Gekko - a javascript trading bot and backtesting platform

[kuzetsa]

Can someone give me some info about these DEMA settings and how should I set them to make money?
Also my bot keeps saying "Wanted to buy but the amount is too small" the amount of what? What should I do?

That specific error message is because there's a minimum amount for trade, but you didn't have enough funds or assets available in your portfolio on the exchange. You can look in exchanges.js for the minimum values on whatever exchange(s) you're planning on trading on.

I don't have any advice on how to configure DEMA...

I recommend switching to MACD.

The standard values which a lot of people have good luck with is:

Short @ 12
Long @ 26
Signal @ 9

If you want to see what those values do, a good way to visualize and look at historical data is by looking at old charts on a site like bitcoin wisdom.

https://bitcoinwisdom.com/markets/bitfinex/btcusd << the default MACD settings are 12 26 9 so just turn on the MACD indicator and have a look (it'll show up at the bottom once you enable it)

Note: bitfinex currently looks like it might be the exchange with the most volume at this time...

askmike just accepted a pull request for bitfinex support too, so you can even use it with gekko

I hope this info helps.

[BTC Turkiye]

Cool. Thx a lot

But I have .4 BTC in bitstamp. How come it says amount is too small?
I dont get it

[kuzetsa]

Cool. Thx a lot

But I have .4 BTC in bitstamp. How come it says amount is too small?
I dont get it

What I think happened was that the market conditions were in a state where your gekko was trying to buy more bitcoin but your portfolio was out of FIAT currency and so it couldn't buy more... I'm pretty sure whenever it says "buy" it's trying to spend money to buy bitcoin.

[BTC Turkiye]

Hey i get this error sometimes

"Possible EventEmitter memory leak detected"

What is it and how can i fix this?
I run the bot in macd, Ubuntu on a laptop

[kuzetsa]

Hey i get this error sometimes

"Possible EventEmitter memory leak detected"

What is it and how can i fix this?
I run the bot in macd, Ubuntu on a laptop

Not sure, I've never seen that error on mine.

Code:

kuzetsa@yurizoku ~ $ gcc --version
gcc (Gentoo 4.9.2 p1.0, pie-0.6.1) 4.9.2
Copyright (C) 2014 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

kuzetsa@yurizoku ~ $ node --version
v0.10.33

^ What version are of node.js are you using?

I'm certain that gekko runs fine on the latest version of node.js built with a recent compiler. With the latest version it's very stable for me (I compiled my node.js binary using gcc 4.9.2... I think an error like that could possibly be related to the ancient compiler toolchain the ubuntu devs use to build packages)


Edited to add:

I feel no remorse about disliking ubuntu, but it's not your fault they ship an ancient version of node
(I just checked -- it looks like ubuntu really might include node.js version is v0.10.25 or older...
That's from nearly a year ago so please don't use that with gekko)

If you don't want to manually build node.js from source, there's a handy tool called "node version manager"

Official README for NVM

^ TL;DR

... you can install NVM like this if you just want to use it and don't care how it works:

To install you could use the install script using cURL:

Code:

curl https://raw.githubusercontent.com/creationix/nvm/v0.18.0/install.sh | bash

Afterward, the relevant instructions are here:

"usage" section of the readme

To download, compile, and install the latest v0.10.x release of node, do this:

Code:

nvm install 0.10

And then in any new shell just use the installed version:

Code:

nvm use 0.10

Or you can just run it:

Code:

nvm run 0.10 --version

Or, you can run any arbitrary command in a subshell with the desired version of node:

Code:

nvm exec 0.10 node --version

I'm sorry for almost saying bad things about ubuntu and not actually helping. That wasn't cool.

... I haven't personally found NVM to be a helpful tool because I just build mine from source and it's easy to get the latest version with gentoo. Ubuntu makes it harder, but there's NVM specifically for making it easier to get a non-ancient version on distros which don't provide a non-ancient version, so hopefully this info helps.

[BTC Turkiye]

^ What version are of node.js are you using?

I updated all right because I start the bot. So the nodejs and everything should be up to date.

I havent checked your instructions yet but I`ll apply and let you know. Thank you.

[BTC Turkiye]

Yeah I didnt do through the instructions as I dont have any problem with the process either. Even with that error and another error in the beginin of the process saying the amoun is too small, I still get the bot working fine. I mean It doesnt really make money. It gets less and less everyday but it works at least.

I tried DEMA
and then now I`m trying MACD with the above suggested settings
So far it came down from 0.5 BTC to 0.41 BTC

We`ll see.
Experience is always the most expensive type of lesson you get in life

[kuzetsa]

(...snip...)
I mean It doesnt really make money. It gets less and less everyday but it works at least.

(...snip...)

So far it came down from 0.5 BTC to 0.41 BTC

Yeah, for FIAT trades it tries to increase your portfolio value in dollars or whatever currency you're using... It still shouldn't lose so much money like that. Maybe it was because the exchange you're using has high fees? Buy and hold (just holding BTC since the value has increased over the years) is often better in some cases though, particularly in cases where the bot parameters aren't tuned right.

Speaking of fees...

