.18   101.19   62.08   38.65%
28.04.2013 00:00   133.17   102.44   64.87   36.68%
29.04.2013 00:00   142.25   104.00   67.90   34.71%
30.04.2013 00:00   139.87   105.41   70.72   32.91%
01.05.2013 00:00   121.05   106.02   72.70   31.43%
02.05.2013 00:00   106.49   106.04   74.02   30.20%
03.05.2013 00:00   91.30   105.46   74.70   29.17%
04.05.2013 00:00   106.67   105.51   75.95   28.01%
05.05.2013 00:00   113.50   105.82   77.43   26.84%
06.05.2013 00:00   117.32   106.28   78.99   25.67%
07.05.2013 00:00   106.71   106.29   80.08   24.66%
08.05.2013 00:00   113.33   106.57   81.38   23.63%
09.05.2013 00:00   111.66   106.77   82.57   22.67%
10.05.2013 00:00   118.03   107.21   83.96   21.69%
11.05.2013 00:00   115.55   107.54   85.20   20.77%
12.05.2013 00:00   114.60   107.81   86.35   19.91%
13.05.2013 00:00   117.02   108.18   87.55   19.06%
14.05.2013 00:00   114.85   108.44   88.62   18.27%
15.05.2013 00:00   110.25   108.51   89.47   17.54%
16.05.2013 00:00   115.44   108.78   90.49   16.81%
17.05.2013 00:00   121.43   109.28   91.70   16.08%
18.05.2013 00:00   123.82   109.85   92.96   15.37%
19.05.2013 00:00   121.87   110.32   94.10   14.70%
20.05.2013 00:00   122.31   110.79   95.20   14.07%
21.05.2013 00:00   122.28   111.24   96.27   13.46%
22.05.2013 00:00   123.00   111.70   97.31   12.88%
23.05.2013 00:00   125.33   112.23   98.41   12.32%
24.05.2013 00:00   129.85   112.93   99.65   11.76%
25.05.2013 00:00   130.87   113.63   100.87   11.23%
26.05.2013 00:00   134.02   114.43   102.17   10.71%
27.05.2013 00:00   129.34   115.01   103.24   10.24%
28.05.2013 00:00   127.98   115.52   104.21   9.80% << below 10%
29.05.2013 00:00   130.37   116.10   105.23   9.36%
30.05.2013 00:00   129.41   116.63   106.18   8.96%
31.05.2013 00:00   128.15   117.08   107.04   8.57%
01.06.2013 00:00   128.41   117.52   107.88   8.21%
02.06.2013 00:00   121.96   117.70   108.43   7.87%
03.06.2013 00:00   119.01   117.75   108.85   7.56%
04.06.2013 00:00   121.07   117.88   109.33   7.26%
05.06.2013 00:00   121.46   118.02   109.80   6.96%
06.06.2013 00:00   119.68   118.08   110.19   6.69%
07.06.2013 00:00   112.08   117.85   110.26   6.44%
08.06.2013 00:00   108.81   117.49   110.21   6.20%
09.06.2013 00:00   98.01   116.73   109.73   6.00%
10.06.2013 00:00   105.49   116.29   109.56   5.78%
11.06.2013 00:00   106.98   115.92   109.46   5.58%
12.06.2013 00:00   109.27   115.66   109.45   5.37%
13.06.2013 00:00   105.24   115.25   109.29   5.18%
14.06.2013 00:00   100.64   114.68   108.95   5.00%
15.06.2013 00:00   100.45   114.12   108.62   4.83%
