askmike / gekko

A bitcoin trading bot written in node - https://gekko.wizb.it/
MIT License
10.07k stars 3.94k forks source link

Qeustion. #445

Closed hlboys closed 8 years ago

hlboys commented 8 years ago
  1. I want 1Hour interval chart use Trade. method: 'DEMA'

Real Trading mode after 3 days have passed.

no trade action if a signal is generated. 2016-09-14 16-43-58

Attached config.js

2.

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.tradingAdvisor = {
enabled: true,
method: 'DEMA',
candleSize: 60, **<-- 1Hour interval Right?**
historySize: 25, **<-- What is this, data space?**
adapter: 'sqlite',
talib: {
enabled: true, **<-- What effect?**
version: '1.0.2'
}
}

// 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: { **<-- What is this**
down: -0.025, 
up: 0.025
}
};

-----
// Everything is explained here:
// @link https://github.com/askmike/gekko/blob/stable/docs/Configuring_gekko.md

var config = {};

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// GENERAL SETTINGS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.debug = true; // for additional logging / debugging

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// WATCHING A MARKET
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

// Monitor the live market
config.watch = {

// see https://github.com/askmike/gekko#supported-exchanges
exchange: 'okcoin',
currency: 'CNY',
asset: 'BTC'
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.tradingAdvisor = {
enabled: true,
method: 'DEMA',
candleSize: 60,
historySize: 25,
adapter: 'sqlite',
talib: {
enabled: true,
version: '1.0.2'
}
}

// 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
}
};

// MACD settings:
config.MACD = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
short: 10,
long: 21,
signal: 9,
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};

// PPO settings:
config.PPO = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
short: 12,
long: 26,
signal: 9,
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 2
}
};

// RSI settings:
config.RSI = {
interval: 14,
thresholds: {
low: 30,
high: 70,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};

// CCI Settings
config.CCI = {
constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit
history: 90, // history size, make same or smaller than history
thresholds: {
up: 100, // fixed values for overbuy upward trajectory
down: -100, // fixed value for downward trajectory
persistence: 0 // filter spikes by adding extra filters candles
}
};

// StochRSI settings 
config.StochRSI = {
interval: 3,
thresholds: {
low: 20,
high: 80,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 3
}
};

// custom settings:
config.custom = {
my_custom_setting: 10,
}

config['talib-macd'] = {
// FastPeriod, SlowPeriod, SignalPeriod
parameters: [10, 21, 9],
thresholds: {
down: -0.025,
up: 0.025,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING PLUGINS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

// Want Gekko to perform real trades on buy or sell advice?
// Enabling this will activate trades for the market being
// watched by config.watch.
config.trader = {
enabled: true,
key: 'saudiarabiasatporo',
secret: 'kidscafe',
username: 'goddog' // your username, only required for specific exchanges.
}

config.adviceLogger = {
enabled: true,
muteSoft: true // disable advice printout if it's soft
}

// do you want Gekko to calculate the profit of its own advice?
config.profitSimulator = {
enabled: false,
// report the profit in the currency or the asset?
reportInCurrency: true,
// start balance, on what the current balance is compared with
simulationBalance: {
// these are in the unit types configured in the watcher.
asset: 1,
currency: 100,
},
// how much fee in % does each trade cost?
fee: 0.25,
// how much slippage/spread should Gekko assume per trade?
slippage: 0.05
}
config.pushover = {
enabled: false,
sendPushoverOnStart: false,
muteSoft: true, // disable advice printout if it's soft
tag: '[GEKKO]',
key: '',
user: ''
}

// want Gekko to send a mail on buy or sell advice?
config.mailer = {
enabled: false, // Send Emails if true, false to turn off
sendMailOnStart: true, // Send 'Gekko starting' message if true, not if false

email: '', // Your Gmail address
muteSoft: true, // disable advice printout if it's soft

// You don't have to set your password here, if you leave it blank we will ask it
// when Gekko's starts.
//
// NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
// make sure you looked at the code or trust the maintainer of this bot when you
// fill in your email and password.
//
// WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
// guarantuee that your email address & password are safe!

