Dynamic behavior

[raffus]

Hi there,

I was wondering if would it be possible to make Gekko work in a more dynamic way.

What I mean is, in case my strategy sees a trend, then make gekko change config.tradeAdvisor params.

For example:

if(this.myTrend == "up")
{
	{ ... }
	config.tradingAdvisor = {
		candleSize: 240
  	}
}
else if(this.myTrend == "down") {
	{ ... }
	config.tradingAdvisor = {
		candleSize: 60
  	}
}

then having gekko working in a different way.

Any tip about this?

BR,
R

[thegamecat]

it is actually possible to do this in a strategy so long as the config candle size is lower than the values you want to use.

You can create new time based candles yourself so long as you have a talib indicator referenced, then the candle history is available to manipulate.

[askmike]

As @thegamecat says it is possible, but very hard at the moment:

When you use this.addIndicator in your strategy Gekko will do a lot of dirty work for you behind the scene: initialising a new indicator, feeding it market data, calculating results, making sure no async race conditions happen (see #837). Right now if you use these functions you are limited to a single timeframe (the one specified in config.tradingAdvisor), but you are free to manually manage all of this and import the indicators directly.

Here is some more background information.

---

Unless you really know what you are doing, multi timeframe is unsupported for now. Keep in mind that instead of adjusting candleSizes (from 5 min to 20 min) you can also require an indicator result to be a certain value at least 4 candles - which results in a very similar signalling.