16.06.2013 00:00   99.93   113.57   108.27   4.66%
17.06.2013 00:00   100.93   113.07   107.99   4.50%
18.06.2013 00:00   107.40   112.85   107.96   4.33%
19.06.2013 00:00   107.87   112.65   107.96   4.17%
20.06.2013 00:00   111.26   112.60   108.09   4.00%
21.06.2013 00:00   111.34   112.55   108.22   3.85%
22.06.2013 00:00   108.53   112.39   108.23   3.70%
23.06.2013 00:00   107.49   112.20   108.20   3.56%
24.06.2013 00:00   103.29   111.85   108.01   3.44%
25.06.2013 00:00   104.15   111.55   107.86   3.31%
26.06.2013 00:00   104.11   111.26   107.71   3.19%
27.06.2013 00:00   102.08   110.90   107.49   3.07%
28.06.2013 00:00   96.81   110.34   107.07   2.97%
29.06.2013 00:00   96.69   109.81   106.66   2.86%
30.06.2013 00:00   96.84   109.30   106.28   2.77%
01.07.2013 00:00   91.24   108.59   105.69   2.67%
02.07.2013 00:00   90.03   107.86   105.07   2.59%
03.07.2013 00:00   83.18   106.90   104.22   2.51%
04.07.2013 00:00   78.29   105.77   103.20   2.43%
05.07.2013 00:00   71.11   104.41   101.94   2.37%
06.07.2013 00:00   70.26   103.08   100.70   2.31%
07.07.2013 00:00   70.77   101.81   99.52   2.24%
08.07.2013 00:00   76.96   100.83   98.64   2.18%
09.07.2013 00:00   75.65   99.85   97.74   2.11%
10.07.2013 00:00   82.40   99.16   97.14   2.04%
11.07.2013 00:00   87.52   98.71   96.76   1.97%
12.07.2013 00:00   96.43   98.62   96.75   1.90%
13.07.2013 00:00   93.01   98.40   96.60   1.83%
14.07.2013 00:00   95.88   98.30   96.57   1.76%
15.07.2013 00:00   98.65   98.31   96.65   1.69%
16.07.2013 00:00   98.15   98.31   96.71   1.62%
17.07.2013 00:00   98.44   98.31   96.78   1.56%
18.07.2013 00:00   90.94   98.02   96.55   1.50%
19.07.2013 00:00   91.79   97.78   96.36   1.45%
20.07.2013 00:00   91.49   97.53   96.17   1.39%
21.07.2013 00:00   89.31   97.21   95.90   1.34%
22.07.2013 00:00   91.45   96.98   95.73   1.29%
23.07.2013 00:00   94.64   96.89   95.69   1.24%
24.07.2013 00:00   94.31   96.79   95.63   1.20%
25.07.2013 00:00   96.31   96.77   95.66   1.15%
26.07.2013 00:00   96.29   96.75   95.68   1.10%
27.07.2013 00:00   94.50   96.66   95.64   1.06%
28.07.2013 00:00   98.47   96.73   95.75   1.02%
29.07.2013 00:00   100.81   96.89   95.95   0.98% << below 1%
30.07.2013 00:00   103.81   97.17   96.26   0.94%
31.07.2013 00:00   108.03   97.59   96.72   0.90%
01.08.2013 00:00   105.29   97.89   97.05   0.86%
02.08.2013 00:00   105.07   98.17   97.37   0.82%
03.08.2013 00:00   103.80   98.40   97.62   0.79%
04.08.2013 00:00   104.86   98.65   97.90   0.76%
05.08.2013 00:00   106.41   98.95   98.24   0.72%

