Gekko - a javascript trading bot and backtesting platform

[ceslick]

Thanks!!

Will give it a bit more time and then enable the trading again.

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[_juliander_]

Hi
Im interested in testing and making some adaptations to this bot.
It would be great to have the possibility of configuring an array of trading methods, each one with different weight, and execute the change in position if all signals are in the same direction or a signal level is reached.

But for some cases I need some historical data in CSV format to feed gekko and monitor the signals produced by this bot.

Where can I get historical data (let's say the last 2-weeks, grouped hourly, bitstamp BTCUSD), as displayed in bitcoinwisdom.com? Is this data accesible by any API?

Thanks!

PS: @Camille, If you're still interested in the volume filter drop me a PM and I'll sent you the modified code.

[San1ty]

Hi
Im interested in testing and making some adaptations to this bot.
It would be great to have the possibility of configuring an array of trading methods, each one with different weight, and execute the change in position if all signals are in the same direction or a signal level is reached.

But for some cases I need some historical data in CSV format to feed gekko and monitor the signals produced by this bot.

Where can I get historical data (let's say the last 2-weeks, grouped hourly, bitstamp BTCUSD), as displayed in bitcoinwisdom.com? Is this data accesible by any API?

Thanks!

PS: @Camille, If you're still interested in the volume filter drop me a PM and I'll sent you the modified code.

Historical data is a pain in the ass, especially on Bitstamp.

You can get some historical data here:
http://bitcoincharts.com/about/markets-api/

Or you could probably let gekko run for a while and use the 1min candlestick data it fetches?

[Starving_Marvin]

I've got a few noob questions. Just started playing with Linux a few days ago.

How do I close Gekko? Is there some /exit command? Does it stay running in the background if I only close the terminal window?

What happens if I shut down my computer now and then? Does it save data into history?

What happens if I trade manually while Gekko is running?

[ceslick]

Hi,

Any way to disable debug info in the output?


Cheers

[Starving_Marvin]

I got this kind of error. I'm using the newest version of gekko from github and newest node.js

TypeError: Object false has no method 'find'
    at Manager.getCandles (/home/xxx/gekko/core/candleManager.js:560:35)
    at bound [as getCandles] (/home/xxx/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at iterator (/home/xxx/gekko/core/candleManager.js:516:10)
    at bound (/home/xxx/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at /home/xxx/gekko/node_modules/async/lib/async.js:227:13
    at /home/xxx/gekko/node_modules/async/lib/async.js:111:13
    at Array.forEach (native)
    at _each (/home/xxx/gekko/node_modules/async/lib/async.js:32:24)
    at async.each (/home/xxx/gekko/node_modules/async/lib/async.js:110:9)
    at _asyncMap (/home/xxx/gekko/node_modules/async/lib/async.js:226:9)

Any help please?

[San1ty]

That sounds weird starvin marvin!

Can you please make an issue on GitHub, you'll reach askmike easier that way.

[yuyue007]

Great project.

I want to know is any plan to integrate ta-lib?

Maybe it's a little difficult to using that on windows, at least for me..

[ernie-]

I noticed that  this.name = 'RSI'; is missing from RSI.js, which causes a warning.

Sorry I don't know how to submit simple patches yet.

[cryptrol]

Is it possible to run multiple instances of the bot at the same time ?
I would like to run the bot with different indicators for different exchanges at the same time from the same server.

[png000]

Hi, everyone,

Two days ago (April 7), gekko started to return the following errors (after two weeks of flawless usage).
No OS packages were updated and no gekko configuration was changed.

Code:

root@ubuntu:~/gekko/bin# ./gekko_launch.sh BTCe-LTC

adding: log/gekko_log.BTCe-LTC.20140409144353.txt   (in=6681) (out=682) (deflated 90%) total bytes=9003419, compressed=776853 -> 91% savings
2014-04-09 14:43:53 (INFO):     Gekko v0.1.2 started
2014-04-09 14:43:53 (INFO):     I'm gonna make you rich, Bud Fox.