password: '', // Your Gmail Password - if not supplied Gekko will prompt on startup.

tag: '[GEKKO] ', // Prefix all email subject lines with this

        //       ADVANCED MAIL SETTINGS
        // you can leave those as is if you 
        // just want to use Gmail
server: 'smtp.gmail.com', // The name of YOUR outbound (SMTP) mail server.
smtpauth: true, // Does SMTP server require authentication (true for Gmail)
// The following 3 values default to the Email (above) if left blank
user: '', // Your Email server user name - usually your full Email address 'me@mydomain.com'
from: '', // 'me@mydomain.com'
to: '', // 'me@somedomain.com, me@someotherdomain.com'
ssl: true, // Use SSL (true for Gmail)
port: '', // Set if you don't want to use the default port
}

config.pushbullet = {
// sends pushbullets if true
enabled: true,
// Send 'Gekko starting' message if true
sendMessageOnStart: true,
// your pushbullet API key
key: 'sponge bob',
// your email, change it unless you are Azor Ahai
email: 'i@h.net',
// will make Gekko messages start mit [GEKKO]
tag: '[GEKKO]'
};

config.ircbot = {
enabled: false,
emitUpdats: false,
channel: '#your-channel',
server: 'irc.freenode.net',
botName: 'gekkobot'
}

config.xmppbot = {
enabled: false,
emitUpdats: false,
client_id: 'jabber_id',
client_pwd: 'jabber_pw',
client_host: 'jabber_server',
client_port: 5222,
status_msg: 'I\'m online',
receiver: 'jabber_id_for_updates'
}

config.campfire = {
enabled: false,
emitUpdates: false,
nickname: 'Gordon',
roomId: null,
apiKey: '',
account: ''
}

config.redisBeacon = {
enabled: false,
port: 6379, // redis default
host: '127.0.0.1', // localhost
// On default Gekko broadcasts
// events in the channel with
// the name of the event, set
// an optional prefix to the
// channel name.
channelPrefix: '',
broadcast: [
'candle'
]
}

config.candleWriter = {
adapter: 'sqlite',
enabled: true
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING ADAPTER
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.adapters = {
sqlite: {
path: 'plugins/sqlite',

dataDirectory: './history',
version: 0.1,

dependencies: [{
  module: 'sqlite3',
  version: '3.1.4'
}]
}
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING BACKTESTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

// Note that these settings are only used in backtesting mode, see here:
// @link: https://github.com/askmike/gekko/blob/stable/docs/Backtesting.md

config.backtest = {
adapter: 'sqlite',
daterange: 'scan',
batchSize: 50
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING IMPORTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.importer = {
daterange: {
// NOTE: these dates are in UTC
from: "2015-09-09 12:00:00"
}
}

// set this to true if you understand that Gekko will 
// invest according to how you configured the indicators.
// None of the advice in the output is Gekko telling you
// to take a certain position. Instead it is the result 
// of running the indicators you configured automatically.
// 
// In other words: Gekko automates your trading strategies,
// it doesn't advice on itself, only set to true if you truly
// understand this.
// 
// Not sure? Read this first: askmike/gekko#201
config['I understand that Gekko only automates MY OWN trading strategies'] = true;

module.exports = config;
askmike commented 8 years ago

Can you send me the full debug output? You can also mail it to gekko [at] mvr [dot] me.

hlboys commented 8 years ago

Sure. But where saved debug log?

saeeds255 commented 8 years ago

At first you should wait 25 hours so the bot can collect current trading info because you choose 60 minutes for candle size and 25 candles to do DEMA calculation. As I can see in that picture you are still on first step and the bot do nothing but gathering data.

hlboys commented 8 years ago

It went running after 3 days. Today is runnig after 5 days. 073

My gekko is why this works. Reverse Trade again.

DEMA do not have a crossover signal. 074

saeeds255 commented 8 years ago

change your configs like this :

// 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: -0.001,
up: 0.001
}
};
hlboys commented 8 years ago

Okay, the test of the changing. 076

hlboys commented 8 years ago

Test is Not good