ErebusBat

hero member

Activity: 560

Merit: 500

I am the one who knocks

Quote from: ErebusBat on August 09, 2013, 03:55:26 PM

Backtesting bug?

I see only two crossovers, not 5. What am I missing?

nm... looks like even at 100 it was not enough to calculate 'accurate' EMAs, running from Jan-1 and examining the period shows what one would expect from the bitcoincharts source:

Quote

2013-08-09 15:01:17 (INFO):   I'm gonna make you rich, Bud Fox.
2013-08-09 15:01:17 (INFO):   Let me show you some Exponential Moving Averages.

2013-08-09 15:01:17 (INFO):   Preparing backtester to test strategy against historical data.
2013-08-09 15:01:17 (INFO):   Profit reporter active on simulated balance
2013-08-09 15:01:17 (INFO):   Calculating EMA on historical data...
2013-08-09 15:01:17 (INFO):   calculated initial EMA, simulating remaining candles
2013-08-09 15:01:17 (INFO):   ADVICE is to BUY @ 14.237 (4.098)   at    2013-01-11 17:00:00
.. snip ..
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 134.444 (25.786)   at    2013-04-27 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 144.000 (26.609)   at    2013-04-28 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 139.227 (25.759)   at    2013-04-29 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 116.380 (20.081)   at    2013-04-30 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 106.250 (13.674)   at    2013-05-01 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 98.100 (7.107)   at    2013-05-02 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 112.900 (6.415)   at    2013-05-03 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 115.980 (6.671)   at    2013-05-04 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 112.250 (5.793)   at    2013-05-05 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 109.600 (4.466)   at    2013-05-06 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 113.200 (4.489)   at    2013-05-07 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 112.799 (4.339)   at    2013-05-08 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 117.700 (5.445)   at    2013-05-09 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 115.640 (5.547)   at    2013-05-10 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 114.820 (5.328)   at    2013-05-11 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 117.980 (5.916)   at    2013-05-12 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 111.400 (4.546)   at    2013-05-13 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 114.220 (4.323)   at    2013-05-14 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 118.210 (5.138)   at    2013-05-15 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 123.500 (6.896)   at    2013-05-16 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 123.211 (7.829)   at    2013-05-17 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 122.500 (8.137)   at    2013-05-18 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 122.020 (8.107)   at    2013-05-19 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 122.890 (8.184)   at    2013-05-20 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 123.800 (8.337)   at    2013-05-21 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 126.300 (8.908)   at    2013-05-22 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 133.100 (10.710)   at    2013-05-23 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 131.986 (11.430)   at    2013-05-24 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 133.500 (12.058)   at    2013-05-25 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 129.770 (11.461)   at    2013-05-26 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 129.000 (10.751)   at    2013-05-27 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 132.250 (10.872)   at    2013-05-28 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 128.799 (10.034)   at    2013-05-29 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 128.815 (9.363)   at    2013-05-30 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 129.300 (8.916)   at    2013-05-31 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 122.500 (6.969)   at    2013-06-01 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 120.737 (5.202)   at    2013-06-02 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 121.400 (4.143)   at    2013-06-03 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 121.900 (3.524)   at    2013-06-04 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 118.970 (2.378)   at    2013-06-05 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to SELL @ 111.000 (-0.354)   at    2013-06-06 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 107.892 (-2.944)   at    2013-06-07 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 100.437 (-6.599)   at    2013-06-08 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 106.350 (-7.332)   at    2013-06-09 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 109.000 (-6.992)   at    2013-06-10 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 108.776 (-6.746)   at    2013-06-11 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 103.949 (-7.828)   at    2013-06-12 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 100.000 (-9.548)   at    2013-06-13 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 99.800 (-10.620)   at    2013-06-14 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 99.900 (-11.161)   at    2013-06-15 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 101.950 (-10.778)   at    2013-06-16 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 107.350 (-8.838)   at    2013-06-17 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 108.251 (-7.243)   at    2013-06-18 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 111.290 (-5.294)   at    2013-06-19 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 109.500 (-4.483)   at    2013-06-20 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 108.200 (-4.263)   at    2013-06-21 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 107.900 (-4.149)   at    2013-06-22 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 102.090 (-5.628)   at    2013-06-23 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 103.329 (-6.175)   at    2013-06-24 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 104.000 (-6.261)   at    2013-06-25 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 101.737 (-6.882)   at    2013-06-26 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 94.660 (-9.259)   at    2013-06-27 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 94.999 (-10.616)   at    2013-06-28 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 97.510 (-10.614)   at    2013-06-29 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 88.050 (-13.398)   at    2013-06-30 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 90.405 (-14.339)   at    2013-07-01 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 78.890 (-18.577)   at    2013-07-02 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 80.036 (-20.838)   at    2013-07-03 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 68.500 (-26.306)   at    2013-07-04 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 69.655 (-29.339)   at    2013-07-05 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 76.500 (-28.368)   at    2013-07-06 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 76.000 (-27.614)   at    2013-07-07 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 76.700 (-26.541)   at    2013-07-08 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 88.000 (-21.246)   at    2013-07-09 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 88.979 (-17.337)   at    2013-07-10 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 93.990 (-12.932)   at    2013-07-11 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 98.320 (-8.596)   at    2013-07-12 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 94.420 (-7.044)   at    2013-07-13 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 98.890 (-4.553)   at    2013-07-14 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 97.100 (-3.483)   at    2013-07-15 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 98.500 (-2.327)   at    2013-07-16 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 90.069 (-4.165)   at    2013-07-17 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 92.000 (-4.704)   at    2013-07-18 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 89.821 (-5.688)   at    2013-07-19 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 91.998 (-5.555)   at    2013-07-20 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 91.601 (-5.527)   at    2013-07-21 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 95.559 (-4.173)   at    2013-07-22 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 95.090 (-3.407)   at    2013-07-23 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 96.950 (-2.294)   at    2013-07-24 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 96.020 (-1.845)   at    2013-07-25 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 94.400 (-2.035)   at    2013-07-26 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 98.780 (-0.780)   at    2013-07-27 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to BUY @ 101.484 (0.840)   at    2013-07-28 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 107.960 (3.742)   at    2013-07-29 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 106.212 (4.995)   at    2013-07-30 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 104.000 (5.093)   at    2013-07-31 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 104.501 (5.229)   at    2013-08-01 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 104.950 (5.370)   at    2013-08-02 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 105.120 (5.435)   at    2013-08-03 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 106.720 (5.848)   at    2013-08-04 18:00:00
2013-08-09 15:01:17 (INFO):   ADVICE is to HOLD @ 106.760 (6.042)   at    2013-08-05 18:00:00

