whydifficult (OP)
|
|
July 30, 2013, 08:34:53 AM |
|
Hi, Using MtGox, I get NaN errors when using EUR... USD seems to be working fine. Enabled verbose to check what's going on. With USD I get: 2013-07-30 09:59:29 (DEBUG): calced EMA properties for new candle: 2013-07-30 09:59:29 (DEBUG): short ema 101.048 2013-07-30 09:59:29 (DEBUG): long ema 101.037 2013-07-30 09:59:29 (DEBUG): diff ema 0.010 2013-07-30 09:59:29 (DEBUG): fetching new trades for new bucket at Mt. Gox 2013-07-30 09:59:31 (DEBUG): calculated candle: 0 2013-07-30 09:59:31 (DEBUG): calced EMA properties for new candle: 2013-07-30 09:59:31 (DEBUG): short ema 101.038 2013-07-30 09:59:31 (DEBUG): long ema 101.033 2013-07-30 09:59:31 (DEBUG): diff ema 0.005 2013-07-30 09:59:31 (DEBUG): we are currently not in an up or down trend @ 100.981 (0.005) When changing to EUR, I get something like: 2013-07-30 10:04:03 (DEBUG): calculated candle: 1 2013-07-30 10:04:03 (DEBUG): calced EMA properties for new candle: 2013-07-30 10:04:03 (DEBUG): short ema NaN 2013-07-30 10:04:03 (DEBUG): long ema NaN 2013-07-30 10:04:03 (DEBUG): diff ema NaN 2013-07-30 10:04:03 (DEBUG): fetching new trades for new bucket at Mt. Gox 2013-07-30 10:04:04 (DEBUG): calculated candle: 0 2013-07-30 10:04:04 (DEBUG): calced EMA properties for new candle: 2013-07-30 10:04:04 (DEBUG): short ema NaN 2013-07-30 10:04:04 (DEBUG): long ema NaN 2013-07-30 10:04:04 (DEBUG): diff ema NaN 2013-07-30 10:04:04 (DEBUG): we are currently not in an up or down trend @ 75.500 (NaN) This is the config I changed: config.normal = { enabled: true, exchange: 'MtGox', // 'MtGox', 'BTCe' or 'Bitstamp' currency: 'EUR', asset: 'BTC', tradingEnabled: false, Simply changed the currency in there - and then the error appears. Anybody had this issue? What is the interval you have set? The volatility is very low at the moment, any time Gekko encouters an interval in which there were no trades this happens. So al small interval will trigger this sooner. See below: realtime-candle-fetcher.js:98 throw 'Failed to load historical trades from ' + this.watcher.name; ^ Failed to load historical trades from bitcoincharts
I have been getting this all weekend for Bitstamp too. Gekko is currently not dependent on external factors (besides the exchange APIs and bitcoincharts for BTC-e), this is great and I want to keep it like this for as long as possible. But with the recent problems I am facing I am going to calculate candles on my server expose those to Gekko/the world (it stays optional).This solves a lot of small issues: - No 'failed to load data from exchange X'
- No sudden API changes exposed to Gekko
- Able to keep track of a lot of exchanges, even those without a historical data API. This finally means altcoins as well!
- Way more efficient: This way the candles are only calculated once and everyone uses that directly
Problems: - If for whatever reason I can't fetch the candles no one using Gekko is able to (paper) trade
- Central point of failure
- I have to pay for the server / bandwidth, if I can't it will be shutdown
- It's going to be hard to offer different non-standard intervals
I set up a script that is watching a bunch of exchanges with different currency pairs at the moment.Those can all be exposed to Gekko (assuming the exchanges have trading APIs) I am currently watching: > show collections bit2c_BTC/NIS bitstamp_BTC/USD btcchina_BTC/CNY btce_BTC/EUR btce_BTC/RUR btce_BTC/USD btce_EUR/USD btce_FTC/BTC btce_LTC/BTC btce_LTC/RUR btce_NMC/BTC btce_NVC/BTC btce_PPC/BTC btce_TRC/BTC btce_USD/RUR bter_BQC/BTC bter_BQC/CNY bter_BQC/LTC bter_BTB/BTC bter_BTC/CNY bter_CNC/BTC bter_CNC/CNY bter_CNC/LTC bter_FRC/BTC bter_FRC/CNY bter_FRC/LTC bter_FTC/BTC bter_FTC/CNY bter_FTC/LTC bter_LTC/BTC bter_LTC/CNY bter_MYMINER/BTC bter_NMC/BTC bter_NME/LTC bter_PPC/BTC bter_PPC/CNY bter_PPC/LTC bter_TRC/BTC bter_TRC/CNY bter_TRC/LTC bter_WDC/BTC bter_WDC/CNY bter_WDC/LTC bter_YAC/BTC bter_YAC/CNY cryptsy_ALF/BTC cryptsy_AMC/BTC cryptsy_ANC/BTC cryptsy_ARG/BTC cryptsy_BQC/BTC cryptsy_BTB/BTC cryptsy_BTE/BTC cryptsy_BTG/BTC cryptsy_CAP/BTC cryptsy_CGB/BTC cryptsy_CNC/BTC cryptsy_CRC/BTC cryptsy_CSC/BTC cryptsy_DBL/LTC cryptsy_DGC/BTC cryptsy_DMD/BTC cryptsy_DVC/LTC cryptsy_ELC/BTC cryptsy_EMD/BTC cryptsy_EZC/LTC cryptsy_FLO/LTC cryptsy_FRC/BTC cryptsy_FRK/BTC cryptsy_FST/BTC cryptsy_FTC/BTC cryptsy_GLD/LTC cryptsy_HYC/BTC cryptsy_IFC/LTC cryptsy_IXC/BTC cryptsy_JKC/LTC cryptsy_KGC/BTC cryptsy_LKY/BTC cryptsy_LTC/BTC cryptsy_MEC/BTC cryptsy_MEM/LTC cryptsy_MNC/BTC cryptsy_MST/LTC cryptsy_NAN/BTC cryptsy_NBL/BTC cryptsy_NMC/BTC cryptsy_NRB/BTC cryptsy_NVC/BTC cryptsy_PPC/BTC cryptsy_PXC/BTC cryptsy_QRK/BTC cryptsy_RYC/LTC cryptsy_SBC/BTC cryptsy_TRC/BTC cryptsy_WDC/BTC cryptsy_XNC/LTC cryptsy_XPM/BTC cryptsy_YAC/BTC fxbtc_BTC/CNY fxbtc_LTC/BTC fxbtc_LTC/CNY mtgox_BTC/AUD mtgox_BTC/BTC mtgox_BTC/CAD mtgox_BTC/CHF mtgox_BTC/CNY mtgox_BTC/CZK mtgox_BTC/DKK mtgox_BTC/EUR mtgox_BTC/GBP mtgox_BTC/HKD mtgox_BTC/JPY mtgox_BTC/NOK mtgox_BTC/NZD mtgox_BTC/PLN mtgox_BTC/RUB mtgox_BTC/SEK mtgox_BTC/SGD mtgox_BTC/THB mtgox_BTC/USD mtgox_USD/BTC vircurex_BTC/DGC vircurex_BTC/DVC vircurex_BTC/FRC vircurex_BTC/FTC vircurex_BTC/IXC vircurex_BTC/LTC vircurex_BTC/NMC vircurex_BTC/NVC vircurex_BTC/PPC vircurex_BTC/RUR vircurex_BTC/TRC vircurex_BTC/USD vircurex_BTC/XPM virwox_BTC/SLL
It's been running for a day or something and I currently have 120k trades stored (this does not include historical data).
