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Best trading method [POLL] #610

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albertolive opened this issue Mar 5, 2017 · 87 comments
Closed

Best trading method [POLL] #610

albertolive opened this issue Mar 5, 2017 · 87 comments

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@albertolive
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Hi!

I was wondering which is your preferred trading strategy. Do you use one of this list or do you use a custom one?

And what profits did you have since starting this strategy.

@Jorman
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Jorman commented Mar 6, 2017

I'm pretty new, and I don't really know how to set-up my personal strategy. Usually I import some months of data and I try with different settings.
Btw I don't know if is the best approach, because I noticed that If I run some test with some months history I got a results and if I run the test with same settings with some days history I got a totally different results.

So Is difficult to me know what is the best settings? Crypto are very floating! Maybe I test CCI for 4 days is good, and for 2 months not! So, what is the best? Do test for some months and then use it to start and leave running (maybe for months)? Or do test for some days and then run for a short period of time? What do you think about it?

@thegamecat
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Get data then run back tests with different indicators, then write your own indicators.

@Jorman
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Jorman commented Mar 7, 2017

Personally I don't know how do it.

@askmike
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askmike commented Mar 7, 2017

This is not investment advice

In my experience TA is a combination of experimenting blindly with different indicators (and their settings, as well as candleSize) and looking at charts trying to find patterns (the human brain is very good at finding patterns when looking at things, but it's hard to tell whether the patterns you found are real or not).

For example, if you look at this price chart:

https://bitcoinwisdom.com/markets/bitfinex/btcusd

if you click on 6h at the top and select EMA after settings. You'll see the price (candles) and two lines. If you would have bought everytime the blue line was above the orange one and sold the other way around you would have made a good profit. But, it's hard to tell if you would have made more if you just bought it at the beginning and sold it at the end (the market is going up, everyone is making money). This is the part that Gekko can automate in a backtest :)

@decoye
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decoye commented Mar 11, 2017

img_3235

I call it line art

@Suko
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Suko commented Mar 11, 2017

@decoye - a challenge for you, can you set up your method for "backtest" for time range between 1.6.2016 - 1.9.2016, I am curious if you will get a similar result.

@decoye
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decoye commented Mar 11, 2017

No one said I got that result.
Im assuming I cant get it as you pose it as a challenge.

But lets say I take it. Whats there to win mate?

@Suko
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Suko commented Mar 11, 2017

I am just curious if your system works also when price trend is down and if it does and you pass the challenge I am willing to give you some money to test it live :)

@decoye
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decoye commented Mar 11, 2017

Haha :)

Well I was not into bitcoin trading in that time period. I choose this time frame for my startend to test because I considered it to be the hardest time frame in bitcoin history by my research.

I don't want to take your money at all. And the unfortunate thing is that my life requires me to travel a lot, like it is right now. But if you can provide me with the dB for your time frame and upload it somewhere so I can download it, im happy to try my strategy for you.
What I much rather like to request is a nice dinner and a good discussion when ever im in your city where ever that is. I'm sure that bitcoin people pose for very interesting discussions.

@Suko
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Suko commented Mar 11, 2017

Ok done, if you will be around Berlin (Germany) let me know and I will invite you for a dinner!
I am always willing to meet with interesting people.

No need to do the backtest, I was just curious how you manage to get results, that's all.
Let's stop now spamming this thread :)

@askmike
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askmike commented Mar 11, 2017

Ok done, if you will be around Berlin (Germany) let me know.

I was there last month (proof)! Will be there again soon!

I was just curious how you manage to get results

I want to publish the UI and backtester as soon as possible, and hope people will share more and more of their backtest results :)

@decoye
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decoye commented Mar 11, 2017

I would love that mike.
My problem is, I use a very old version of gekko because I cant get gekko dev in its currentform to run.
So many things have changed that I cant get it to run and I have no time to figure it out.

@decoye
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decoye commented Mar 11, 2017

My agency is berlin based, so im there quite often.
I would love to hang out. Will let you know the next time.
Mike shall also give a heads up!

I cant find the db, where did you upload it?
I cant create it for myself as I'm mostly on mobile internet here...

This was referenced Mar 11, 2017
@decoye
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decoye commented Mar 13, 2017

bildschirmfoto 2017-03-13 um 10 36 03

interesting.

@decoye
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decoye commented Mar 13, 2017

Suko, i could not withstand your challenge.

so for the timeframe you have setup the strategy ive used before produces the following theoretical results.

bildschirmfoto 2017-03-12 um 11 53 27

@albertolive
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@decoye could you explain which method did you use? Thanks!

