Gekko papertrade issue #1958
Comments
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would you be able to post the strat somewhere else and format it? I can't read it like this. |
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Alright buddzz , i can give it to you on text files : And the files seems to be updated by yourself 💃 |
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Should be good strat, but gave me no trade results in backtesting it on binance ETH/ETC from 2018-01-01 to 2018-02-01, not even with parameter tunings. |
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This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions. If you feel this is very a important issue please reach out the maintainer of this project directly via e-mail: gekko at mvr dot me. |
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uncaughtException TypeError: Cannot read property 'TimePeriod' of undefined Any idea with this error? |
Hi geeks,
I hope you're all doing well.
I have used this code to create a strategy and test my gekko bot. I'm doing a papertrade with this configuration config.js below on commandline :
######################################################################################
var config = {};
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// GENERAL SETTINGS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.debug = true; // for additional logging / debugging
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// WATCHING A MARKET
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.watch = {
exchange: 'binance',
currency: 'BTC',
asset: 'BCC',
// You can set your own tickrate (refresh rate).
// If you don't set it, the defaults are 2 sec for
// okcoin and 20 sec for all other exchanges.
// tickrate: 20
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.tradingAdvisor = {
enabled: true,
// method: 'MACD',
method: 'StochRSI_MACD_BB',
candleSize: 1,
historySize: 3,
adapter: 'sqlite'
}
// 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
}
};
// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish
// Uses settings from the ppo and momentum indicator config block
config.varPPO = {
momentum: 'TSI', // RSI, TSI or UO
thresholds: {
// new threshold is default threshold + PPOhist * PPOweight
weightLow: 120,
weightHigh: -120,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 0
}
};
// 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
}
};
// TSI settings:
config.TSI = {
short: 13,
long: 25,
thresholds: {
low: -25,
high: 25,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// Ultimate Oscillator Settings
config.UO = {
first: {weight: 4, period: 7},
second: {weight: 2, period: 14},
third: {weight: 1, period: 28},
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
// }
//};
config.StochRSI_MACD_BB = {
interval: 14,
short: 12,
long: 26,
signal: 9,
bbands: {
TimePeriod: 20,
NbDevDn: 2,
NbDevUp: 2,
persistence_upper: 10,
persistence_lower: 10,
},
thresholds: {
low: 20,
high: 80,
down: -0.1,//-2,//-0.1,
up: 0.1,//1.5,//0.25,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 2
}
};
// custom settings:
config.custom = {
my_custom_setting: 10,
}
config['talib-macd'] = {
parameters: {
optInFastPeriod: 10,
optInSlowPeriod: 21,
optInSignalPeriod: 9
},
thresholds: {
down: -0.025,
up: 0.025,
}
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING PLUGINS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// do you want Gekko to simulate the profit of the strategy's own advice?
config.paperTrader = {
enabled: true,
// 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?
feeMaker: 0.15,
feeTaker: 0.25,
feeUsing: 'maker',
slippage: 0.05,
}
config.performanceAnalyzer = {
enabled: true,
riskFreeReturn: 5
}
config.trader = {.
enabled: false,
key: 'XXXXXX',
secret: 'XXXXXX',
username: '',
}
config.adviceLogger = {
enabled: false,
muteSoft: true // disable advice printout if it's soft
}
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
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 '[email protected]'
from: '', // '[email protected]'
to: '', // '[email protected], [email protected]'
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: false,
// Send 'Gekko starting' message if true
sendMessageOnStart: true,
// disable advice printout if it's soft
muteSoft: true,
// your pushbullet API key
key: 'xxx',
// your email, change it unless you are Azor Ahai
email: '[email protected]',
// will make Gekko messages start mit [GEKKO]
tag: '[GEKKO]'
};
config.kodi = {
host: 'http://ip-or-hostname:8080/jsonrpc',
enabled: false,
sendMessageOnStart: true,
}
config.ircbot = {
enabled: false,
emitUpdates: false,
muteSoft: true,
channel: '#your-channel',
server: 'irc.freenode.net',
botName: 'gekkobot'
}
config.telegrambot = {
enabled: false,
emitUpdates: false,
token: 'YOUR_TELEGRAM_BOT_TOKEN',
botName: 'gekkobot'
}
config.twitter = {
// sends pushbullets if true
enabled: false,
// Send 'Gekko starting' message if true
sendMessageOnStart: false,
// disable advice printout if it's soft
muteSoft: false,
tag: '[GEKKO]',
// twitter consumer key
consumer_key: '',
// twitter consumer secret
consumer_secret: '',
// twitter access token key
access_token_key: '',
// twitter access token secret
access_token_secret: ''
};
config.xmppbot = {
enabled: false,
emitUpdates: 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
channelPrefix: '',
broadcast: [
'candle'
]
}
config.slack = {
enabled: false,
token: '',
sendMessageOnStart: true,
muteSoft: true,
channel: '' // #tradebot
}
config.ifttt = {
enabled: false,
eventName: 'gekko',
makerKey: '',
muteSoft: true,
sendMessageOnStart: true
}
config.candleWriter = {
enabled: false
}
config.adviceWriter = {
enabled: false,
muteSoft: true,
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING ADAPTER
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.adapter = 'sqlite';
config.sqlite = {
path: 'plugins/sqlite',
dataDirectory: 'history',
version: 0.1,
journalMode: require('./web/isWindows.js') ? 'DELETE' : 'WAL',
dependencies: []
}
// Postgres adapter example config (please note: requires postgres >= 9.5):
config.postgresql = {
path: 'plugins/postgresql',
version: 0.1,
connectionString: 'postgres://user:pass@localhost:5432', // if default port
database: null, // if set, we'll put all tables into a single database.