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
ErebusBat
|
|
July 30, 2013, 12:29:37 PM |
|
realtime-candle-fetcher.js:98 throw 'Failed to load historical trades from ' + this.watcher.name; ^ Failed to load historical trades from bitcoincharts
I have been getting this all weekend for Bitstamp too. Gekko is currently not dependent on external factors (besides the exchange APIs and bitcoincharts for BTC-e), this is great and I want to keep it like this for as long as possible. But with the recent problems I am facing I am going to calculate candles on my server expose those to Gekko/the world (it stays optional).This solves a lot of small issues: - No 'failed to load data from exchange X'
- No sudden API changes exposed to Gekko
- Able to keep track of a lot of exchanges, even those without a historical data API. This finally means altcoins as well!
- Way more efficient: This way the candles are only calculated once and everyone uses that directly
Problems: - If for whatever reason I can't fetch the candles no one using Gekko is able to (paper) trade
- Central point of failure
- I have to pay for the server / bandwidth, if I can't it will be shutdown
- It's going to be hard to offer different non-standard intervals
I set up a script that is watching a bunch of exchanges with different currency pairs at the moment.Those can all be exposed to Gekko (assuming the exchanges have trading APIs) I am currently watching: > show collections bit2c_BTC/NIS bitstamp_BTC/USD btcchina_BTC/CNY btce_BTC/EUR btce_BTC/RUR btce_BTC/USD btce_EUR/USD btce_FTC/BTC btce_LTC/BTC btce_LTC/RUR btce_NMC/BTC btce_NVC/BTC btce_PPC/BTC btce_TRC/BTC btce_USD/RUR bter_BQC/BTC bter_BQC/CNY bter_BQC/LTC bter_BTB/BTC bter_BTC/CNY bter_CNC/BTC bter_CNC/CNY bter_CNC/LTC bter_FRC/BTC bter_FRC/CNY bter_FRC/LTC bter_FTC/BTC bter_FTC/CNY bter_FTC/LTC bter_LTC/BTC bter_LTC/CNY bter_MYMINER/BTC bter_NMC/BTC bter_NME/LTC bter_PPC/BTC bter_PPC/CNY bter_PPC/LTC bter_TRC/BTC bter_TRC/CNY bter_TRC/LTC bter_WDC/BTC bter_WDC/CNY bter_WDC/LTC bter_YAC/BTC bter_YAC/CNY cryptsy_ALF/BTC cryptsy_AMC/BTC cryptsy_ANC/BTC cryptsy_ARG/BTC cryptsy_BQC/BTC cryptsy_BTB/BTC cryptsy_BTE/BTC cryptsy_BTG/BTC cryptsy_CAP/BTC cryptsy_CGB/BTC cryptsy_CNC/BTC cryptsy_CRC/BTC cryptsy_CSC/BTC cryptsy_DBL/LTC cryptsy_DGC/BTC cryptsy_DMD/BTC cryptsy_DVC/LTC cryptsy_ELC/BTC cryptsy_EMD/BTC cryptsy_EZC/LTC cryptsy_FLO/LTC cryptsy_FRC/BTC cryptsy_FRK/BTC cryptsy_FST/BTC cryptsy_FTC/BTC cryptsy_GLD/LTC cryptsy_HYC/BTC cryptsy_IFC/LTC cryptsy_IXC/BTC cryptsy_JKC/LTC cryptsy_KGC/BTC cryptsy_LKY/BTC cryptsy_LTC/BTC cryptsy_MEC/BTC cryptsy_MEM/LTC cryptsy_MNC/BTC cryptsy_MST/LTC cryptsy_NAN/BTC cryptsy_NBL/BTC cryptsy_NMC/BTC cryptsy_NRB/BTC cryptsy_NVC/BTC cryptsy_PPC/BTC cryptsy_PXC/BTC cryptsy_QRK/BTC cryptsy_RYC/LTC cryptsy_SBC/BTC cryptsy_TRC/BTC cryptsy_WDC/BTC cryptsy_XNC/LTC cryptsy_XPM/BTC cryptsy_YAC/BTC fxbtc_BTC/CNY fxbtc_LTC/BTC fxbtc_LTC/CNY mtgox_BTC/AUD mtgox_BTC/BTC mtgox_BTC/CAD mtgox_BTC/CHF mtgox_BTC/CNY mtgox_BTC/CZK mtgox_BTC/DKK mtgox_BTC/EUR mtgox_BTC/GBP mtgox_BTC/HKD mtgox_BTC/JPY mtgox_BTC/NOK mtgox_BTC/NZD mtgox_BTC/PLN mtgox_BTC/RUB mtgox_BTC/SEK mtgox_BTC/SGD mtgox_BTC/THB mtgox_BTC/USD mtgox_USD/BTC vircurex_BTC/DGC vircurex_BTC/DVC vircurex_BTC/FRC vircurex_BTC/FTC vircurex_BTC/IXC vircurex_BTC/LTC vircurex_BTC/NMC vircurex_BTC/NVC vircurex_BTC/PPC vircurex_BTC/RUR vircurex_BTC/TRC vircurex_BTC/USD vircurex_BTC/XPM virwox_BTC/SLL
It's been running for a day or something and I currently have 120k trades stored (this does not include historical data). This is very interesting indeed... Will the server be open source too so we can run our own instances? I think this is especially important for people who want to use non-standard candles. Also will it be able to be used for the backtesting too?
|
|
|
|
whydifficult (OP)
|
|
July 30, 2013, 12:57:27 PM |
|
This is very interesting indeed... Will the server be open source too so we can run our own instances? I think this is especially important for people who want to use non-standard candles. Also will it be able to be used for the backtesting too?
