search

ctubio / tribeca

Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
https://127.0.0.1:3000
Other
95 stars 26 forks source link

Make ewmaLong and ewmaShort customizable (maaaybe ewmaProtection too) #114

Closed ctubio closed 7 years ago

ctubio commented 7 years ago

:dancer:

ctubio commented 7 years ago

so to make them customizable, the plan is to leave all math equal, just allow to play with the interval in X minutes

Camille92 commented 7 years ago

Hey Carles,

I think it's a great idea, but I would say if you want to make it customizable, better being able to play with those 3 factors:

1) Length of Ewmalong 2) Length of Ewmashort 3) Sensibility of TBP evolution (the *5 here https://github.com/ctubio/tribeca/blob/master/src/server/position-management.ts#L81

The interval is only the update interval, or how often tribeca is going to actualize TBP and as now we have the ewma saved on reboot, I would say the shorter the better (but why not more customization). :D

ctubio commented 7 years ago

thanks and sorry for my dummy initial approach xD

ctubio commented 7 years ago

see https://github.com/ctubio/tribeca/issues/115#issuecomment-305270671 before do nothing

ctubio commented 7 years ago

ok only missing the make use of medium ewma (is not used anywhere yet) and to allow a customizable sensibility

closing this because will be done together with #115