schema: 'public',
dependencies: [{
module: 'pg',
version: '6.1.0'
}]
}
// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested)
config.mongodb = {
path: 'plugins/mongodb',
version: 0.1,
connectionString: 'mongodb://mongodb/gekko', // connection to mongodb server
dependencies: [{
module: 'mongojs',
version: '2.4.0'
}]
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING BACKTESTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.backtest = {
// daterange: 'scan',
daterange: {
//Add by manjeet for backtesting
from: "2018-02-01 00:00:00",
to: "2018-02-10 00:00:00",
//
batchSize: 50
}
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING IMPORTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.importer = {
daterange: {
// NOTE: these dates are in UTC
from: "2018-02-01 00:00:00",
to: "2018-02-10 00:00:00"
}
}
config['I understand that Gekko only automates MY OWN trading strategies'] = true;
module.exports = config;
####################################################################################
On the strategies directory i have the StochRSI_MACD_BB.js it :
####################################################################################
cat strategies/StochRSI_MACD_BB.js
/*
StochRSI - SamThomp 11/06/2014
(updated by askmike) @ 30/07/2016
*/
// helpers
var _ = require('lodash');
var log = require('../core/log.js');
var RSI = require('./indicators/RSI.js');
// let's create our own method
var method = {};
// prepare everything our method needs
method.init = function() {
this.interval = this.settings.interval;
this.trend = {
direction: 'none',
duration: 0,
persisted: false,
adviced: false
};
this.requiredHistory = this.tradingAdvisor.historySize;
// define the indicators we need
this.addIndicator('rsi', 'RSI', { interval: this.interval });
this.addIndicator('macd', 'MACD', this.settings);
//commented my manjeet
this.addIndicator('bb', 'BB', this.settings.bbands);
this.RSIhistory = [];
}
// what happens on every new candle?
method.update = function(candle) {
this.rsi = this.indicators.rsi.result;
}
// for debugging purposes log the last
// calculated parameters.
method.log = function(candle) {
var digits = 8;
}
method.check = function(candle) {
//MACD
var macddiff = this.indicators.macd.result;
//BB
var BB = this.indicators.bb;
//BB.lower; BB.upper; BB.middle are your line values
var price = candle.close;
//buy when stochRSI in low and MACD in up
//short->sell, long->buy
}
module.exports = method;
####################################################################################
On the
####################################################################################
On the directory stategies/indicators, i have the BB.js script
cat strategies/indicators/BB.js
// required indicators: SMA;
// Bollinger Bands implementation;
var SMA = require('./SMA.js');
var Indicator = function(BBSettings) {
this.input = 'price';
this.settings = BBSettings;
this.center = new SMA(this.settings.TimePeriod);
}
Indicator.prototype.calcstd = function(prices, Average)
{
var squareDiffs = prices.map(function(value){
var diff = value - Average;
var sqr = diff * diff;
return sqr;
});
}
Indicator.prototype.update = function(price) {
this.center.update(price);
}
module.exports = Indicator;
#####################################################################################
Now when i'n running a papertrader enable and trader disabled, There are not buy or sell info but also debug info about StockRSIsaybuy or sell or BBsaybUY or sell. I let that commandline papertrader run the whole night. but not a single result of a buy or sell. Please find the log of the papertrade attached
trade.log.gz
Is there any body to please assist me ?
Thank you so much.
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