@decoye
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decoye commented Mar 15, 2017

:D im pretty sure that you wont create considerable and reliable results at least not over a long time. but sure.

here is my cci method for bitcoin against namecoin.

in the timeframe displayed you would have made 414%.
That is 104% more profit than buy and hold.

send me 10% of the profits that you could gather with this strategy here ;)

36aCpRVWKu1uHG9MKthHGRndnFmuLwQsgL

bildschirmfoto 2017-03-15 um 18 06 20

Candle size 17
history 10

constant = 0.015
history = 90

[thresholds]
up = 160
down = -10

@generalectric
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screenshot_2017-03-15-12-14-18

btc_bela using adx roc rsi macd stddev sma

@tregismoreira
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@generalectric How did you put it all together?

@generalectric
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custom method added several talib indicators then made rules for long and short. There's a page on here somewhere that shows how to add talib indicators

@generalectric
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@Zep18
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Zep18 commented Mar 19, 2017

Using CCI like @decoye, with the following parameters (With a > 2 year dataset) :
image

Just launch the bot with an initial balance of 100€ and this config on Kraken EUR/XBT, I'll update with result

@decoye
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decoye commented Mar 19, 2017

@Zep18 cheers.

@tuxitor
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tuxitor commented Apr 3, 2017

This doesn't look like a good idea:
gekkoui-03

@justinkheisler
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Is there documentation on how the actions are tracked. Similar to Decoye's chart, it seems to buy many times without a sell happening during backtesting. Does it buy using the full currency amount thus not having anything to make the second 'buy' with, or does it only use a part of the total currency amount for each buy?

Sorry if this is in the docs, would appreciate being pointed in the right direction.

@askmike
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askmike commented Apr 5, 2017

Is there documentation on how the actions are tracked. Similar to Decoye's chart, it seems to buy many times without a sell happening during backtesting.

Ideally a strategy will only advice a sell after a buy (and vice versa). A lot of strategies were added by other people, and sometimes these strategies advice the same information twice (this is not really what is supposed to happen). I'll try to fix these at some point.

Does it buy using the full currency amount thus not having anything to make the second 'buy' with.

Yes exactly, the second buy doesn't change anything.

--

These things are not exactly documented, so if you have any questions feel free to ask :)

@justinkheisler
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Ok perfect, thanks a lot Mike.

@yopgit86
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yopgit86 commented Feb 6, 2018

Hello I am newbie on trading bot but good in TA, i would like a bot that always positions itself as the best order in a given range, is it possible with Gekko ? Easy ?

Someone would have an answer, please :)

@Nickduino
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How many variables do you use?

@ghost
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ghost commented Feb 18, 2018

screenshot_20180218-154556
Interested to see what's really out there... Here's my best long term algorithm. Attempting to succeed with a shorter term.

@talvasconcelos
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Care to share?!

@Nickduino
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+1

@ghost
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ghost commented Feb 19, 2018

So that one I'm keeping close. I have a few others I've been working on programming divergence with AO and MACD. Those actually beat market but not as much as my long term (I believe it was around 70% above). I've been experimenting with a bunch and just wonder who else is out there with success.

@ghost
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ghost commented Feb 19, 2018

Although, I'm willing to help you guys out. I wrote this up as I was experimenting with zenbot. I have altered the code to work with gekko, yet the programmers out there could probably benefit from it. You feed it an abundance of variables and it'll recurse through different combinations giving you the best results.

Below is the write up on how it works.
https://www.linkedin.com/pulse/automating-cryptocurrency-algorithms-justin-mccormick/

Here is the version altered for gekko. You need to be able to add a few lines in the configbk.js (copy of config.js) to make it work, I've just been to lazy to update script. Let me know if you guys have success!

recursivetester.zip

@full87
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full87 commented Mar 4, 2018

Hi, I'm not sure how to use it, I'm a UI user and I suppose that I need to in insert the strategy in the "strategies" folder an select it through UI. How can I do this with the strategy in the previous post? tks!

@decoye
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decoye commented Mar 4, 2018

one should write a strategy that checks for the activity of this thread. it really feels like people are interested and trading bitcoins when there is a spike to be noticed.