2013-08-09 15:01:17 (INFO):      WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2013-08-09 15:01:17 (INFO):      WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!

2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) start time:          2013-01-10 17:00:00
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) end time:          2013-08-05 18:00:00
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) timespan:          207 days

2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) start price:          13.51001
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) end price:          106.76002
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) Buy and Hold profit:       690.229%

2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) amount of trades:       3
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) original simulated balance:    2.500 undefined
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) current simulated balance:    2.702 undefined
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) simulated profit:       0.202 undefined (8.068%)
2013-08-09 15:01:17 (INFO):   (PROFIT REPORT) simulated yearly profit:    0.347 undefined (13.876%)

Anyone know off the top of their head how many back candles are really needed to prime the EMA for 'good' values?

ErebusBat

hero member

Activity: 560

Merit: 500

I am the one who knocks

Backtesting bug?

Here is my log:

Quote

2013-08-07 09:02:24 (INFO):   I'm gonna make you rich, Bud Fox.
2013-08-07 09:02:24 (INFO):   Let me show you some Exponential Moving Averages.

2013-08-07 09:02:24 (INFO):   Preparing backtester to test strategy against historical data.
2013-08-07 09:02:24 (INFO):   Profit reporter active on simulated balance
2013-08-07 09:02:24 (INFO):   Calculating EMA on historical data...
2013-08-07 09:02:24 (INFO):   calculated initial EMA, simulating remaining candles
2013-08-07 09:02:24 (INFO):   ADVICE is to SELL @ 144.000 (-15.292)   at    2013-04-28 18:00:00
2013-08-07 09:02:24 (INFO):   ADVICE is to BUY @ 98.100 (2.663)   at    2013-05-02 18:00:00
2013-08-07 09:02:24 (INFO):   ADVICE is to SELL @ 123.500 (-1.375)   at    2013-05-16 18:00:00
2013-08-07 09:02:24 (INFO):   ADVICE is to BUY @ 111.000 (2.609)   at    2013-06-06 18:00:00
2013-08-07 09:02:24 (INFO):   ADVICE is to SELL @ 101.484 (-0.493)   at    2013-07-28 18:00:00

2013-08-07 09:02:24 (INFO):      WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2013-08-07 09:02:24 (INFO):      WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!

2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) start time:          2013-04-27 18:00:00
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) end time:          2013-08-05 18:00:00
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) timespan:          100 days

2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) start price:          93.07
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) end price:          106.76002
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) Buy and Hold profit:       14.709%

2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) amount of trades:       5
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) original simulated balance:    2.500 undefined
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) current simulated balance:    3.766 undefined
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) simulated profit:       1.266 undefined (50.646%)
2013-08-07 09:02:24 (INFO):   (PROFIT REPORT) simulated yearly profit:    4.508 undefined (180.301%)

But if we look at the bitcoincharts for the same period: http://bitcoincharts.com/charts/mtgoxUSD#rg60zigDailyzczsg2013-04-18zeg2013-08-05ztgSza1gEMAzm1g5za2gEMAzm2g50zv

I see only two crossovers, not 5. What am I missing?

whydifficult

sr. member

Activity: 287

Merit: 250

Quote from: ewibit on August 07, 2013, 11:11:13 AM

any chance that Bitstamp is working again?

Code:

e02bddc..78589c9 master -> origin/master
Already up-to-date.

