On BTC-e Gekko currently only supports BTC. You can read every supported currency pair per exchange here. There is a discussion about using a different data provider so that altcoins are supported on Github. But unfortunatly this is not possible yet.


Line 28 is a comment, this is so I can explain what the block below does. Comments always need a double slash in front of them. So you should change:


 to
 

Note that Gekko is a very technical tool, if you are having a lot of trouble with editing configuration files and watching the command line instead of a screen with a graph I recommand you to check out these similar projects. They are more focused on a user friendly tool.


EDIT:


Correction: gekko need trade and info right on BTC-e, so that it knows the size of the orders it needs to create.

let me know if it works!

Did you see this document? Anyway here is how you can configure Gekko to auto trade on BTC-e:


The API key and secret can be generated on the profile page on btce. Gekko only need trade rights.

I'm off to bed now.

I have finally found the bug regarding BTC-e monitoring. Gekko broke over BTC-e monitoring because bitcoinCharts (the API Gekko uses to get trade data from BTC-e) changed the way services can ask for trade data (silently).

Current workaround for BTC-e users:

• Set debug in the config to true (line 145)
• Set the candles to something lower than 40 (line 22)
• Run Gekko
• Check whether the calulcated EMAs are NaN, if they are lower the 40 number

The reason the 40 number can be different is that now bitcoinCharts will return the last 2000 trades, and how long ago the oldest one happened depends on the market.

Maar volgens mij inmiddels allang niet meer winstgevend.

Not at this moment, there are plans as discussed on Github though.


Hmm that's a bug for sure, I'll look into this in an hour or so! You are using the latest version, right?


The bot looks at the market every [interval] to see wether the EMA strategy suggests to go either long or short (you should either buy or sell bitcoin) by riding the trend. You can change the settings in config.js, take a look at this document which describes what everything means.

[interval] is a setting of the EMA strategy which is the period in minutes per candle. This means Gekko will only recheck what to do every [interval] minutes, default is 60 minutes.

That is just in the current digital state IMO, a state not bound to the platform itself. If you look at initiatives like Zerocoin this will hopefully change in the future.

Hmm that is strange, but there have been some strange things happening in the market in the last couple of days.

I will try to rerun Gekko on on the past few weeks with your settings to see what I get. But remember that Gekko tries to predict trends and it can be wrong sometimes. If you set it up last year the total would have turned up profitable (can't promise anything about the future).

It now seems that if you buy you won't get anything at all, see above.

The script outputs plain numbers to a text file. I guess this data could be used to serve as input for some graphing library. I would suggest to rewrite it to output JSON instead of csv though, or you could convert it to something else after running it.

I'm going to update the script soon to also include volume (and thus store as OHLCV candles).

Thanks for your example, nice to see others doing the same thing. Right now my tool is purely command line and not graphical, but I think when backtesting it is important to communicate what is happening inside the simulation. So I think I'll also add graphs to the backtester so users can study the strategies behaviour across the timerange, instead of just the output.


It appears that we currently are not in a bubble, but if one were to come (or a crash) suddenly I do think it is important to know that how the strategy will handle harsh situations (I think in a broader sense than one specific part just before or behind a bubble). Also the definition of a crash and bubble is pretty subjective I think, right? What if the there is a more gradual crash (like from now till december the BTC price dropping 10$ every month)?


Good point, I am currently logging the timespan in days and the amount of trades that happened but not the average time between trades (simple division of those two). Will add this.


Good point, especially testing against assets that are in the real stock market at this point as we all hope that one day trading BTC would be just as normal as any other currency (like FX). Will add some datasets for non crypto related assets.


The bot does take fees into account (same as commission?) which you can configure yourself at the moment, it's not really advanced in that it can take a fee structure and calculate the fees dynamically (based on trade amount across the passed month like how Mt. Gox does it). So I will look into that.

The slippage is a bit harder one, as right now I only need to keep track of candle data. I think that the difference when trading small amounts is negligible but becomes more important when the investment increases. Not sure how to handle this yet, does your simulation take slippage into account?

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I also think it's pretty hard to predict the future based on the history. However it is the only thing we have (apart from things like fundamental trading). But it at least provides some grip. My bot already supports paper trading (simulating trades in the live market).