@Jabbaxx
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Jabbaxx commented Mar 8, 2018

@dmaxjm
Thanks SOOO much for that script, it brought me SOOOO much forward :)

This is my first ever python programming, bear over with shitty progarmming ;) But I hacked your alogtester so it can test different candle sizes, And it can (mis)use all your CPU's ;) as it now can do parallel calculation of several candle sizes or one parameter as basis for that. I saw one algotester.py could only use 20% CPU. Now it can get 100% CPU. Like start one calculation per core you have.

http://www101.zippyshare.com/v/yhEdxguD/file.html

@Nickduino
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That's cool @Jabbaxx

@ofakesn4
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If someone could provide a step-by-step method for implementing this method or providing the js files, I would greatly appreciate it! A lot of this discussion is past my familiarity with python and JS haha

@Jabbaxx
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Jabbaxx commented Apr 24, 2018

@dmaxjm
I have updated the algotester.py so it is a lot better ;)
Now it uses the roundtrip list for calculating % profit as that is reliable. % in Backtest results is not really. That is a great improvement.
Fixed some bugs
Better parallelizing. Look in algotester.py for informations.

https://files.fm/u/trkzckuy

@freezepro
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Great job as for script thing, thanks @dmaxjm .
However wasn't that easier to put a test inside node JS code base?

@ekkutlu
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ekkutlu commented May 8, 2018

If someone could provide a step-by-step method for implementing this method or providing the js files, I would greatly appreciate it! @Jabbaxx @dmaxjm

@askmike
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askmike commented Jul 9, 2018

Awesome issue, thanks for opening this over a year ago @albertolive. Unfortunately I am closing this issue, let's move these kinds of discussions to the forum!

@askmike askmike closed this as completed Jul 9, 2018
@omega733
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omega733 commented Oct 22, 2018

Hi i am back here Again....i have very good results in Bt - backtests and now i try to play same in Real BTC VS DOOGE ON POLONIEX

Btw this Forum is bery big ..

question i have : DO SOMONE win on real with gekko ? Or do you know somone who win with gekko?

Programmer of Gekko DO RALLY AMAZING JOB !!!
NOW i use 0.6.6 version and is realy stable

I join my last bt from last 3 months BTC VS DOOGE WITH CCI.. Regards

screenshot_20181022-121437_gallery

@Karbuncko
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Hi Everybody what is the best strategie and currencies exchange for Binance plus parameters? I got few coins in there and I would like to 10000X% 💃 :D. My Gekko is working well in the backtestings but only bad results on binance THX anyway!

@eddc1
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eddc1 commented Oct 26, 2018

hi guys, this bot is amazing. I had this idea so long in my head (trading bot) and but my programming skills, are not so good. but i learne every day new things. I traied to change the numbers to get a profit from 1000% or higher but my highest volue was 375% :( can you say how you do + 74k % profit xD

@omega733
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omega733 commented Oct 26, 2018

hi guys, this bot is amazing. I had this idea so long in my head (trading bot) and but my programming skills, are not so good. but i learne every day new things. I traied to change the numbers to get a profit from 1000% or higher but my highest volue was 375% :( can you say how you do + 74k % profit xD

Hi EVERYBODY

IF You want i can show you how to DO more than 8 Millions of % in 3 months ... look my Back test results BUT THERE IS ALWAYS BUT !!!

I win Only in bt but in reality i sart arround 2 weks ago (with 1crash OF Gekko) and i lose in reality 17 $ from my initial depoist of 100$ =0.02 BTC...

last bt

poloniex

SO I AM SORRY TO TELL YOU BUT TILL NOW WE CANNOT WIN WITH GEKKO - IS so dommaged cos is free Bot and only we can control it there is not possibli to be SCAMMED by others wankers on the internet from TELEGRAM etc

MAYBE IF SOMONE CAN MAKE MARTINGALE GEKKO STRARTEGIE like buy every 10% of drop price and add and add next order till price will change our side
I SEE only this one possible strategies !!! MARTINGALE !!!

REGARDS

@Jabbaxx
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Jabbaxx commented Oct 29, 2018 via email

@omega733
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Hi thank you sir for your answer

I know that i cannot do 1000% per month but event i can do 10 to 50% per month consistently will be very nice

Btw can somone create martingale systeme buy or sell every x% ?? regards

@Jabbaxx
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Jabbaxx commented Oct 29, 2018 via email

@askmike
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askmike commented Nov 8, 2018

This issue thread has played a big role for Gekko, thanks everyone for contributing and discussing ideas. Now the time has come to close this issue (I'll lock it as well meaning this will be the last message all subscribed people get).

Successful strategies are the secrets ingredients to a profitable Gekko bot. If you have one it doesn't make much sense to share it online for free. If you are looking for a good strategy and don't want to make it yourself you can have a look at my hosted app called Gekko Plus, it will feature a market place where everyone can offer strategies and other people can run them (if they do the creator will get paid).

To start things off: I'm hosting a strategy contest now. Everyone can upload his/her own strategy, I'll run all of them (on the public platform, everyone can watch), best performing strategy wins 0.1 BTC.

Repository owner locked and limited conversation to collaborators Nov 8, 2018
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