2014-04-09 14:43:53 (INFO):     Setting up Gekko in realtime mode

2014-04-09 14:43:53 (INFO):     Setting up:
2014-04-09 14:43:53 (INFO):              Trading Advisor
2014-04-09 14:43:53 (INFO):              Calculate trading advice
2014-04-09 14:43:53 (INFO):              Using trading method: DEMA

2014-04-09 14:43:53 (INFO):     Setting up:
2014-04-09 14:43:53 (INFO):              Mailer
2014-04-09 14:43:53 (INFO):              Mail module lets sends you email yourself everytime Gekko has new advice.
2014-04-09 14:43:53 (DEBUG):    Setup email adviser.

2014-04-09 14:43:56 (INFO):     Send advice via email.
2014-04-09 14:43:56 (INFO):     Setting up:
2014-04-09 14:43:56 (INFO):              Profit Simulator
2014-04-09 14:43:56 (INFO):              Paper trader that logs fake profits.

2014-04-09 14:43:56 (INFO):     Starting to watch the market: BTC-e LTC/USD
2014-04-09 14:43:56 (DEBUG):    ~market start
2014-04-09 14:43:56 (DEBUG):    checking history
2014-04-09 14:43:56 (DEBUG):    ~watch market
2014-04-09 14:43:56 (DEBUG):    Requested LTC/USD trade data from BTC-e ...
2014-04-09 14:43:56 (DEBUG):    BTC-E returned an error, retrying..
2014-04-09 14:44:06 (DEBUG):    BTC-E returned an error, retrying..
2014-04-09 14:44:16 (DEBUG):    BTC-E returned an error, retrying..
2014-04-09 14:44:26 (DEBUG):    BTC-E returned an error, retrying..
2014-04-09 14:44:36 (DEBUG):    BTC-E returned an error, retrying..

I have changed btc-e API key today just to see if the problem persists, but to no use, same error message.

Anyone with this problem, too?

Thank you.



Environment:

Code:

root@ubuntu:~/gekko/bin# node -v
v0.10.24

root@ubuntu:~/gekko/bin# npm -v
1.3.21

root@ubuntu:~/gekko/bin# uname -a
Linux ubuntu 3.8.0-29-generic #42~precise1-Ubuntu SMP Wed Aug 14 16:19:23 UTC 2013 x86_64 x86_64 x86_64 GNU/Linux

root@ubuntu:~/gekko/bin# lsb_release -a
No LSB modules are available.
Distributor ID: Ubuntu
Description:    Ubuntu 12.04.4 LTS
Release:        12.04
Codename:       precise

gekko settings (comments deleted for brevity):

Code:

var config = {};

config.history = {
  directory: './history/'
}
config.debug = true; 

config.watch = {
  enabled: true,
  exchange: 'BTCe', 
  currency: 'USD',
  asset: 'LTC'
}

config.tradingAdvisor = {
  enabled: true,
  method: 'DEMA',
  candleSize: 30,
  historySize: 24
}

config.DEMA = {
  short: 10,
  long: 21,
  thresholds: {
    down: -0.025,
    up: 0.025
  }
};

config.MACD = {
  short: 10,
  long: 21,
  signal: 9,
  thresholds: {
    down: -0.025,
    up: 0.025,
    persistence: 1
  }
};

config.PPO = {
  short: 12,
  long: 26,
  signal: 9,
  thresholds: {
    down: -0.025,
    up: 0.025,
    persistence: 2
  }
};

config.RSI = {
  interval: 14,
  thresholds: {
    low: 30,
    high: 70,
    persistence: 1
  }
};

config.custom = {
  my_custom_setting: 10,
}

config.trader = {
  enabled: false,
  key: 'myKey',
  secret: 'mySecret',
  username: '' 
}

config.adviceLogger = {
  enabled: true
}

config.profitSimulator = {
  enabled: true,
  reportInCurrency: true,
  simulationBalance: {
    asset: 10,
    currency: 0,
  },
  verbose: false,
  fee: 0.2,
  slippage: 0.08
}

config.mailer = {
  enabled: true,     
  sendMailOnStart: true,   
  email: 'mymail@nospam.org',    
  password: 'myPass', 
  tag: '[GEKKO] ',
  server: 'smtp.gmail.com',
  smtpauth: true, 
  user: 'mymail@nospam.org',
  from: 'mymail@nospam.org',
  to: 'mymail@nospam.org', 
  ssl: false,
  port: '587',
  tls: true
}