Thanks. I am planning on hosting all standard candle intervals (15min, 1h, 4h, 1d, etc.) for all those markets and providing them for free (as long as I can afford it). I could open source it all but storing all the data is not something as small as running a Gekko instance, there is a lot of trade data flowing from all exchanges. Take a look at the mtgox sqlite database for example, it is over 4GB already. I am now thinking of maybe turning this into a service where all standard candles for all those markets can be retrieved by everyone (free). And maybe I can see what other stuff can be calculated easily. I am thinking about things like spread graphs between different BTC/LTC (or other pure crypto) markets for arbitrage or maybe realtime datastreams to popular charting software like sierrachart. Right now I am just exploring all the different things I can do with this stuff. -- This will be an optional solution for Gekko, in no way will this be forced upon Gekko's users because nobody can easily check whether the candle data is not messed with.
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
ErebusBat
|
|
July 30, 2013, 02:30:52 PM |
|
This will be an optional solution for Gekko, in no way will this be forced upon Gekko's users because nobody can easily check whether the candle data is not messed with.
Thanks for the info whydifficult.... however some of us would still like the option, especially if you decide that it isn't worth hosting one day. Thanks. I am planning on hosting all standard candle intervals (15min, 1h, 4h, 1d, etc.) for all those markets and providing them for free (as long as I can afford it). I could open source it all but storing all the data is not something as small as running a Gekko instance, there is a lot of trade data flowing from all exchanges. Take a look at the mtgox sqlite database for example, it is over 4GB already.
It isn't the standard candles that I am worried about Nor am I worried about data storage. However my interest really only expands *if* this data could/would be used by the backtesting system. Who knows what odd candle times might give us. But I guess that depends on how your system works... if it does not store the raw trade data then calculating off-standard candles will be difficult. I see it very much like an electrum server... they are a PIA to setup and take up a lot of space, but some users would like to do that. That being said.... it is your code and I respect your decision to do with it as you see fit, you have treated us great so far. At the very lease would you consider releasing a bare bones reference implementation so others could do their own implementation?
|
|
|
|
lky_svn
Newbie
Offline
Activity: 45
Merit: 0
|
|
July 30, 2013, 02:47:20 PM |
|
What is the interval you have set? The volatility is very low at the moment, any time Gekko encouters an interval in which there were no trades this happens. So al small interval will trigger this sooner. See below:
Hi again, Firstly, thanks for your help on this! Realise that Gekko is dependent on external sources - don't get me wrong, I wasn't complaining about Gekko at all, just thought I'd help with a bugreport... Fully understand that it might be external sources. But since it works with USD, it is a bit strange, I thought... As I said, it's working absolutely fine with USD... Only when I change the currency to EUR, then I get this issue. Tried it with JPY and SEK as well (just changing the conf) to try out other pairs - doesn't seem to be working either, only USD so far for me... The issue already appears at the start of gekko. Interval is at 30mins at the moment. Running well with USD... Let me know if I can help somehow to enable/simplify/troubleshoot a fix. I'm on windows, if it helps. Can't find the logs anywhere though... Hosting standard candle intervals would be interesting. But realise that this might cost you time/money/effort, so thanks for considering it!
|
|
|
|
whydifficult (OP)
|
|
July 30, 2013, 06:54:51 PM |
|
Hi again,
Firstly, thanks for your help on this! Realise that Gekko is dependent on external sources - don't get me wrong, I wasn't complaining about Gekko at all, just thought I'd help with a bugreport... Fully understand that it might be external sources. But since it works with USD, it is a bit strange, I thought...
As I said, it's working absolutely fine with USD... Only when I change the currency to EUR, then I get this issue. Tried it with JPY and SEK as well (just changing the conf) to try out other pairs - doesn't seem to be working either, only USD so far for me...
The issue already appears at the start of gekko. Interval is at 30mins at the moment. Running well with USD... Let me know if I can help somehow to enable/simplify/troubleshoot a fix. I'm on windows, if it helps. Can't find the logs anywhere though...
Hosting standard candle intervals would be interesting. But realise that this might cost you time/money/effort, so thanks for considering it!
Hi, Sorry if I came across as trying to push the issues to external dependencies, I meant that in most markets besides USD there is little volatility. Currently when Gekko tries to calculate a candle which doesn't have any trade, you'll get NaN for the rest of the time (so also for all other candles that come after it). I'll fix this bug but I don't know how to handle situations where candles don't have any trades at all. Right now you could set the interval to something higher than 30 minutes to lessen the chance that a candle will have 0 trades, but I'll patch it ASAP so that it will still work.
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
Ronan-
Newbie
Offline
Activity: 52
Merit: 0
|
|
July 30, 2013, 08:53:47 PM |
|
Does this still use BTC-e historical data from bitcoincharts?
My concern is Bitcoincharts downtime/recently they missed a bunch of data from BTC-e
|
|
|
|
whydifficult (OP)
|
|
July 30, 2013, 10:34:00 PM |
|
Does this still use BTC-e historical data from bitcoincharts?
My concern is Bitcoincharts downtime/recently they missed a bunch of data from BTC-e
At the moment it does, however I am in the process of storing all trade data on my server, precalculating most standard candles and exposing them through an API. Though this still is a central point of failure. Sneak peak: > db.stats() { "db" : "coindata", "collections" : 144, "objects" : 151908, "avgObjSize" : 85.47955341390842, "dataSize" : 12985028, "storageSize" : 32378880, "numExtents" : 329, "indexes" : 285, "indexSize" : 12476576, "fileSize" : 201326592, "nsSizeMB" : 16, "dataFileVersion" : { "major" : 4, "minor" : 5 }, "ok" : 1 }
(currently watching different 144 markets, got 150k+ trades stored). I suspect it may take a while before this is stable enough to be included in Gekko.
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
genydeny
Newbie
Offline
Activity: 50
Merit: 0
|
|
August 02, 2013, 02:47:29 PM |
|
Hi, thank you for your wonderful project! I have a small question. How often should Gekko to send email ? I have received only one letter after the start. email Gekko is watching the bitcoin market and has detected a new trend, advice is to SELL The current BTC price is 95.520
Additional information:
@ 95.520 (-0.445)
config.js // Exponential Moving Averages settings: config.EMA = { // timeframe per candle interval: 60, // in minutes // 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 candles: 30, // the difference between the EMAs (to act as triggers) sellTreshold: -0.25, buyTreshold: 0.25 }; ....
