Francois Klieber committed
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@@ -13,4 +13,6 @@ steps:
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registry: harbor.frantchenco.page
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auto_tag: true
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tags:
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- latest
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- latest
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cache_from:
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- "harbor.frantchenco.page/library/gekko"
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@@ -0,0 +1,23 @@
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apiVersion: traefik.containo.us/v1alpha1
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kind: Middleware
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metadata:
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name: svc-rancher-headers
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spec:
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headers:
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customRequestHeaders:
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X-Forwarded-Proto: "https"
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---
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apiVersion: traefik.containo.us/v1alpha1
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kind: IngressRoute
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metadata:
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name: ingressroutetls-gekko
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namespace: gekko
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spec:
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entryPoints:
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- websecure
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routes:
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- match: Host(`gekko.dev.frantchenco.page`)
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kind: Rule
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services:
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- name: gekko
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port: 3000
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@@ -1,539 +0,0 @@
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// Everything is explained here:
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// @link https://gekko.wizb.it/docs/commandline/plugins.html
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var config = {};
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// GENERAL SETTINGS
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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config.debug = true; // for additional logging / debugging
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// WATCHING A MARKET
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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config.watch = {
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// see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
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exchange: 'binance',
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currency: 'USDT',
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asset: 'BTC',
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}
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// CONFIGURING TRADING ADVICE
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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config.tradingAdvisor = {
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enabled: true,
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method: 'MACD',
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candleSize: 60,
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historySize: 10,
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}
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// MACD settings:
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config.MACD = {
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// EMA weight (α)
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// the higher the weight, the more smooth (and delayed) the line
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short: 10,
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long: 21,
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signal: 9,
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// the difference between the EMAs (to act as triggers)
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thresholds: {
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down: -0.025,
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up: 0.025,
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// How many candle intervals should a trend persist
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// before we consider it real?
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persistence: 1
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}
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};
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// settings for other strategies can be found at the bottom, note that only
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// one strategy is active per gekko, the other settings are ignored.
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// CONFIGURING PLUGINS
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// do you want Gekko to simulate the profit of the strategy's own advice?
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config.paperTrader = {
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enabled: true,
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// report the profit in the currency or the asset?
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reportInCurrency: true,
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// start balance, on what the current balance is compared with
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simulationBalance: {
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// these are in the unit types configured in the watcher.
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asset: 1,
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currency: 100,
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},
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// how much fee in % does each trade cost?
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feeMaker: 0.15,
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feeTaker: 0.25,
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feeUsing: 'maker',
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// how much slippage/spread should Gekko assume per trade?
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slippage: 0.05,
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}
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config.performanceAnalyzer = {
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enabled: true,
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riskFreeReturn: 5
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}
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// Want Gekko to perform real trades on buy or sell advice?
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// Enabling this will activate trades for the market being
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// watched by `config.watch`.
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config.trader = {
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enabled: false,
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key: '',
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secret: '',
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username: '', // your username, only required for specific exchanges.
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passphrase: '', // GDAX, requires a passphrase.
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}
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config.eventLogger = {
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enabled: false,
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// optionally pass a whitelist of events to log, if not past
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// the eventLogger will log _all_ events.
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// whitelist: ['portfolioChange', 'portfolioValueChange']
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}
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config.pushover = {
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enabled: false,
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sendPushoverOnStart: false,
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muteSoft: true, // disable advice printout if it's soft
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tag: '[GEKKO]',
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key: '',
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user: ''
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}
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config.blotter = {
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enabled: false,
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filename: 'blotter.csv',
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dateFormat: 'l LT',
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timezone: -300, // -300 minutes for EST(-5:00), only used if exchange doesn't provide correct timezone
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}
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// want Gekko to send a mail on buy or sell advice?
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config.mailer = {
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enabled: false, // Send Emails if true, false to turn off
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sendMailOnStart: true, // Send 'Gekko starting' message if true, not if false
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email: '', // Your Gmail address
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muteSoft: true, // disable advice printout if it's soft
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// You don't have to set your password here, if you leave it blank we will ask it
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// when Gekko's starts.
