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gekkoIndicators

Custom gekko indicators for cryptocurrency trading. Multitimeframe strategy example included.

When writting complex strategies, the built-in gekko indicators add unnecessary complexity. Having the basic indicator logic in the indicator itself helps clean the strategy logic making it more readable and easier to improve.

All indicators have:

this.recommendation:   'short' or 'long'
this.result:            raw indicator result
Default settings: automatically applied if the settings are not passed to the indicator.

An RSI strategy logic can literally have one line of code, making complex logic easy:

this.advice(this.indicators.RSI.recommendation);

GE_RSI :

this.result: RSI value. 
this.short_counter & .long_counter: count the persistence for RSI violations.
this.recommendation: 'short', 'long', or ''.
                            RSI must persist past the persistence threshold for a 'long' or 'short' reco.     
                            Reco will return to false as soon as RSI is not violated.
                            
Strat should pass the following settings to the indicator (or default will be applied):
{
  interval: this.settings.interval,         // DEFAULT : 14
  buy: this.settings.buy,                   // DEFAULT : 30
  sell: this.settings.sell,                 // DEFAULT : 70
  persistence: this.settings.persistence    // DEFAULT : 0
}

GE_EMA_updown & GE_DEMA_updown:

this.result: EMA value
this.updown: up or down relative to prior value
this.change: % change relative to prior value

Strat should pass the following settings to the indicator (or default will be applied):
{
    weight: this.settings.weight,            // DEFAULT : 7
    min_change: this.settings.min_change    //  DEFAULT : 0 (no change). This must be a tiny number
}

GE_BB: (Bollinger Bands & Z-score)

this.recommendation = 'short', 'long', or ''. Whether zscore is greater than tolerance limits.
this.result         = zscore. Can be used to identify anomalies with price, # trades, volume, or anything else.

Strat should pass the following settings to the indicator (or default will be applied):
{
  interval: this.settings.interval,         // DEFAULT : 20
  NbDevUp: # of std devs for upper limit    // DEFAULT : 2
  NbDevdown:  # of std devs for lower limit // DEFAULT : 2
  short_persistence:                        // DEFAULT : 0
  long_persistence:                         // DEFAULT : 0
  
}

MC_BB is same as GE_BB, however, the recommendation triggers until after the price closes inside the bollinger band range.

GE_MACD:

this.recommendation = 'short' = histogram slope is positive & value is negative
                      'long'  = histogram slope is negative & value is positive
                      ''      = neither
this.result         =   MACD - signal

this.short.result       short EMA
this.long.result        long EMA
this.MACD               short EMA - long EMA
this.signal.result      MACD EMA

Strat should pass the following settings to the indicator (or default will be applied):
{
  short:        EMA interval        // DEFAULT : 12
  long:         EMA interval        // DEFAULT : 26
  signal:       EMA interval        // DEFAULT : 9
  short_persistence:                // DEFAULT : 0
  long_persistence:                 // DEFAULT : 0
}

GE SMA & SMMA:

SMMA doesn't grow to infinity saving all prices like the built-in GEKKO SMMA, otherwise the same functionality. 
No recommendation.