// Monitor the live market config.normal = { enabled: true, exchange: 'BTCe', // 'MtGox', 'BTCe' or 'Bitstamp' currency: 'USD', asset: 'BTC', tradingEnabled: false, key: '', secret: '', } ... config.debug = true; // for additional logging / debugging
EDIT: Gekko is running now through forever on my server with Ubuntu 12.04, node v0.10.5 data: [1] euny /usr/local/bin/node gekko.js 4628 4630 /home/jeka/.forever/euny.log 0:7:24:8.894
|
|
|
|
juve4v
|
|
August 02, 2013, 04:36:47 PM Last edit: August 02, 2013, 07:22:52 PM by juve4v |
|
I'm trying to start it and here's what I get: "Failed to load historical trades from Bitstamp". Any suggestions?
|
|
|
|
whydifficult (OP)
|
|
August 03, 2013, 02:35:17 AM |
|
Hi, thank you for your wonderful project! I have a small question. How often should Gekko to send email ? I have received only one letter after the start. Gekko sends an email when a change in the market is detected. With the default setup it uses EMA to detect such a change on an hourly basis. When there is a lot of volatility Gekko will probably report a couple of times a day (max) but more realistically you should expect it once a day. If something is wrong Gekko currently only logs it (when you enable debug = true, as you did), if you are using forever use `forever list` to find the logfile, you can read it by typing `tail [name of logfile]` (or use `cat` if you want to read the whole thing). I'm trying to start it and here's what I get: "Failed to load historical trades from Bitstamp". Any suggestions?
I am currently working on a solution for this as this is a big problem, what you can try for now: lessen the `candles` in the settings, lessen the `interval` in the settings. Note that setting `candles` to a lower number will decrease the trend detection performance in the start (until it build up the history it can't fetch right now). If you are only using paper trading this means it's better to ignore the first couple of days. If you lessen the `interval` Gekko will look at smaller timeframes (so it will detect trends on a smaller timescale so to say). This problem is not present at Mt. Gox right now btw.
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
genydeny
Newbie
Offline
Activity: 50
Merit: 0
|
|
August 03, 2013, 04:43:02 AM |
|
Hi, thank you for your wonderful project! I have a small question. How often should Gekko to send email ? I have received only one letter after the start. Gekko sends an email when a change in the market is detected. With the default setup it uses EMA to detect such a change on an hourly basis. When there is a lot of volatility Gekko will probably report a couple of times a day (max) but more realistically you should expect it once a day. If something is wrong Gekko currently only logs it (when you enable debug = true, as you did), if you are using forever use `forever list` to find the logfile, you can read it by typing `tail [name of logfile]` (or use `cat` if you want to read the whole thing). Thanks for the answer! In fact the price has not changed enough to trigger the advice sender. Gekko continues to work well! 2013-08-03 08:29:43 (DEBUG): fetching new trades for new bucket at bitcoincharts 2013-08-03 08:29:45 (DEBUG): calculated candle: 0 2013-08-03 08:29:45 (DEBUG): calced EMA properties for new candle: 2013-08-03 08:29:45 (DEBUG): short ema 95.775 2013-08-03 08:29:45 (DEBUG): long ema 95.767 2013-08-03 08:29:45 (DEBUG): diff ema 0.008 2013-08-03 08:29:45 (DEBUG): we are currently not in an up or down trend @ 95.503 (0.008)
|
|
|
|
juve4v
|
|
August 03, 2013, 08:49:52 AM |
|
Hi, thank you for your wonderful project! I have a small question. How often should Gekko to send email ? I have received only one letter after the start. Gekko sends an email when a change in the market is detected. With the default setup it uses EMA to detect such a change on an hourly basis. When there is a lot of volatility Gekko will probably report a couple of times a day (max) but more realistically you should expect it once a day. If something is wrong Gekko currently only logs it (when you enable debug = true, as you did), if you are using forever use `forever list` to find the logfile, you can read it by typing `tail [name of logfile]` (or use `cat` if you want to read the whole thing). I'm trying to start it and here's what I get: "Failed to load historical trades from Bitstamp". Any suggestions?
I am currently working on a solution for this as this is a big problem, what you can try for now: lessen the `candles` in the settings, lessen the `interval` in the settings. Note that setting `candles` to a lower number will decrease the trend detection performance in the start (until it build up the history it can't fetch right now). If you are only using paper trading this means it's better to ignore the first couple of days. If you lessen the `interval` Gekko will look at smaller timeframes (so it will detect trends on a smaller timescale so to say). This problem is not present at Mt. Gox right now btw. I tried to lower values but this is what I got now:' 'Calculating EMA on historical data...'' and just reports that without actually going to the next step.Could you suggest the values for candles and interval to get it started? Anything above 4 min in interval gives me first error, while setting it to 4 min just hangs...Ty for your answer !
|
|
|
|
whydifficult (OP)
|
|
August 03, 2013, 09:53:49 AM |
|
I tried to lower values but this is what I got now:' 'Calculating EMA on historical data...'' and just reports that without actually going to the next step.Could you suggest the values for candles and interval to get it started? Anything above 4 min in interval gives me first error, while setting it to 4 min just hangs...Ty for your answer !
Ah, that probably means it is working and checking every hour but has nothing to report so far. I agree that the messaging needs to be improved to indicate that it is checking. If you want to be sure you can turn on debug at the bottom of the config, this way Gekko will spit out a lot more information (and errors).
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
ewibit
Legendary
Offline
Activity: 2955
Merit: 1049
|
|
August 07, 2013, 04:11:13 PM |
|
any chance that Bitstamp is working again? e02bddc..78589c9 master -> origin/master Already up-to-date. /methods/realtime-candle-fetcher.js:98 throw 'Failed to load historical trades from ' + this.watcher.name; ^ Failed to load historical trades from Bitstamp
|
|
|
|
whydifficult (OP)
|
|
August 08, 2013, 02:18:12 PM |
|
any chance that Bitstamp is working again? e02bddc..78589c9 master -> origin/master Already up-to-date. /methods/realtime-candle-fetcher.js:98 throw 'Failed to load historical trades from ' + this.watcher.name; ^ Failed to load historical trades from Bitstamp
I am working on my own candle platform that will be available through an API so this problem will be fixed, no matter how often the API changes. You can currently use these solutions.
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
ErebusBat
|
|
August 09, 2013, 08:55:26 PM |
|
Backtesting bug? Here is my log: 2013-08-07 09:02:24 (INFO): I'm gonna make you rich, Bud Fox. 2013-08-07 09:02:24 (INFO): Let me show you some Exponential Moving Averages.