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//
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// NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
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// make sure you looked at the code or trust the maintainer of this bot when you
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// fill in your email and password.
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//
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// WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
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// guarantuee that your email address & password are safe!
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password: '', // Your Gmail Password - if not supplied Gekko will prompt on startup.
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tag: '[GEKKO] ', // Prefix all email subject lines with this
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// ADVANCED MAIL SETTINGS
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// you can leave those as is if you
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// just want to use Gmail
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server: 'smtp.gmail.com', // The name of YOUR outbound (SMTP) mail server.
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smtpauth: true, // Does SMTP server require authentication (true for Gmail)
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// The following 3 values default to the Email (above) if left blank
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user: '', // Your Email server user name - usually your full Email address '[email protected]'
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from: '', // '[email protected]'
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to: '', // '[email protected], [email protected]'
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ssl: true, // Use SSL (true for Gmail)
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port: '', // Set if you don't want to use the default port
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}
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config.pushbullet = {
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// sends pushbullets if true
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enabled: false,
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// Send 'Gekko starting' message if true
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sendMessageOnStart: true,
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// Send Message for advice? Recommend Flase for paper, true for live
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sendOnAdvice: true,
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// Send Message on Trade Completion?
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sendOnTrade: true,
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// For Overall P/L calc. Pass in old balance if desired, else leave '0'
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startingBalance: 0,
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// your pushbullet API key
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key: '',
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// your email
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email: '[email protected]',
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// Messages will start with this tag
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tag: '[GEKKO]'
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};
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config.kodi = {
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// if you have a username & pass, add it like below
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// http://user:pass@ip-or-hostname:8080/jsonrpc
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host: 'http://ip-or-hostname:8080/jsonrpc',
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enabled: false,
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sendMessageOnStart: true,
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}
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config.ircbot = {
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enabled: false,
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emitUpdates: false,
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muteSoft: true,
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channel: '#your-channel',
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server: 'irc.freenode.net',
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botName: 'gekkobot'
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}
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config.telegrambot = {
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enabled: false,
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// Receive notifications for trades and warnings/errors related to trading
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emitTrades: false,
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token: 'YOUR_TELEGRAM_BOT_TOKEN',
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};
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config.twitter = {
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// sends pushbullets if true
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enabled: false,
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// Send 'Gekko starting' message if true
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sendMessageOnStart: false,
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// disable advice printout if it's soft
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muteSoft: false,
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tag: '[GEKKO]',
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// twitter consumer key
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consumer_key: '',
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// twitter consumer secret
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consumer_secret: '',
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// twitter access token key
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access_token_key: '',
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// twitter access token secret
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access_token_secret: ''
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};
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config.xmppbot = {
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enabled: false,
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emitUpdates: false,
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client_id: 'jabber_id',
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client_pwd: 'jabber_pw',
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client_host: 'jabber_server',
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client_port: 5222,
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status_msg: 'I\'m online',
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receiver: 'jabber_id_for_updates'
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}
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config.campfire = {
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enabled: false,
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emitUpdates: false,
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nickname: 'Gordon',
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roomId: null,
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apiKey: '',
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account: ''
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}
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config.redisBeacon = {
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enabled: false,
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port: 6379, // redis default
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host: '127.0.0.1', // localhost
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// On default Gekko broadcasts
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// events in the channel with
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// the name of the event, set
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// an optional prefix to the
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// channel name.