config.ircbot = {
  enabled: false,
  emitUpdats: false,
  channel: '#your-channel',
  server: 'irc.freenode.net',
  botName: 'gekkobot'
}

config.campfire = {
  enabled: false,
  emitUpdates: false,
  nickname: 'Gordon',
  roomId: null,
  apiKey: '',
  account: ''
}
config.redisBeacon = {
  enabled: false,
  port: 6379, 
  host: '127.0.0.1',
  channelPrefix: '',
  broadcast: [
    'small candle'
  ]
}

config.webserver = {
  enabled: false,
  ws: {
    host: 'localhost',
    port: 1338,
  },
  http: {
    host: 'localhost',
    port: 1339,
  }
}

config.backtest = {
  enabled: false
}

config['I understand that Gekko only automates MY OWN trading strategies'] = true;

module.exports = config;

[ceslick]

Hi All,

My problem seems to be a bit different..


Gekko runs but always tells me that it does not have enough information needs two days of information to start giving advice.

Any ideas?

Also anyone able to give me samples of there config for cex.io?


Cheers

Chris

[ernie-]

Hi All,

My problem seems to be a bit different..


Gekko runs but always tells me that it does not have enough information needs two days of information to start giving advice.

Any ideas?

Also anyone able to give me samples of there config for cex.io?


Cheers

Chris

You have set your candleSize and historySize  high.

If you have 5min candleSize with 60 historySize that's 5min x 60 or 5hrs worth of information to gather before gekko will start giving advice.

[cryptocxeq]

what should I put my candleSize and historySize at for DEMA if I want to emulate the 2hr EMAs, but don't want to wait forever to get data (esp. since I'm crashing all the time...)

I keep getting this error on btce

TypeError: Cannot read property 'c' of undefined
    at Base.tick (C:\Users\Zack\Desktop\gekko-candle-rewrite\core\baseTradingMethod.js:74:21)
    at bound [as tick] (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at Actor.processCandle (C:\Users\Zack\Desktop\gekko-candle-rewrite\plugins\tradingAdvisor.js:39:15)
    at bound (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at EventEmitter.emit (events.js:95:17)
    at bound [as emit] (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at Manager.relayCandle (C:\Users\Zack\Desktop\gekko-candle-rewrite\core\marketManager.js:60:
    at bound (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at EventEmitter.emit (events.js:117:20)
    at bound [as emit] (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)

and this one on bitstamp

C:\Users\Zack\Desktop\gekko-candle-rewrite\methods\DEMA.js:44
  var message = '@ ' + price.toFixed( + ' (' + diff.toFixed(5) + ')';
                             ^
TypeError: Cannot call method 'toFixed' of undefined
    at method.check (C:\Users\Zack\Desktop\gekko-candle-rewrite\methods\DEMA.js:44:30)
    at bound (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at Base.tick (C:\Users\Zack\Desktop\gekko-candle-rewrite\core\baseTradingMethod.js:86:10)
    at bound [as tick] (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at Actor.processCandle (C:\Users\Zack\Desktop\gekko-candle-rewrite\plugins\tradingAdvisor.js:39:15)
    at bound (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at EventEmitter.emit (events.js:95:17)
    at bound [as emit] (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)
    at Manager.relayCandle (C:\Users\Zack\Desktop\gekko-candle-rewrite\core\marketManager.js:60:
    at bound (C:\Users\Zack\Desktop\gekko-candle-rewrite\node_modules\lodash\dist\lodash.js:729:21)

my settings are basically unchanged:

  enabled: true,
  exchange: 'BTCe', // 'MtGox', 'BTCe', 'Bitstamp', 'cexio' or 'kraken'
  currency: 'USD',
  asset: 'BTC'
  method: 'DEMA',
  candleSize: 60,
  historySize: 50

Mailer on.

[Starving_Marvin]

Is it possible to have several Gekkos running on the same computer trading different currencies on different exchanges?

[ernie-]

Is it possible to have several Gekkos running on the same computer trading different currencies on different exchanges?

seems to work.

[Thom]

Gekko won't play nice with cex.io now that they've introduced fees.