2013-08-07 09:02:24 (INFO): Preparing backtester to test strategy against historical data. 2013-08-07 09:02:24 (INFO): Profit reporter active on simulated balance 2013-08-07 09:02:24 (INFO): Calculating EMA on historical data... 2013-08-07 09:02:24 (INFO): calculated initial EMA, simulating remaining candles 2013-08-07 09:02:24 (INFO): ADVICE is to SELL @ 144.000 (-15.292) at 2013-04-28 18:00:00 2013-08-07 09:02:24 (INFO): ADVICE is to BUY @ 98.100 (2.663) at 2013-05-02 18:00:00 2013-08-07 09:02:24 (INFO): ADVICE is to SELL @ 123.500 (-1.375) at 2013-05-16 18:00:00 2013-08-07 09:02:24 (INFO): ADVICE is to BUY @ 111.000 (2.609) at 2013-06-06 18:00:00 2013-08-07 09:02:24 (INFO): ADVICE is to SELL @ 101.484 (-0.493) at 2013-07-28 18:00:00
2013-08-07 09:02:24 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING 2013-08-07 09:02:24 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
2013-08-07 09:02:24 (INFO): (PROFIT REPORT) start time: 2013-04-27 18:00:00 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) end time: 2013-08-05 18:00:00 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) timespan: 100 days
2013-08-07 09:02:24 (INFO): (PROFIT REPORT) start price: 93.07 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) end price: 106.76002 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) Buy and Hold profit: 14.709%
2013-08-07 09:02:24 (INFO): (PROFIT REPORT) amount of trades: 5 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) original simulated balance: 2.500 undefined 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) current simulated balance: 3.766 undefined 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) simulated profit: 1.266 undefined (50.646%) 2013-08-07 09:02:24 (INFO): (PROFIT REPORT) simulated yearly profit: 4.508 undefined (180.301%)
But if we look at the bitcoincharts for the same period: http://bitcoincharts.com/charts/mtgoxUSD#rg60zigDailyzczsg2013-04-18zeg2013-08-05ztgSza1gEMAzm1g5za2gEMAzm2g50zvI see only two crossovers, not 5. What am I missing?
|
|
|
|
ErebusBat
|
|
August 09, 2013, 09:05:49 PM |
|
Backtesting bug?
I see only two crossovers, not 5. What am I missing?
nm... looks like even at 100 it was not enough to calculate 'accurate' EMAs, running from Jan-1 and examining the period shows what one would expect from the bitcoincharts source: 2013-08-09 15:01:17 (INFO): I'm gonna make you rich, Bud Fox. 2013-08-09 15:01:17 (INFO): Let me show you some Exponential Moving Averages.
2013-08-09 15:01:17 (INFO): Preparing backtester to test strategy against historical data. 2013-08-09 15:01:17 (INFO): Profit reporter active on simulated balance 2013-08-09 15:01:17 (INFO): Calculating EMA on historical data... 2013-08-09 15:01:17 (INFO): calculated initial EMA, simulating remaining candles 2013-08-09 15:01:17 (INFO): ADVICE is to BUY @ 14.237 (4.098) at 2013-01-11 17:00:00 .. snip .. 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 134.444 (25.786) at 2013-04-27 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 144.000 (26.609) at 2013-04-28 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 139.227 (25.759) at 2013-04-29 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 116.380 (20.081) at 2013-04-30 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 106.250 (13.674) at 2013-05-01 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 98.100 (7.107) at 2013-05-02 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 112.900 (6.415) at 2013-05-03 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 115.980 (6.671) at 2013-05-04 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 112.250 (5.793) at 2013-05-05 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 109.600 (4.466) at 2013-05-06 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 113.200 (4.489) at 2013-05-07 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 112.799 (4.339) at 2013-05-08 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 117.700 (5.445) at 2013-05-09 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 115.640 (5.547) at 2013-05-10 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 114.820 (5.328) at 2013-05-11 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 117.980 (5.916) at 2013-05-12 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 111.400 (4.546) at 2013-05-13 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 114.220 (4.323) at 2013-05-14 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 118.210 (5.138) at 2013-05-15 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 123.500 (6.896) at 2013-05-16 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 123.211 (7.829) at 2013-05-17 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 122.500 (8.137) at 2013-05-18 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 122.020 (8.107) at 2013-05-19 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 122.890 (8.184) at 2013-05-20 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 123.800 (8.337) at 2013-05-21 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 126.300 (8.908) at 2013-05-22 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 133.100 (10.710) at 2013-05-23 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 131.986 (11.430) at 2013-05-24 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 133.500 (12.058) at 2013-05-25 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 129.770 (11.461) at 2013-05-26 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 129.000 (10.751) at 2013-05-27 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 132.250 (10.872) at 2013-05-28 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 128.799 (10.034) at 2013-05-29 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 128.815 (9.363) at 2013-05-30 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 129.300 (8.916) at 