I'm pretty sure askmike never added any logic which checks to make sure the hypothetical gains will be higher than whatever fees the exchange is charging. Actually, this is a major issue since many exchanges charge a percentage based on the size of your trade, and askmike never added a feature to gekko's engine to have the option to do a smaller trade than "buy/sell as much as possible"

I had a talk with askmike the other day on IRC and this came up:

Code:

[08:31:50] <@askmike> amount < available is true when a user
   has 10 BTC but the sell order only wants to sell 1BTC

[08:31:57] <@askmike> it seems you are irght

[08:31:59] <@askmike> right*

[08:32:35] <@askmike> though at this moment I am not sure how
   amount is calculated (pretty sure Gekkot tries to sell all
   of you assets, so it should equal available. Right?

^ we were actually looking at a bug unrelated to fees...
Either way, he's back so there might be new features coming to askmike's gekko repo.

[BTC Turkiye]

Either way, he's back so there might be new features coming to askmike's gekko repo.

That is wonderful

and about the fees not being included in coding, that`s definitely a smart idea I never thought about. Bitstamp charges about 0.3 or 0.5 percent which is more than BTC-e but right now I dont really wanna change the source as I do my manual trading in BTC-e and I wont open an account in Bitfinex as they ask for too much information which doesnt sound fair nor right to give away to a BTC exchange company.

If there was an easy way to implement new exchanges I could add couple. But these kinda coding I`m so not familiar with.
Anyways, as always thx for your help tho.

[kuzetsa]

(...snip...)

If there was an easy way to implement new exchanges I could add couple.

"An easy way" --- Actually, there is -- the only thing needed is an API wrapper.

Both askmike's current design, as well as my fork of Gekko is modular, so all the logic to trade on one exchange with a particular method works the same no matter which exchange or which currencies are being used. (Example: Originally the bot was developed for mtgox, but gekko works the same no matter what API wrapper you use.)

The code to talk to the exchange (API wrapper) really doesn't do much other than providing the abstraction logic which translates the internal names used in gekko's code for doing different things (buy, sell, check balance, etc. etc. etc.) to whatever the names might be for how the developers at the exchanges decided to name it in their API.

Actually, here's a flowchat diagram thingy which might help to understand the concept:

[BTC Turkiye]

Ok this is really not working out for me. I kept the bot on for about a week now
From 0.5BTC I got 0.27BTC left
So from $165 I got down to $100

Any advise?

[Convicted2008]

Stop using the bot?

[eikzbtc]

Lol , change the strategy.

[limit]

Im getting the following error configuring Bitfinex...

Code:

(DEBUG):	Requested BTC/USD trade data from Bitfinex ...

SyntaxError: Unexpected token u
    at Object.parse (native)

Any tips to fix that?

Thanks! 

[spidey00]

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

I get a similar error

Code:

TypeError: Cannot read property 'error' of null
    at set (C:\Users\Wow\Desktop\gekko-master\exchanges\kraken.js:176:81)
    at KrakenClient.bound (C:\Users\Wow\Desktop\gekko-master\node_modules\lodash
\dist\lodash.js:729:21)
    at Request._callback (C:\Users\Wow\Desktop\gekko-master\node_modules\kraken-
api\kraken.js:148:15)
    at Request.self.callback (C:\Users\Wow\Desktop\gekko-master\node_modules\kra
ken-api\node_modules\request\request.js:373:22)
    at Request.emit (events.js:98:17)
    at Request.<anonymous> (C:\Users\Wow\Desktop\gekko-master\node_modules\krake
n-api\node_modules\request\request.js:1318:14)
    at Request.emit (events.js:117:20)
    at IncomingMessage.<anonymous> (C:\Users\Wow\Desktop\gekko-master\node_modul
es\kraken-api\node_modules\request\request.js:1266:12)
    at IncomingMessage.emit (events.js:117:20)
    at _stream_readable.js:944:16

does anybody know how to fix this?

Thanks

[everlast25]

Anyone tried make an arbitrage with that script?

[frankenmint]

Anyone tried make an arbitrage with that script?

I'm certain its possible - but now how you're thinking.  Not like you can just press 'print money now' button or anything.  Your charts are wrong when it comes to trying to play arbitrage - look at the actual order book spreads and also realize that you're looking at stale data - your eyeballs see a number that 100s (perhaps 1000s) or bots have also seen and ran against 'settings'.  The spread you see has either 1) already vanished by the time you log in to see how much is left or 2) is so tiny that you're making something like a .17% profit on a market volume of .0002458BTC or something in that magnitude. 

I always get tempted to 'try something out' then I login to see that the number shown on the ticker is an average of the spread and not the available liquid for you to buy from or sell to.

To answer your specific question - NO probably not.  However it could happen this way on either cross-exchange arbitrage or perhaps on cross-market arbitrage:

Run two different instances of Gekko pointed to each exchange sharing the same reddis beacon and reading off of each other's data (it was a theoretical proposed solution that seems imply that a larger dataset can be used for different instances of Gekko to read from and make use of).

I'm lurking on this thread to see if others forked it and put in coinsetter functionality yet, its on my radar atm if not.

[limit]

Bitfinex seems fixed, testing it now...


Thanks!

[Flashpunk]

Should be, i was able to find the bug and helped askmike fix it on github: https://github.com/askmike/gekko/issues/262

[Flashpunk]

Without having looked, this appears to be a 404 type error, Cryptsy may have changed their api