Gekko - a javascript trading bot and backtesting platform

[San1ty]

Hello everyone. I'm interested by gekko and i've installed it.

I've edited config file and launched gekko with node. Everything seems good, but gekko tells me he needs 2 days to get informations... Is it normal ?

Thanks for your answers !

Yes it is! How can an indicator tell you what to do without having any historical data to look at ?

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[phenomens]

Thanks San1ty. I completly understand that an indicator needs an historical analysis, but i was just wondering if 2 days of work is too long or not.

But actually i see on the script that it seems that the script is 1 hour late. Is it because the analysis of a normal thing ?

[San1ty]

Thanks San1ty. I completly understand that an indicator needs an historical analysis, but i was just wondering if 2 days of work is too long or not.

But actually i see on the script that it seems that the script is 1 hour late. Is it because the analysis of a normal thing ?

You are very welcome. I think the time it needs depends on the indicator settings as well as the candlestick size that you set.
What exactly do you mean with 1 hour late (That sounds a bit strange)?

[phenomens]

I've set the candlestick with the default value... Hope it's a nice try  

About the 1 hour late : By example if it's 21pm here and the bot is doing his analysis for trade informations of 20pm...

Here a cc of the bot :

Code:

2014-02-25 20:50:01 (DEBUG):	processing 1 trade(s)
2014-02-25 20:50:01 (DEBUG):	from 2014-02-25T19:49:14+00:00 to 2014-02-25T19:49:14+00:00

Perhaps it's normal because he's analyzing...

[Bajawah]

I've set the candlestick with the default value... Hope it's a nice try  

About the 1 hour late : By example if it's 21pm here and the bot is doing his analysis for trade informations of 20pm...

Here a cc of the bot :

Code:

2014-02-25 20:50:01 (DEBUG):	processing 1 trade(s)
2014-02-25 20:50:01 (DEBUG):	from 2014-02-25T19:49:14+00:00 to 2014-02-25T19:49:14+00:00

Perhaps it's normal because he's analyzing...

You can lower the candle and history size to get it running. But it will have less data, and therefore be less accurate.

[phenomens]

Thanks Bajawah ! i'll try with candle /2 (so 30) only to see how it works and i'll increase the value after !

However he'll get the informations so it'll be less longer if i set back the value to 60 (i hope)

[phenomens]

I'm retarded.... The time used on the script it UTC and here i'm at UTC+1.... So that's why i've got one hour of difference...
I'm so sorry men..

But thanks for your help. I'll take the candles back to 60 and wait

I'll make a little review after some days of tests !!

[Bajawah]

Update on all the bots that are running for data.

All down around -15% 

lololol make me fake poor!

With :

Code:

config.tradingAdvisor = {
  enabled: true,
  method: 'DEMA',
  candleSize: 5,
  historySize: 20
}

// Exponential Moving Averages settings:
config.DEMA = {
  // 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
  // the difference between the EMAs (to act as triggers)
  thresholds: {
    down: -0.025,
    up: 0.025
  }
};

[phenomens]

Bajawah : Does it works great with a candleSize at 5 ??

[Phillis]

I would just like to say thank you for making this open source and continuing to develop this project. I love that you added RSI (although i'd love to see stochRSI as well). I have been following the development of gekko for roughly 9 months and over the past few weeks, I have been running a ton of instances of the different indicators and the various settings for each indicator and I have tweaked it a bit to turn a profit in certain market situations.

My best advice to new people who are interested in this bot, is the following:
1). Test different candle sizes, test different amount of candles, etc
2). Test the different indicators while following 1).
3). I've noticed that I've gotten better results with larger candle sizes, which makes sense since high frequency trading based on just one indicator will generate a lot of false positives, in which trade fees will eat away at your profits.
4). I wouldn't say gekko is good for 24/7 trading at all, since it is based on just a single indicator, but it is very good with specific market situations (depending on the indicator type and settings).

With that said, I'd love to see the use of two indicators to determine whether or not to short or long. ie MACD and RSI both giving a long or short signal in order for that position to be taken.

Anyways, awesome work!

[San1ty]

I would just like to say thank you for making this open source and continuing to develop this project. I love that you added RSI (although i'd love to see stochRSI as well). I have been following the development of gekko for roughly 9 months and over the past few weeks, I have been running a ton of instances of the different indicators and the various settings for each indicator and I have tweaked it a bit to turn a profit in certain market situations.

My best advice to new people who are interested in this bot, is the following:
1). Test different candle sizes, test different amount of candles, etc
2). Test the different indicators while following 1).
3). I've noticed that I've gotten better results with larger candle sizes, which makes sense since high frequency trading based on just one indicator will generate a lot of false positives, in which trade fees will eat away at your profits.
4). I wouldn't say gekko is good for 24/7 trading at all, since it is based on just a single indicator, but it is very good with specific market situations (depending on the indicator type and settings).

With that said, I'd love to see the use of two indicators to determine whether or not to short or long. ie MACD and RSI both giving a long or short signal in order for that position to be taken.

Anyways, awesome work!

MACD and RSI isn't all that either, signals will be lagging so hard you're gonna lose a lot. But I understand what you are saying, combining indicators would be nice.

[Camille]

Hi,

Thank you so much for this work ! That's very great

I've been trying it this afternoon and I've got a few questions :

Does the paper trader plugin register some data somewhere ?

And do you think it might be possible to incorpore a "best EMA crossing parameters calculator" based on past transactions ? As in Easybot ( https://bitcointalk.org/index.php?topic=354871.msg4395470#msg4395470 )?