2013-05-31 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 122.500 (6.969) at 2013-06-01 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 120.737 (5.202) at 2013-06-02 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 121.400 (4.143) at 2013-06-03 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 121.900 (3.524) at 2013-06-04 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 118.970 (2.378) at 2013-06-05 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to SELL @ 111.000 (-0.354) at 2013-06-06 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 107.892 (-2.944) at 2013-06-07 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 100.437 (-6.599) at 2013-06-08 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 106.350 (-7.332) at 2013-06-09 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 109.000 (-6.992) at 2013-06-10 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 108.776 (-6.746) at 2013-06-11 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 103.949 (-7.828) at 2013-06-12 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 100.000 (-9.548) at 2013-06-13 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 99.800 (-10.620) at 2013-06-14 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 99.900 (-11.161) at 2013-06-15 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 101.950 (-10.778) at 2013-06-16 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 107.350 (-8.838) at 2013-06-17 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 108.251 (-7.243) at 2013-06-18 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 111.290 (-5.294) at 2013-06-19 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 109.500 (-4.483) at 2013-06-20 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 108.200 (-4.263) at 2013-06-21 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 107.900 (-4.149) at 2013-06-22 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 102.090 (-5.628) at 2013-06-23 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 103.329 (-6.175) at 2013-06-24 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 104.000 (-6.261) at 2013-06-25 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 101.737 (-6.882) at 2013-06-26 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 94.660 (-9.259) at 2013-06-27 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 94.999 (-10.616) at 2013-06-28 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 97.510 (-10.614) at 2013-06-29 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 88.050 (-13.398) at 2013-06-30 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 90.405 (-14.339) at 2013-07-01 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 78.890 (-18.577) at 2013-07-02 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 80.036 (-20.838) at 2013-07-03 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 68.500 (-26.306) at 2013-07-04 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 69.655 (-29.339) at 2013-07-05 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 76.500 (-28.368) at 2013-07-06 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 76.000 (-27.614) at 2013-07-07 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 76.700 (-26.541) at 2013-07-08 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 88.000 (-21.246) at 2013-07-09 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 88.979 (-17.337) at 2013-07-10 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 93.990 (-12.932) at 2013-07-11 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 98.320 (-8.596) at 2013-07-12 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 94.420 (-7.044) at 2013-07-13 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 98.890 (-4.553) at 2013-07-14 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 97.100 (-3.483) at 2013-07-15 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 98.500 (-2.327) at 2013-07-16 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 90.069 (-4.165) at 2013-07-17 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 92.000 (-4.704) at 2013-07-18 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 89.821 (-5.688) at 2013-07-19 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 91.998 (-5.555) at 2013-07-20 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 91.601 (-5.527) at 2013-07-21 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 95.559 (-4.173) at 2013-07-22 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 95.090 (-3.407) at 2013-07-23 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 96.950 (-2.294) at 2013-07-24 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 96.020 (-1.845) at 2013-07-25 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 94.400 (-2.035) at 2013-07-26 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 98.780 (-0.780) at 2013-07-27 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to BUY @ 101.484 (0.840) at 2013-07-28 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 107.960 (3.742) at 2013-07-29 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 106.212 (4.995) at 2013-07-30 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 104.000 (5.093) at 2013-07-31 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 104.501 (5.229) at 2013-08-01 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 104.950 (5.370) at 2013-08-02 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 105.120 (5.435) at 2013-08-03 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 106.720 (5.848) at 2013-08-04 18:00:00 2013-08-09 15:01:17 (INFO): ADVICE is to HOLD @ 106.760 (6.042) at 2013-08-05 18:00:00
2013-08-09 15:01:17 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING 2013-08-09 15:01:17 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