Code:

2014-05-01 10:33:31 (INFO):     Attempting too BUY 0.0032098427735274496 GHS at cex.io
2014-05-01 10:33:31 (DEBUG):    BUY 0.00320984 GHS @ 0.00716546 BTC
2014-05-01 10:33:31 (ERROR):    unable to buy: Error: Place order error: Insufficient funds.

Haven't tested it for larger transactions yet, but trades this size and larger are doable manually on the cexio website.

EDIT: sometimes manages trades, sometimes not. :/

Code:

2014-05-07 06:35:31 (ERROR):    unable to buy: Error: Place order error: Insufficient funds.
2014-05-07 06:40:26 (INFO):     Attempting too BUY 0.11609350532371158 GHS at cex.io
2014-05-07 06:40:26 (ERROR):    unable to buy: Error: Place order error: Insufficient funds.
2014-05-07 06:45:26 (INFO):     Attempting too BUY 0.11609367731459945 GHS at cex.io
2014-05-07 06:45:26 (ERROR):    unable to buy: Error: Place order error: Insufficient funds.
2014-05-07 06:50:26 (INFO):     Attempting too BUY 0.11609333333333334 GHS at cex.io
2014-05-07 06:50:26 (ERROR):    unable to buy: Error: Place order error: Insufficient funds.
2014-05-07 06:55:27 (INFO):     Attempting too BUY 0.11609333333333334 GHS at cex.io
2014-05-07 06:55:27 (ERROR):    unable to buy: Error: Place order error: Insufficient funds.

[Starving_Marvin]

I got this kind of error. I'm using the newest version of gekko from github and newest node.js

TypeError: Object false has no method 'find'
    at Manager.getCandles (/home/xxx/gekko/core/candleManager.js:560:35)
    at bound [as getCandles] (/home/xxx/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at iterator (/home/xxx/gekko/core/candleManager.js:516:10)
    at bound (/home/xxx/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at /home/xxx/gekko/node_modules/async/lib/async.js:227:13
    at /home/xxx/gekko/node_modules/async/lib/async.js:111:13
    at Array.forEach (native)
    at _each (/home/xxx/gekko/node_modules/async/lib/async.js:32:24)
    at async.each (/home/xxx/gekko/node_modules/async/lib/async.js:110:9)
    at _asyncMap (/home/xxx/gekko/node_modules/async/lib/async.js:226:9)

Any help please?

Turns out, this was because of the email advisor. Disabled it and never saw the error again.


The bot was working great for four days. Then I logged in to btc-e to see how my balance was doing. After that Gekko didn't do any trades anymore. But the messages etc. were normal in the terminal. Today when I restarted Gekko it said that it has to load another three days worth of info. So I guess I need to always close Gekko before I log into btc-e?

[Starving_Marvin]

The bot was working great for four days. Then I logged in to btc-e to see how my balance was doing. After that Gekko didn't do any trades anymore. But the messages etc. were normal in the terminal. Today when I restarted Gekko it said that it has to load another three days worth of info. So I guess I need to always close Gekko before I log into btc-e?

This time I closed Gekko before I logged into btc-e to see my balance. Just for a minute. Then I restart Gekko and it says it needs four days to gather new data to make trades. WHY? It worked fine a minute ago before restarting.

Also how can I get logs? The log folder is empty. Trade advisor etc. are enabled but where does the advice go? Annoying situation because I can't log into btc-e because everything seems to go crazy and I can't even see logs or anything.

[ernie-]

The bot was working great for four days. Then I logged in to btc-e to see how my balance was doing. After that Gekko didn't do any trades anymore. But the messages etc. were normal in the terminal. Today when I restarted Gekko it said that it has to load another three days worth of info. So I guess I need to always close Gekko before I log into btc-e?

This time I closed Gekko before I logged into btc-e to see my balance. Just for a minute. Then I restart Gekko and it says it needs four days to gather new data to make trades. WHY? It worked fine a minute ago before restarting.

Also how can I get logs? The log folder is empty. Trade advisor etc. are enabled but where does the advice go? Annoying situation because I can't log into btc-e because everything seems to go crazy and I can't even see logs or anything.

Don't set it so high, it's your choice that it takes 4 days to gather data, I have mine set for 2hours.