askmike
commented
5 years ago I managed to get my strategy get the settings for the indicator from a separate file, then I let this file be changed from the results of an ongoing gekkoGA.
Note that GekkoGA is third party software (meaning I can't help if the issue you face comes from GekkoGA).
But then gekko stops and through out : "Error: Can only add indicators in the init method!"
Could you be a bit more specific on what you are using Gekko for? GekkoGA is (AFAIK) a tool to bruteforce backtesting solutions. Which means it tries a lot of different indicator parameters in different backtests to see which one works best. <- I'm not sure about this since it's an external tool not from me. Please correct me if I am wrong.
So when you run a Gekko you can not change indicators when a gekko is running (so for example during a backtest). Mostly because an indicator needs historical data to be calculated, so if at noon of day 5 (inside the simulation) you ask for a MACD indicator, Gekko can't calculate this MACD indicator since it's missing the data from the previous days (required to calculate this indicator). As such Gekko will only calculate indicators that you tell it to calculate from the beginning (in the init method). This is not a problem for GekkoGA since it does hundreds of simulations. Each starting fresh with differently configured indicator.
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Action taken (what you did) I managed to get my strategy get the settings for the indicator from a separate file, then I let this file be changed from the results of an ongoing gekkoGA.
Expected result (what you hoped would happen) that the changes gets adapted without a problem
Actual result (unexpected outcome) actually every thing works good, except that when the file changes, gekko gets new setting for the initial indicator settings e.g. for RSI I have to recall the indicator with a new RSI length. But then gekko stops and through out : "Error: Can only add indicators in the init method!"
Other information (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc) Knowing that I use pm2 every time I get that error the run just restarts with the new settings and its ok, problem is when the Strat restarts frequent I have problems with the exchange. I would hope that any how I can call the indicator with the new settings in the update or the check function without a problem... any thought about that ?