2013-08-09 15:01:17 (INFO): (PROFIT REPORT) start time: 2013-01-10 17:00:00 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) end time: 2013-08-05 18:00:00 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) timespan: 207 days
2013-08-09 15:01:17 (INFO): (PROFIT REPORT) start price: 13.51001 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) end price: 106.76002 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) Buy and Hold profit: 690.229%
2013-08-09 15:01:17 (INFO): (PROFIT REPORT) amount of trades: 3 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) original simulated balance: 2.500 undefined 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) current simulated balance: 2.702 undefined 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) simulated profit: 0.202 undefined (8.068%) 2013-08-09 15:01:17 (INFO): (PROFIT REPORT) simulated yearly profit: 0.347 undefined (13.876%)
Anyone know off the top of their head how many back candles are really needed to prime the EMA for 'good' values?
|
|
|
|
Diabolicus
Member
Offline
Activity: 90
Merit: 10
|
|
August 10, 2013, 10:27:46 AM |
|
Here's a little comparison: 3rd column = EMA(50), started January 1st 4th column = EMA(50), started 100 candles later (April 10th) 5th column = deviation 2nd <-> 1st EMA in %
It takes 48 days (May 28th) to bring the deviation down to 10%, and 110 days (July 29th) to get to less than 1%.
Timestamp Weighted Price 50.00 50.00 Deviation 31.12.2012 00:00 13.48 0.00 0.00 01.01.2013 00:00 13.34 0.52 0.00 100.00% << start 1st EMA 02.01.2013 00:00 13.31 1.02 0.00 100.00% 03.01.2013 00:00 13.36 1.51 0.00 100.00% 04.01.2013 00:00 13.42 1.98 0.00 100.00% 05.01.2013 00:00 13.45 2.43 0.00 100.00% 06.01.2013 00:00 13.46 2.86 0.00 100.00% 07.01.2013 00:00 13.51 3.28 0.00 100.00% 08.01.2013 00:00 13.72 3.69 0.00 100.00% 09.01.2013 00:00 13.74 4.08 0.00 100.00% 10.01.2013 00:00 14.05 4.47 0.00 100.00% 11.01.2013 00:00 14.11 4.85 0.00 100.00% 12.01.2013 00:00 14.17 5.21 0.00 100.00% 13.01.2013 00:00 14.11 5.56 0.00 100.00% 14.01.2013 00:00 14.26 5.90 0.00 100.00% 15.01.2013 00:00 14.20 6.23 0.00 100.00% 16.01.2013 00:00 14.52 6.55 0.00 100.00% 17.01.2013 00:00 15.17 6.89 0.00 100.00% 18.01.2013 00:00 15.68 7.24 0.00 100.00% 19.01.2013 00:00 15.46 7.56 0.00 100.00% 20.01.2013 00:00 15.72 7.88 0.00 100.00% 21.01.2013 00:00 16.38 8.21 0.00 100.00% 22.01.2013 00:00 17.15 8.56 0.00 100.00% 23.01.2013 00:00 17.22 8.90 0.00 100.00% 24.01.2013 00:00 17.75 9.25 0.00 100.00% 25.01.2013 00:00 16.66 9.54 0.00 100.00% 26.01.2013 00:00 17.15 9.84 0.00 100.00% 27.01.2013 00:00 17.65 10.15 0.00 100.00% 28.01.2013 00:00 18.34 10.47 0.00 100.00% 29.01.2013 00:00 19.17 10.81 0.00 100.00% 30.01.2013 00:00 19.48 11.15 0.00 100.00% 31.01.2013 00:00 20.58 11.52 0.00 100.00% 01.02.2013 00:00 20.73 11.88 0.00 100.00% 02.02.2013 00:00 19.47 12.18 0.00 100.00% 03.02.2013 00:00 20.26 12.49 0.00 100.00% 04.02.2013 00:00 20.42 12.80 0.00 100.00% 05.02.2013 00:00 20.57 13.11 0.00 100.00% 06.02.2013 00:00 21.09 13.42 0.00 100.00% 07.02.2013 00:00 21.61 13.74 0.00 100.00% 08.02.2013 00:00 22.42 14.08 0.00 100.00% 09.02.2013 00:00 23.24 14.44 0.00 100.00% 10.02.2013 00:00 23.42 14.79 0.00 100.00% 11.02.2013 00:00 24.13 15.16 0.00 100.00% 12.02.2013 00:00 25.09 15.55 0.00 100.00% 13.02.2013 00:00 25.48 15.94 0.00 100.00% 14.02.2013 00:00 25.46 16.31 0.00 100.00% 15.02.2013 00:00 26.99 16.73 0.00 100.00% 16.02.2013 00:00 27.16 17.14 0.00 100.00% 17.02.2013 00:00 26.40 17.50 0.00 100.00% 18.02.2013 00:00 26.76 17.87 0.00 100.00% 19.02.2013 00:00 28.19 18.27 0.00 100.00% 20.02.2013 00:00 29.47 18.71 0.00 100.00% 21.02.2013 00:00 29.68 19.14 0.00 100.00% 22.02.2013 00:00 30.46 19.58 0.00 100.00% 23.02.2013 00:00 29.05 19.96 0.00 100.00% 24.02.2013 00:00 29.78 20.34 0.00 100.00% 25.02.2013 00:00 30.07 20.72 0.00 100.00% 26.02.2013 00:00 31.01 21.13 0.00 100.00% 27.02.2013 00:00 31.22 21.52 0.00 100.00% 28.02.2013 00:00 32.69 21.96 0.00 100.00% 01.03.2013 00:00 34.24 22.44 0.00 100.00% 02.03.2013 00:00 33.87 22.89 0.00 100.00% 03.03.2013 00:00 34.13 23.33 0.00 100.00% 04.03.2013 00:00 35.47 23.81 0.00 100.00% 05.03.2013 00:00 39.35 24.42 0.00 100.00% 06.03.2013 00:00 45.18 25.23 0.00 100.00% 07.03.2013 00:00 40.93 25.85 0.00 100.00% 08.03.2013 00:00 43.16 26.52 0.00 100.00% 09.03.2013 00:00 45.44 27.27 0.00 100.00% 10.03.2013 00:00 46.84 28.03 0.00 100.00% 11.03.2013 00:00 47.62 28.80 0.00 100.00% 12.03.2013 00:00 43.70 29.39 0.00 100.00% 13.03.2013 00:00 46.41 30.05 0.00 100.00% 14.03.2013 00:00 47.31 30.73 0.00 100.00% 15.03.2013 00:00 47.03 31.37 0.00 100.00% 16.03.2013 00:00 46.86 31.98 0.00 100.00% 17.03.2013 00:00 47.40 32.58 0.00 100.00% 18.03.2013 00:00 48.98 33.23 0.00 100.00% 19.03.2013 00:00 55.39 34.09 0.00 100.00% 20.03.2013 00:00 62.02 35.19 0.00 100.00% 21.03.2013 00:00 69.07 36.52 0.00 100.00% 22.03.2013 00:00 70.65 37.86 0.00 100.00% 23.03.2013 00:00 62.67 38.83 0.00 100.00% 24.03.2013 00:00 68.92 40.01 0.00 100.00% 25.03.2013 00:00 74.25 41.35 0.00 100.00% 26.03.2013 00:00 77.25 42.76 0.00 100.00% 27.03.2013 00:00 84.87 44.41 0.00 100.00% 28.03.2013 00:00 87.41 46.10 0.00 100.00% 29.03.2013 00:00 88.78 47.77 0.00 100.00% 30.03.2013 00:00 91.72 49.50 0.00 100.00% 31.03.2013 00:00 92.70 51.19 0.00 100.00% 01.04.2013 00:00 100.04 53.11 0.00 100.00% 02.04.2013 00:00 107.61 55.24 0.00 100.00% 03.04.2013 00:00 127.89 58.09 0.00 100.00% 04.04.2013 00:00 131.61 60.97 0.00 100.00% 05.04.2013 00:00 139.22 64.04 0.00 100.00% 06.04.2013 00:00 142.16 67.11 0.00 100.00% 07.04.2013 00:00 154.26 70.52 0.00 100.00% 08.04.2013 00:00 181.49 74.88 0.00 100.00% 09.04.2013 00:00 214.67 80.36 0.00 100.00% 10.04.2013 00:00 184.65 84.45 7.24 91.43% << start 2nd EMA 11.04.2013 00:00 158.93 87.37 13.19 84.90% 12.04.2013 00:00 85.57 87.30 16.03 81.64% 13.04.2013 00:00 110.21 88.20 19.72 77.64% 14.04.2013 00:00 97.41 88.56 22.77 74.29% 15.04.2013 