askmike
commented
6 years ago ~I'm not 100% sure about your sample strategy, but this one is working for me: https://gist.github.com/askmike/ce4120ade30c7da02910c882f6312c99~
Scratch that, even yours is working for me:
➜ gekko git:(feature/trailing-stop) ✗ node gekko -c sample-config.js -b
______ ________ __ __ __ __ ______
/ \ / |/ | / |/ | / | / \
/$$$$$$ |$$$$$$$$/ $$ | /$$/ $$ | /$$/ /$$$$$$ |
$$ | _$$/ $$ |__ $$ |/$$/ $$ |/$$/ $$ | $$ |
$$ |/ |$$ | $$ $$< $$ $$< $$ | $$ |
$$ |$$$$ |$$$$$/ $$$$$ \ $$$$$ \ $$ | $$ |
$$ \__$$ |$$ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ |
$$ $$/ $$ |$$ | $$ |$$ | $$ |$$ $$/
$$$$$$/ $$$$$$$$/ $$/ $$/ $$/ $$/ $$$$$$/
Gekko v0.6.5
I'm gonna make you rich, Bud Fox.
2018-08-11 15:50:03 (INFO): Setting up Gekko in backtest mode
2018-08-11 15:50:03 (INFO):
2018-08-11 15:50:03 (WARN): The plugin Candle writer does not support the mode backtest. It has been disabled.
2018-08-11 15:50:03 (INFO): Setting up:
2018-08-11 15:50:03 (INFO): Trading Advisor
2018-08-11 15:50:03 (INFO): Calculate trading advice
2018-08-11 15:50:03 (INFO): Using the strategy: v2
2018-08-11 15:50:03 (INFO):
2018-08-11 15:50:03 (INFO): Setting up:
2018-08-11 15:50:03 (INFO): Paper Trader
2018-08-11 15:50:03 (INFO): Paper trader that simulates fake trades.
2018-08-11 15:50:03 (INFO):
2018-08-11 15:50:03 (INFO): Setting up:
2018-08-11 15:50:03 (INFO): Performance Analyzer
2018-08-11 15:50:03 (INFO): Analyzes performances of trades
2018-08-11 15:50:03 (INFO):
2018-08-11 15:50:04 (INFO): Scanning local history for backtestable dateranges.
2018-08-11 15:50:04 (DEBUG): Available 111096
2018-08-11 15:50:04 (DEBUG): Optimal 386185
2018-08-11 15:50:04 (INFO): The database has 275090 candles missing, Figuring out which ones...
2018-08-11 15:50:04 (INFO): Gekko detected multiple dateranges in the locally stored history. Please pick the daterange you are interested in testing:
2018-08-11 15:50:04 (INFO): OPTION 1:
2018-08-11 15:50:04 (INFO): from: 2017-11-14 03:43:00
2018-08-11 15:50:04 (INFO): to: 2017-12-27 04:43:00
2018-08-11 15:50:04 (INFO): OPTION 2:
2018-08-11 15:50:04 (INFO): from: 2018-04-02 14:43:00
2018-08-11 15:50:04 (INFO): to: 2018-04-05 08:43:00
2018-08-11 15:50:04 (INFO): OPTION 3:
2018-08-11 15:50:04 (INFO): from: 2018-07-03 00:43:00
2018-08-11 15:50:04 (INFO): to: 2018-08-03 04:43:00
prompt: option: 1
2018-08-11 15:50:05 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2018-08-11 15:50:05 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.239
2018-08-11 15:50:05 (DEBUG): EMA: 6610.189999999999
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.241
2018-08-11 15:50:05 (DEBUG): EMA: 6597.417272727271
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.401
2018-08-11 15:50:05 (DEBUG): EMA: 6588.803223140494
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.445
2018-08-11 15:50:05 (DEBUG): EMA: 6574.660818933131
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.461
2018-08-11 15:50:05 (DEBUG): EMA: 6549.95885185438
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.406
2018-08-11 15:50:05 (DEBUG): EMA: 6540.826333335401
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.057
2018-08-11 15:50:05 (DEBUG): EMA: 6531.781545456236
2018-08-11 15:50:05 (INFO): 2017-11-14 18:43:00: Paper trader simulated a SELL 6581.34338000 USDT <= 0.00000000 BTC
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.150
2018-08-11 15:50:05 (DEBUG): EMA: 6517.819446282374
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.666
2018-08-11 15:50:05 (DEBUG): EMA: 6491.126819685578
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.730
2018-08-11 15:50:05 (DEBUG): EMA: 6469.10012519729
2018-08-11 15:50:05 (DEBUG): calculated random number:
2018-08-11 15:50:05 (DEBUG): 0.055Can you provide more debug information? Feel free to comment here, but I'll be closing this as I doubt it's a bug (if it is we can always reopen).
Note: this is the technical bug tracker, please use other platforms for getting support and starting a (non technical) discussion. See the getting help page for details.
I'm submitting a ... [X] bug report [ ] question about the decisions made in the repository
Action taken (what you did) Followed the example code exactly.
Expected result (what you hoped would happen) A valid EMA number.
Actual result (unexpected outcome) A boolean.
Other information (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc)
https://gist.github.com/VeronicaC12/a885f6ed6a58515f92adbd08bd911a7d