And finally have you solved the problem with kraken ?

Thank you very much for your help !

Don't you have an LTC/Doge adress for tips ?

EDIT:

I'm running gekko on kraken by deleting the line :
"monitorError: 'https://github.com/askmike/gekko/issues/210',"
on exchanges.js

I'll let it run to see what might be the problem.

[Queenvio]

Hey, thanks for your work.
I Use the version 0.1.1  so far everythink is workin good.
I Only got the following Error 2 times now.

TypeError: Cannot read property 'ticker' of undefined
    at set (/home/pi/gekko/exchanges/btce.js:108:31)
    at bound (/home/pi/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Request._callback (/home/pi/gekko/node_modules/btc-e/btc-e.js:62:16)
    at self.callback (/home/pi/gekko/node_modules/btc-e/node_modules/request/index.js:142:22)
    at Request.EventEmitter.emit (events.js:95:17)
    at ClientRequest.self.clientErrorHandler (/home/pi/gekko/node_modules/btc-e/node_modules/request/index.js:246:10)
    at ClientRequest.EventEmitter.emit (events.js:95:17)
    at CleartextStream.socketErrorListener (http.js:1547:9)
    at CleartextStream.EventEmitter.emit (events.js:95:17)
    at Socket.onerror (tls.js:1437:17)

[Camille]

Okay Gekko is find in watching market/making advice with Kraken for me.

But when it comes to trade I've got this error :

Code:

TypeError: Cannot read property 'error' of null
    at set (/Users/*/gekko/exchanges/kraken.js:176:81)
    at KrakenClient.bound (/Users/*/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Request._callback (/Users/*/gekko/node_modules/kraken-api/kraken.js:144:15)
    at Request.self.callback (/Users/*/gekko/node_modules/kraken-api/node_modules/request/request.js:121:22)
    at Request.EventEmitter.emit (events.js:98:17)
    at Request.<anonymous> (/Users/*/gekko/node_modules/kraken-api/node_modules/request/request.js:978:14)
    at Request.EventEmitter.emit (events.js:117:20)
    at IncomingMessage.<anonymous> (/Users/*/gekko/node_modules/kraken-api/node_modules/request/request.js:929:12)
    at IncomingMessage.EventEmitter.emit (events.js:117:20)
    at _stream_readable.js:920:16

Any idea how to fix that ?

I know kraken is not really supported now but I really like this market !

EDIT : I had some pending orders which may have blocked gekko. I've deleted them and it worked but I had this erro message just after. :s

[Najska]

Any backtesting results?

[Thom]

Edit: I thought MACD wasn't working but turns out the default config values were just a bit massive (for cex). Far from 0.25 and its negative counterpart being useful in the up/down, I'm having more luck around 0.000001!

Using DEMA, it hangs sometimes still, like this instance when it failed to cancel an order and as such got a borked balance:

Code:

2014-03-03 22:01:09 (INFO):	attempting to SELL 28.84926429 GHS at cex.io
2014-03-03 22:01:40 (INFO):	SELL order was not (fully) filled, cancelling and creating new order
2014-03-03 22:01:41 (INFO):	wanted to buy BTC but the amount is to small (-28.33826429) at cex.io

Yup, after more testing it looks like Gekko forgets to check (or should doublecheck) if there are orders open before trying to count, then gets borky balances. I have sooooo maaaaany instances of this in one 12 hour run that I can't count them...

Code:

2014-03-04 01:23:11 (INFO):	wanted to buy GHS but the amount is to small (-4.7192984857186947e-7) at cex.io
2014-03-04 01:28:11 (INFO):	wanted to buy GHS but the amount is to small (-4.6926303647910064e-7) at cex.io
2014-03-04 01:33:11 (INFO):	wanted to buy GHS but the amount is to small (-4.699248120300752e-7) at cex.io

Code:

2014-03-04 08:43:14 (INFO):	wanted to buy GHS but the amount is to small (-4.85717241650642e-7) at cex.io
2014-03-04 08:48:11 (INFO):	wanted to buy but insufficient BTC (-4.885200237029916e-7) at cex.io

and lots of it reporting "SELL was successfull" when it wasn't and there are orders still open.
Maybe this is what happens when DEMA changes its mind while orders are still open?

[ceslick]

Hi,

New to using Gekko and having some issues. I have it up and running but after leaving it for 2 days to "learn" the markets it crashes out and I then have the following error when trying to restart it:

/opt/gekko/node_modules/nedb/lib/datastore.js:60
    if (err) { throw err; }


If i delete the history db I can fire it up again, but then 2 days in and it crashes out and have to resort to the same fix to get it started.

Any thoughts, fixes?

Cheers

[limit]

Hi,

New to using Gekko and having some issues. I have it up and running but after leaving it for 2 days to "learn" the markets it crashes out and I then have the following error when trying to restart it:

/opt/gekko/node_modules/nedb/lib/datastore.js:60
    if (err) { throw err; }


If i delete the history db I can fire it up again, but then 2 days in and it crashes out and have to resort to the same fix to get it started.

Any thoughts, fixes?

Cheers

Try pulling the new version from github. I think yesterday was uploaded a new version that fixed datastore problems.
try this on your gekko directory:

Code:

git pull 
npm install 

[ceslick]

Thanks, tried that, no difference.

I have to use nodejs gekko to start it, could that be an issue?

[plangin]

Try this workaround:

https://github.com/askmike/gekko/issues/172#issuecomment-33572539

Cheers,
plangin