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channelPrefix: '',
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broadcast: [
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'candle'
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]
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}
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config.slack = {
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enabled: false,
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token: '',
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sendMessageOnStart: true,
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muteSoft: true,
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channel: '' // #tradebot
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}
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config.ifttt = {
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enabled: false,
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eventName: 'gekko',
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makerKey: '',
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muteSoft: true,
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sendMessageOnStart: true
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}
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config.candleWriter = {
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enabled: true
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}
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config.adviceWriter = {
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enabled: false,
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muteSoft: true,
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}
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config.backtestResultExporter = {
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enabled: false,
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writeToDisk: false,
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data: {
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stratUpdates: false,
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portfolioValues: true,
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stratCandles: true,
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roundtrips: true,
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trades: true
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}
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}
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config.candleUploader = {
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enabled: false,
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url: '',
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apiKey: ''
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}
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// CONFIGURING ADAPTER
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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config.adapter = 'sqlite';
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config.sqlite = {
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path: 'plugins/sqlite',
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dataDirectory: 'history',
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version: 0.1,
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journalMode: require('./web/isWindows.js') ? 'DELETE' : 'WAL',
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dependencies: []
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}
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// Postgres adapter example config (please note: requires postgres >= 9.5):
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config.postgresql = {
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path: 'plugins/postgresql',
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version: 0.1,
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connectionString: 'postgres://user:pass@localhost:5432', // if default port
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database: null, // if set, we'll put all tables into a single database.
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schema: 'public',
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dependencies: [{
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module: 'pg',
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version: '7.4.3'
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}]
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}
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// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested)
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config.mongodb = {
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path: 'plugins/mongodb',
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version: 0.1,
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connectionString: 'mongodb://localhost/gekko', // connection to mongodb server
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dependencies: [{
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module: 'mongojs',
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version: '2.4.0'
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}]
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}
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config.candleUploader = {
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enabled: false,
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url: '',
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apiKey: ''
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}
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// CONFIGURING BACKTESTING
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// Note that these settings are only used in backtesting mode, see here:
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// @link: https://gekko.wizb.it/docs/commandline/backtesting.html
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config.backtest = {
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daterange: 'scan',
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// daterange: {
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// from: "2018-03-01",
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// to: "2018-04-28"
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//},
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batchSize: 50
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}
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// CONFIGURING IMPORTING
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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config.importer = {
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daterange: {
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// NOTE: these dates are in UTC
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from: "2017-11-01 00:00:00",
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to: "2017-11-20 00:00:00"
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}
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}
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// OTHER STRATEGY SETTINGS
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// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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// Exponential Moving Averages settings:
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config.DEMA = {
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// EMA weight (α)
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// the higher the weight, the more smooth (and delayed) the line
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weight: 21,
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// amount of candles to remember and base initial EMAs on
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// the difference between the EMAs (to act as triggers)
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thresholds: {
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down: -0.025,
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up: 0.025
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}
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};
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// PPO settings:
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config.PPO = {
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// EMA weight (α)
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// the higher the weight, the more smooth (and delayed) the line
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short: 12,
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long: 26,
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signal: 9,
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// the difference between the EMAs (to act as triggers)
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thresholds: {
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down: -0.025,
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up: 0.025,
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// How many candle intervals should a trend persist
|
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// before we consider it real?
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persistence: 2
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}
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};
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// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish
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// Uses settings from the ppo and momentum indicator config block
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config.varPPO = {
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momentum: 'TSI', // RSI, TSI or UO
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thresholds: {
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// new threshold is default threshold + PPOhist * PPOweight
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weightLow: 120,
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weightHigh: -120,
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// How many candle intervals should a trend persist
|
||||
// before we consider it real?
