Bitcoin Forum

Economy => Trading Discussion => Topic started by: trigger1975 on December 19, 2016, 10:44:21 PM



Title: Gannswing module for Gekko trade bot
Post by: trigger1975 on December 19, 2016, 10:44:21 PM
I've adapted the "Gann Swing (http://www.educatedanalyst.com/gann-swings/)" trade strategy as strategy/method script for Gekko trade bot (https://github.com/askmike/gekko).  You can find this module at GitHub (https://github.com/johndoe75/gekko-gannswing).

I did some backtests with 60 minute candles and got results like this:

Code:
BTCC CNY/BTC
-------------------------------------------------------------------------
start time:                  2015-01-02 01:02:00
end time:                    2015-03-02 09:03:00
start price:                 1936.86
end price:                   1625.28
Buy and Hold profit:         -16.08686%
amount of trades:            7
original simulated balance:  500.00000 CNY
current simulated balance:   551.63890 CNY
simulated profit:            51.63890 CNY (10.32778%)
simulated yearly profit:     317.66256 CNY (63.53251%)

or

Code:
Poloniex USDT/BTC
-------------------------------------------------------------------------
start time:                  2016-06-17 06:02:00
end time:                    2016-12-19 20:03:00
start price:                 730.0001
end price:                   790.53199998
Buy and Hold profit:         8.29204%
amount of trades:            9
original simulated balance:  500.00000 USDT
current simulated balance:   595.98770 USDT
simulated profit:            95.98770 USDT (19.19754%)
simulated yearly profit:     188.78517 USDT (37.75703%)

The code is definitely far away from perfect as I'm not a professional NodeJS coder.  The module is released as donationware.  If you find it helpful, like it or if you use it, please donate some coins to 17jv1RwaX1w8Nw7kHbN6UCrR57wePaALWu for this piece of free software ☺  Remarks, applause, suggestions, (constructive) criticism highly welcome.

// Alex