00:00 87.07 88.50 25.29 71.42% 16.04.2013 00:00 65.33 87.59 26.86 69.33% 17.04.2013 00:00 85.27 87.50 29.15 66.69% 18.04.2013 00:00 97.38 87.89 31.83 63.79% 19.04.2013 00:00 119.43 89.12 35.26 60.44% 20.04.2013 00:00 124.02 90.49 38.74 57.19% 21.04.2013 00:00 121.50 91.71 41.99 54.22% 22.04.2013 00:00 123.23 92.94 45.17 51.40% 23.04.2013 00:00 134.63 94.58 48.68 48.53% 24.04.2013 00:00 152.07 96.83 52.74 45.54% 25.04.2013 00:00 143.07 98.65 56.28 42.95% 26.04.2013 00:00 132.25 99.97 59.26 40.72% 27.04.2013 00:00 131.18 101.19 62.08 38.65% 28.04.2013 00:00 133.17 102.44 64.87 36.68% 29.04.2013 00:00 142.25 104.00 67.90 34.71% 30.04.2013 00:00 139.87 105.41 70.72 32.91% 01.05.2013 00:00 121.05 106.02 72.70 31.43% 02.05.2013 00:00 106.49 106.04 74.02 30.20% 03.05.2013 00:00 91.30 105.46 74.70 29.17% 04.05.2013 00:00 106.67 105.51 75.95 28.01% 05.05.2013 00:00 113.50 105.82 77.43 26.84% 06.05.2013 00:00 117.32 106.28 78.99 25.67% 07.05.2013 00:00 106.71 106.29 80.08 24.66% 08.05.2013 00:00 113.33 106.57 81.38 23.63% 09.05.2013 00:00 111.66 106.77 82.57 22.67% 10.05.2013 00:00 118.03 107.21 83.96 21.69% 11.05.2013 00:00 115.55 107.54 85.20 20.77% 12.05.2013 00:00 114.60 107.81 86.35 19.91% 13.05.2013 00:00 117.02 108.18 87.55 19.06% 14.05.2013 00:00 114.85 108.44 88.62 18.27% 15.05.2013 00:00 110.25 108.51 89.47 17.54% 16.05.2013 00:00 115.44 108.78 90.49 16.81% 17.05.2013 00:00 121.43 109.28 91.70 16.08% 18.05.2013 00:00 123.82 109.85 92.96 15.37% 19.05.2013 00:00 121.87 110.32 94.10 14.70% 20.05.2013 00:00 122.31 110.79 95.20 14.07% 21.05.2013 00:00 122.28 111.24 96.27 13.46% 22.05.2013 00:00 123.00 111.70 97.31 12.88% 23.05.2013 00:00 125.33 112.23 98.41 12.32% 24.05.2013 00:00 129.85 112.93 99.65 11.76% 25.05.2013 00:00 130.87 113.63 100.87 11.23% 26.05.2013 00:00 134.02 114.43 102.17 10.71% 27.05.2013 00:00 129.34 115.01 103.24 10.24% 28.05.2013 00:00 127.98 115.52 104.21 9.80% << below 10% 29.05.2013 00:00 130.37 116.10 105.23 9.36% 30.05.2013 00:00 129.41 116.63 106.18 8.96% 31.05.2013 00:00 128.15 117.08 107.04 8.57% 01.06.2013 00:00 128.41 117.52 107.88 8.21% 02.06.2013 00:00 121.96 117.70 108.43 7.87% 03.06.2013 00:00 119.01 117.75 108.85 7.56% 04.06.2013 00:00 121.07 117.88 109.33 7.26% 05.06.2013 00:00 121.46 118.02 109.80 6.96% 06.06.2013 00:00 119.68 118.08 110.19 6.69% 07.06.2013 00:00 112.08 117.85 110.26 6.44% 08.06.2013 00:00 108.81 117.49 110.21 6.20% 09.06.2013 00:00 98.01 116.73 109.73 6.00% 10.06.2013 00:00 105.49 116.29 109.56 5.78% 11.06.2013 00:00 106.98 115.92 109.46 5.58% 12.06.2013 00:00 109.27 115.66 109.45 5.37% 13.06.2013 00:00 105.24 115.25 109.29 5.18% 14.06.2013 00:00 100.64 114.68 108.95 5.00% 15.06.2013 00:00 100.45 114.12 108.62 4.83% 16.06.2013 00:00 99.93 113.57 108.27 4.66% 17.06.2013 00:00 100.93 113.07 107.99 4.50% 18.06.2013 00:00 107.40 112.85 107.96 4.33% 19.06.2013 00:00 107.87 112.65 107.96 4.17% 20.06.2013 00:00 111.26 112.60 108.09 4.00% 21.06.2013 00:00 111.34 112.55 108.22 3.85% 22.06.2013 00:00 108.53 112.39 108.23 3.70% 23.06.2013 00:00 107.49 112.20 108.20 3.56% 24.06.2013 00:00 103.29 111.85 108.01 3.44% 25.06.2013 00:00 104.15 111.55 107.86 3.31% 26.06.2013 00:00 104.11 111.26 107.71 3.19% 27.06.2013 00:00 102.08 110.90 107.49 3.07% 28.06.2013 00:00 96.81 110.34 107.07 2.97% 29.06.2013 00:00 96.69 109.81 106.66 2.86% 30.06.2013 00:00 96.84 109.30 106.28 2.77% 01.07.2013 00:00 91.24 108.59 105.69 2.67% 02.07.2013 00:00 90.03 107.86 105.07 2.59% 03.07.2013 00:00 83.18 106.90 104.22 2.51% 04.07.2013 00:00 78.29 105.77 103.20 2.43% 05.07.2013 00:00 71.11 104.41 101.94 2.37% 06.07.2013 00:00 70.26 103.08 100.70 2.31% 07.07.2013 00:00 70.77 101.81 99.52 2.24% 08.07.2013 00:00 76.96 100.83 98.64 2.18% 09.07.2013 00:00 75.65 99.85 97.74 2.11% 10.07.2013 00:00 82.40 99.16 97.14 2.04% 11.07.2013 00:00 87.52 98.71 96.76 1.97% 12.07.2013 00:00 96.43 98.62 96.75 1.90% 13.07.2013 00:00 93.01 98.40 96.60 1.83% 14.07.2013 00:00 95.88 98.30 96.57 1.76% 15.07.2013 00:00 98.65 98.31 96.65 1.69% 16.07.2013 00:00 98.15 98.31 96.71 1.62% 17.07.2013 00:00 98.44 98.31 96.78 1.56% 18.07.2013 00:00 90.94 98.02 96.55 1.50% 19.07.2013 00:00 91.79 97.78 96.36 1.45% 20.07.2013 00:00 91.49 97.53 96.17 1.39% 21.07.2013 00:00 89.31 97.21 95.90 1.34% 22.07.2013 00:00 91.45 96.98 95.73 1.29% 23.07.2013 00:00 94.64 96.89 95.69 1.24% 24.07.2013 00:00 94.31 96.79 95.63 1.20% 25.07.2013 00:00 96.31 96.77 95.66 1.15% 26.07.2013 00:00 96.29 96.75 95.68 1.10% 27.07.2013 00:00 94.50 96.66 95.64 1.06% 28.07.2013 00:00 98.47 96.73 95.75 1.02% 29.07.2013 00:00 100.81 96.89 95.95 0.98% << below 1% 30.07.2013 00:00 103.81 97.17 96.26 0.94% 31.07.2013 00:00 108.03 97.59 96.72 0.90% 01.08.2013 00:00 105.29 97.89 97.05 0.86% 02.08.2013 00:00 105.07 98.17 97.37 0.82% 03.08.2013 00:00 103.80 98.40 97.62 0.79% 04.08.2013 00:00 104.86 98.65 97.90 0.76% 05.08.2013 00:00 106.41 98.95 98.24 0.72%
|
|
|
|
whydifficult (OP)
|
|
August 10, 2013, 01:42:55 PM |
|
nm... looks like even at 100 it was not enough to calculate 'accurate' EMAs, running
[..]
Anyone know off the top of their head how many back candles are really needed to prime the EMA for 'good' values?
Glad you got it sorted, if you got any feedback on ways to make the backtesting easier / better I am all ears Here's a little comparison: 3rd column = EMA(50), started January 1st 4th column = EMA(50), started 100 candles later (April 10th) 5th column = deviation 2nd <-> 1st EMA in %
It takes 48 days (May 28th) to bring the deviation down to 10%, and 110 days (July 29th) to get to less than 1%.
This is very variable information, thanks! Do note that due to the nature of EMA this number should be lower when using lower EMA values (like both 21 and 10). But I can't really tell if 1% is the number we should aim for.
|
Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
|
|
|
|