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persistence: 0
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||||
}
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||||
};
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||||
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// RSI settings:
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config.RSI = {
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interval: 14,
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thresholds: {
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low: 30,
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high: 70,
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||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
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||||
persistence: 1
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||||
}
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||||
};
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||||
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||||
// TSI settings:
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config.TSI = {
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short: 13,
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long: 25,
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thresholds: {
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low: -25,
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high: 25,
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||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
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||||
persistence: 1
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||||
}
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||||
};
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||||
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||||
// Ultimate Oscillator Settings
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config.UO = {
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first: {
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weight: 4,
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period: 7
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},
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second: {
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weight: 2,
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||||
period: 14
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||||
},
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||||
third: {
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||||
weight: 1,
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||||
period: 28
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||||
},
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||||
thresholds: {
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||||
low: 30,
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||||
high: 70,
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||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 1
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||||
}
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||||
};
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||||
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||||
// CCI Settings
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config.CCI = {
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constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit
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history: 90, // history size, make same or smaller than history
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||||
thresholds: {
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||||
up: 100, // fixed values for overbuy upward trajectory
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||||
down: -100, // fixed value for downward trajectory
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||||
persistence: 0 // filter spikes by adding extra filters candles
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}
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||||
};
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||||
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||||
// StochRSI settings
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||||
config.StochRSI = {
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||||
interval: 3,
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||||
thresholds: {
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||||
low: 20,
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||||
high: 80,
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||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
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||||
persistence: 3
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||||
}
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||||
};
|
||||
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||||
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||||
// custom settings:
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||||
config.custom = {
|
||||
my_custom_setting: 10,
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||||
}
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||||
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||||
config['talib-macd'] = {
|
||||
parameters: {
|
||||
optInFastPeriod: 10,
|
||||
optInSlowPeriod: 21,
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||||
optInSignalPeriod: 9
|
||||
},
|
||||
thresholds: {
|
||||
down: -0.025,
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||||
up: 0.025,
|
||||
}
|
||||
}
|
||||
|
||||
config['talib-macd'] = {
|
||||
parameters: {
|
||||
optInFastPeriod: 10,
|
||||
optInSlowPeriod: 21,
|
||||
optInSignalPeriod: 9
|
||||
},
|
||||
thresholds: {
|
||||
down: -0.025,
|
||||
up: 0.025,
|
||||
}
|
||||
}
|
||||
|
||||
config['tulip-adx'] = {
|
||||
optInTimePeriod: 10,
|
||||
thresholds: {
|
||||
down: -0.025,
|
||||
up: 0.025,
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
// set this to true if you understand that Gekko will
|
||||
// invest according to how you configured the indicators.
|
||||
// None of the advice in the output is Gekko telling you
|
||||
// to take a certain position. Instead it is the result
|
||||
// of running the indicators you configured automatically.
|
||||
//
|
||||
// In other words: Gekko automates your trading strategies,
|
||||
// it doesn't advice on itself, only set to true if you truly
|
||||
// understand this.
|
||||
//
|
||||
// Not sure? Read this first: https://github.com/askmike/gekko/issues/201
|
||||
config['I understand that Gekko only automates MY OWN trading strategies'] = false;
|
||||
|
||||
module.exports = config;
|
||||
@@ -0,0 +1,140 @@
|
||||
/*
|
||||
|
||||
Frantche MACD RSI - DJM 14/06/2021
|
||||
|
||||
(updated a couple of times since, check git history)
|
||||
|
||||
*/
|
||||
|
||||
// helpers
|
||||
var _ = require('lodash');
|
||||
var log = require('../core/log.js');
|
||||
|
||||
|
||||
// let's create our own method
|
||||
var method = {};
|
||||
|
||||
// prepare everything our method needs
|
||||
method.init = function() {
|
||||
// keep state about the current trend
|
||||
// here, on every new candle we use this
|
||||
// state object to check if we need to
|
||||
// report it.
|
||||
this.trend = {
|
||||
direction: 'none',
|
||||
duration: 0,
|
||||
persisted: false,
|
||||
adviced: false
|
||||
};
|
||||
|
||||
log.debug(this.settings);
|
||||
|
||||
|
||||
// how many candles do we need as a base
|
||||
// before we can start giving advice?
|
||||
this.requiredHistory = this.tradingAdvisor.historySize;
|
||||
|
||||
// define the indicators we need
|
||||
this.addIndicator('macd', 'MACD', this.settings);
|
||||
this.addIndicator('rsi', 'RSI', this.settings);
|
||||
|
||||
}
|
||||
|
||||
// what happens on every new candle?