Code:

/methods/realtime-candle-fetcher.js:98
throw 'Failed to load historical trades from ' + this.watcher.name;
^
Failed to load historical trades from Bitstamp

I am working on my own candle platform that will be available through an API so this problem will be fixed, no matter how often the API changes. You can currently use these solutions.

ewibit

legendary

Activity: 2955

Merit: 1049

any chance that Bitstamp is working again?

Code:

e02bddc..78589c9 master -> origin/master
Already up-to-date.

Code:

/methods/realtime-candle-fetcher.js:98
throw 'Failed to load historical trades from ' + this.watcher.name;
^
Failed to load historical trades from Bitstamp

whydifficult

sr. member

Activity: 287

Merit: 250

Quote from: juve4v on August 03, 2013, 03:49:52 AM

I tried to lower values but this is what I got now:' 'Calculating EMA on historical data...'' and just reports that without actually going to the next step.Could you suggest the values for candles and interval to get it started? Anything above 4 min in interval gives me first error, while setting it to 4 min just hangs...Ty for your answer !

Ah, that probably means it is working and checking every hour but has nothing to report so far. I agree that the messaging needs to be improved to indicate that it is checking.

If you want to be sure you can turn on debug at the bottom of the config, this way Gekko will spit out a lot more information (and errors).

juve4v

hero member

Activity: 505

Merit: 500

Quote from: whydifficult on August 02, 2013, 09:35:17 PM

Quote from: genydeny on August 02, 2013, 09:47:29 AM

Hi, thank you for your wonderful project!

I have a small question. How often should Gekko to send email ?
I have received only one letter after the start.

Gekko sends an email when a change in the market is detected. With the default setup it uses EMA to detect such a change on an hourly basis. When there is a lot of volatility Gekko will probably report a couple of times a day (max) but more realistically you should expect it once a day.

If something is wrong Gekko currently only logs it (when you enable debug = true, as you did), if you are using forever use `forever list` to find the logfile, you can read it by typing `tail [name of logfile]` (or use `cat` if you want to read the whole thing).

Quote from: juve4v on August 02, 2013, 11:36:47 AM

I'm trying to start it and here's what I get: "Failed to load historical trades from Bitstamp". Any suggestions?

I am currently working on a solution for this as this is a big problem, what you can try for now: lessen the `candles` in the settings, lessen the `interval` in the settings. Note that setting `candles` to a lower number will decrease the trend detection performance in the start (until it build up the history it can't fetch right now). If you are only using paper trading this means it's better to ignore the first couple of days. If you lessen the `interval` Gekko will look at smaller timeframes (so it will detect trends on a smaller timescale so to say).

This problem is not present at Mt. Gox right now btw.

I tried to lower values but this is what I got now:' 'Calculating EMA on historical data...'' and just reports that without actually going to the next step.Could you suggest the values for candles and interval to get it started? Anything above 4 min in interval gives me first error, while setting it to 4 min just hangs...Ty for your answer !

genydeny

newbie

Activity: 50

Merit: 0

Quote from: whydifficult on August 02, 2013, 09:35:17 PM

Quote from: genydeny on August 02, 2013, 09:47:29 AM

Hi, thank you for your wonderful project!

I have a small question. How often should Gekko to send email ?
I have received only one letter after the start.

Gekko sends an email when a change in the market is detected. With the default setup it uses EMA to detect such a change on an hourly basis. When there is a lot of volatility Gekko will probably report a couple of times a day (max) but more realistically you should expect it once a day.

If something is wrong Gekko currently only logs it (when you enable debug = true, as you did), if you are using forever use `forever list` to find the logfile, you can read it by typing `tail [name of logfile]` (or use `cat` if you want to read the whole thing).

Thanks for the answer! In fact the price has not changed enough to trigger the advice sender. Gekko continues to work well!

Code:

2013-08-03 08:29:43 (DEBUG): fetching new trades for new bucket at bitcoincharts
2013-08-03 08:29:45 (DEBUG): calculated candle: 0
2013-08-03 08:29:45 (DEBUG): calced EMA properties for new candle:
2013-08-03 08:29:45 (DEBUG): short ema 95.775
2013-08-03 08:29:45 (DEBUG): long ema 95.767
2013-08-03 08:29:45 (DEBUG): diff ema 0.008
2013-08-03 08:29:45 (DEBUG): we are currently not in an up or down trend @ 95.503 (0.008)

Topic: Gekko - a javascript trading bot and backtesting platform - page 24. (Read 147899 times)