But when you are evaluating the results a month later you are doing the same thing as running a backtest for the previous month, right? Because after that month you still don't know if it will work the next month.

I think that backtesting is a very important part of Gekko and trading on TA in general so I'm trying to make a really solid backtesting platform. But unfortunately I don't have any experience in backtesting so I could really use help:

• Are you experienced in trading? I created a topic in the speculation board about backtesting in general, what features does a backtesting platform need and how do I go about making a solid one?
• Are you a programmer with experience in javascirpt? The code needs to get checked! Because as Linus said "given enough eyeballs, all bugs are shallow".
• Also if you are using it all feedback is appreciated, and if you are not for a specific reason: what do you want improved / changed?

Greetings,

I wasn't sure where to post this question, but I figured finding profitable trade strategies using backtesting would fall under speculating about what the price is going to do. I am working on a trading bot and I'm currently implementing backtesting functionality. My background is in IT and not in trading, so hence I got a couple of questions on how this is normally done.

My current backtesting feature is pretty simple: define a TA strategy with its parameters, define the dates from where to where you want to backtest it and my bot will run the simulations. Currently it works really simple by just receiving a new candle every tick and the strategy can decide to act based on this new candle and all previous ones, this loops until all candles in the timerange are dealt with. When it's done it will spit out the results like so:


So I got a couple of questions for those more familiar with trading

• Is this simple way of implementing backtest solid enough? I would say there is a big gap between fine tuning parameters until the profit % becomes the highest and finding a strategy that would work on the real market. I know backtesting doesn't tell you anything about the future philosophically, but statistically it can be pretty smart, right?
• Isn't it smarter run a bunch of simulations (with different parameters) on the first part of the timerange, and apply the most profitable ones on the second part to get a more accurate number towards the current time and thus current environment of the market
• How should I deal with previous price bubbles, I know another bubble can happen again but I doubt they will look the same every time. Therefor I do not think it is wise to tweak a strategy towards a bubble that happened in the past, right?
• Is the output data something you'd expect on backtesting functionality? Are there things missing that also need to be taken into account

Any feedback is appreciated!

Looks great, will test it out tonight!


Yes of course! It would be much better to be part of your tool instead of being a separate script (relying on a separate dev environment). It is a pretty simple script but if you need help porting it just let me know. I would have done it myself if I was able to code something in Python (learning it is on my list).

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Thanks for your contributions to the community We definitely need more initiatives like this.

At this moment not yet, it is on my todo list though!

Windows doesn´t understand what you are trying to do with the command `socket io-client`, neither am I for that matter.

You can run a node script by typing in `node [scriptname]` instead of just the name of the script.

EDIT: so you can use the script provided by the OP, this means: copy and paste the script in a file, call it something.js and put it in the same directory. After that you can run it using node in your terminal.

Gekko uses these candles when you want to backtest. this is how I solved it for now:

Dat bruteforcen was meer een uitleg over hoe de hashing in zijn werk gaat en waarom jullie geen veilig algo voor wachtwoorden gebruiken. Het klopt inderdaad dat er eerst in jullie systeem ingebroken zou moeten worden, maar zodra dit gebeurt liggen nu alle wachtwoorden praktisch op straat. Een salt heeft in dat geval waarschijnlijk geen zin meer want zodra kwaadwillenden toegang tot de database hebben hebben ze ook toegang tot je salt.

Dit kan je echt niet veilig noemen anno vandaag. Vraag maar aan Sony wat er gebeurt als je denkt dat het allemaal wel mee valt. Met als groot verschil dat kwaadwillenden de bankrekeningen van al jullie gebruikers kunnen drainen.

The EMA strategy is based on Goomboo's Journal, assuming the EMA implementation in this bot is the same as in other trade bots you could use a free bot with backtesting capabilities to test different EMA strategies and implement those in this live trading bot. Or you can wait until backtesting is added as a feature in this bot.

Could you post the error? That way we can see what's wrong.

Is there any way to get historical trades (so for example by adding a timestamp parameter at the 'markettrades' request?) through the API?