|
||||
method.update = function(candle) {
|
||||
// nothing!
|
||||
}
|
||||
|
||||
// for debugging purposes: log the last calculated
|
||||
// EMAs and diff.
|
||||
method.log = function() {
|
||||
var digits = 8;
|
||||
var macd = this.indicators.macd;
|
||||
|
||||
var diff = macd.diff;
|
||||
var signal = macd.signal.result;
|
||||
|
||||
log.debug('calculated MACD properties for candle:');
|
||||
log.debug('\t', 'short:', macd.short.result.toFixed(digits));
|
||||
log.debug('\t', 'long:', macd.long.result.toFixed(digits));
|
||||
log.debug('\t', 'macd:', diff.toFixed(digits));
|
||||
log.debug('\t', 'signal:', signal.toFixed(digits));
|
||||
log.debug('\t', 'macdiff:', macd.result.toFixed(digits));
|
||||
}
|
||||
|
||||
method.check = function() {
|
||||
var macddiff = this.indicators.macd.result;
|
||||
|
||||
if(macddiff > this.settings.thresholds.up) {
|
||||
|
||||
// new trend detected
|
||||
if(this.trend.direction !== 'up')
|
||||
// reset the state for the new trend
|
||||
this.trend = {
|
||||
duration: 0,
|
||||
persisted: false,
|
||||
direction: 'up',
|
||||
adviced: false
|
||||
};
|
||||
|
||||
this.trend.duration++;
|
||||
|
||||
log.debug('In uptrend since', this.trend.duration, 'candle(s)');
|
||||
|
||||
if(this.trend.duration >= this.settings.thresholds.persistence)
|
||||
this.trend.persisted = true;
|
||||
|
||||
if(this.trend.persisted && !this.trend.adviced) {
|
||||
this.trend.adviced = true;
|
||||
this.advice('long');
|
||||
} else
|
||||
this.advice();
|
||||
|
||||
} else if(macddiff < this.settings.thresholds.down) {
|
||||
|
||||
// new trend detected
|
||||
if(this.trend.direction !== 'down')
|
||||
// reset the state for the new trend
|
||||
this.trend = {
|
||||
duration: 0,
|
||||
persisted: false,
|
||||
direction: 'down',
|
||||
adviced: false
|
||||
};
|
||||
|
||||
this.trend.duration++;
|
||||
|
||||
log.debug('In downtrend since', this.trend.duration, 'candle(s)');
|
||||
|
||||
if(this.trend.duration >= this.settings.thresholds.persistence)
|
||||
this.trend.persisted = true;
|
||||
|
||||
if(this.trend.persisted && !this.trend.adviced) {
|
||||
this.trend.adviced = true;
|
||||
this.advice('short');
|
||||
} else
|
||||
this.advice();
|
||||
|
||||
} else {
|
||||
|
||||
log.debug('In no trend');
|
||||
|
||||
// we're not in an up nor in a downtrend
|
||||
// but for now we ignore sideways trends
|
||||
//
|
||||
// read more @link:
|
||||
//
|
||||
// https://github.com/askmike/gekko/issues/171
|
||||
|
||||
// this.trend = {
|
||||
// direction: 'none',
|
||||
// duration: 0,
|
||||
// persisted: false,
|
||||
// adviced: false
|
||||
// };
|
||||
|
||||
this.advice();
|
||||
}
|
||||
}
|
||||
|
||||
module.exports = method;
|
||||
+2
-1
@@ -7,7 +7,8 @@
|
||||
const CONFIG = {
|
||||
headless: false,
|
||||
api: {
|
||||
host: '127.0.0.1',
|
||||
host: 'localhost',
|
||||
path: '/',
|
||||
port: 3000,
|
||||
timeout: 120000 // 2 minutes
|
||||
},
|
||||
|
||||
Reference in new issue
Block a user