Francois Klieber committed
1 parent
4636bf92d8
commit
fdba29a70c
5 files changed
+167
-540
No files matched your search
@@ -14,3 +14,5 @@ steps:
|
||||
auto_tag: true
|
||||
tags:
|
||||
- latest
|
||||
cache_from:
|
||||
- "harbor.frantchenco.page/library/gekko"
|
||||
@@ -0,0 +1,23 @@
|
||||
apiVersion: traefik.containo.us/v1alpha1
|
||||
kind: Middleware
|
||||
metadata:
|
||||
name: svc-rancher-headers
|
||||
spec:
|
||||
headers:
|
||||
customRequestHeaders:
|
||||
X-Forwarded-Proto: "https"
|
||||
---
|
||||
apiVersion: traefik.containo.us/v1alpha1
|
||||
kind: IngressRoute
|
||||
metadata:
|
||||
name: ingressroutetls-gekko
|
||||
namespace: gekko
|
||||
spec:
|
||||
entryPoints:
|
||||
- websecure
|
||||
routes:
|
||||
- match: Host(`gekko.dev.frantchenco.page`)
|
||||
kind: Rule
|
||||
services:
|
||||
- name: gekko
|
||||
port: 3000
|
||||
@@ -1,539 +0,0 @@
|
||||
// Everything is explained here:
|
||||
// @link https://gekko.wizb.it/docs/commandline/plugins.html
|
||||
|
||||
var config = {};
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// GENERAL SETTINGS
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
config.debug = true; // for additional logging / debugging
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// WATCHING A MARKET
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
config.watch = {
|
||||
|
||||
// see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
|
||||
exchange: 'binance',
|
||||
currency: 'USDT',
|
||||
asset: 'BTC',
|
||||
}
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// CONFIGURING TRADING ADVICE
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
config.tradingAdvisor = {
|
||||
enabled: true,
|
||||
method: 'MACD',
|
||||
candleSize: 60,
|
||||
historySize: 10,
|
||||
}
|
||||
|
||||
// MACD settings:
|
||||
config.MACD = {
|
||||
// EMA weight (α)
|
||||
// the higher the weight, the more smooth (and delayed) the line
|
||||
short: 10,
|
||||
long: 21,
|
||||
signal: 9,
|
||||
// the difference between the EMAs (to act as triggers)
|
||||
thresholds: {
|
||||
down: -0.025,
|
||||
up: 0.025,
|
||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 1
|
||||
}
|
||||
};
|
||||
|
||||
// settings for other strategies can be found at the bottom, note that only
|
||||
// one strategy is active per gekko, the other settings are ignored.
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// CONFIGURING PLUGINS
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
// do you want Gekko to simulate the profit of the strategy's own advice?
|
||||
config.paperTrader = {
|
||||
enabled: true,
|
||||
// report the profit in the currency or the asset?
|
||||
reportInCurrency: true,
|
||||
// start balance, on what the current balance is compared with
|
||||
simulationBalance: {
|
||||
// these are in the unit types configured in the watcher.
|
||||
asset: 1,
|
||||
currency: 100,
|
||||
},
|
||||
// how much fee in % does each trade cost?
|
||||
feeMaker: 0.15,
|
||||
feeTaker: 0.25,
|
||||
feeUsing: 'maker',
|
||||
// how much slippage/spread should Gekko assume per trade?
|
||||
slippage: 0.05,
|
||||
}
|
||||
|
||||
config.performanceAnalyzer = {
|
||||
enabled: true,
|
||||
riskFreeReturn: 5
|
||||
}
|
||||
|
||||
// Want Gekko to perform real trades on buy or sell advice?
|
||||
// Enabling this will activate trades for the market being
|
||||
// watched by `config.watch`.
|
||||
config.trader = {
|
||||
enabled: false,
|
||||
key: '',
|
||||
secret: '',
|
||||
username: '', // your username, only required for specific exchanges.
|
||||
passphrase: '', // GDAX, requires a passphrase.
|
||||
}
|
||||
|
||||
config.eventLogger = {
|
||||
enabled: false,
|
||||
// optionally pass a whitelist of events to log, if not past
|
||||
// the eventLogger will log _all_ events.
|
||||
// whitelist: ['portfolioChange', 'portfolioValueChange']
|
||||
}
|
||||
|
||||
config.pushover = {
|
||||
enabled: false,
|
||||
sendPushoverOnStart: false,
|
||||
muteSoft: true, // disable advice printout if it's soft
|
||||
tag: '[GEKKO]',
|
||||
key: '',
|
||||
user: ''
|
||||
}
|
||||
|
||||
config.blotter = {
|
||||
enabled: false,
|
||||
filename: 'blotter.csv',
|
||||
dateFormat: 'l LT',
|
||||
timezone: -300, // -300 minutes for EST(-5:00), only used if exchange doesn't provide correct timezone
|
||||
}
|
||||
|
||||
// want Gekko to send a mail on buy or sell advice?
|
||||
config.mailer = {
|
||||
enabled: false, // Send Emails if true, false to turn off
|
||||
sendMailOnStart: true, // Send 'Gekko starting' message if true, not if false
|
||||
|
||||
email: '', // Your Gmail address
|
||||
muteSoft: true, // disable advice printout if it's soft
|
||||
|
||||
// You don't have to set your password here, if you leave it blank we will ask it
|
||||
// when Gekko's starts.
|
||||
//
|
||||
// NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
|
||||
// make sure you looked at the code or trust the maintainer of this bot when you
|
||||
// fill in your email and password.
|
||||
//
|
||||
// WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
|
||||
// guarantuee that your email address & password are safe!
|
||||
|
||||
password: '', // Your Gmail Password - if not supplied Gekko will prompt on startup.
|
||||
|
||||
tag: '[GEKKO] ', // Prefix all email subject lines with this
|
||||
|
||||
// ADVANCED MAIL SETTINGS
|
||||
// you can leave those as is if you
|
||||
// just want to use Gmail
|
||||
|
||||
server: 'smtp.gmail.com', // The name of YOUR outbound (SMTP) mail server.
|
||||
smtpauth: true, // Does SMTP server require authentication (true for Gmail)
|
||||
// The following 3 values default to the Email (above) if left blank
|
||||
user: '', // Your Email server user name - usually your full Email address '[email protected]'
|
||||
from: '', // '[email protected]'
|
||||
to: '', // '[email protected], [email protected]'
|
||||
ssl: true, // Use SSL (true for Gmail)
|
||||
port: '', // Set if you don't want to use the default port
|
||||
}
|
||||
|
||||
config.pushbullet = {
|
||||
// sends pushbullets if true
|
||||
enabled: false,
|
||||
// Send 'Gekko starting' message if true
|
||||
sendMessageOnStart: true,
|
||||
// Send Message for advice? Recommend Flase for paper, true for live
|
||||
sendOnAdvice: true,
|
||||
// Send Message on Trade Completion?
|
||||
sendOnTrade: true,
|
||||
// For Overall P/L calc. Pass in old balance if desired, else leave '0'
|
||||
startingBalance: 0,
|
||||
// your pushbullet API key
|
||||
key: '',
|
||||
// your email
|
||||
email: '[email protected]',
|
||||
// Messages will start with this tag
|
||||
tag: '[GEKKO]'
|
||||
};
|
||||
|
||||
config.kodi = {
|
||||
// if you have a username & pass, add it like below
|
||||
// http://user:pass@ip-or-hostname:8080/jsonrpc
|
||||
host: 'http://ip-or-hostname:8080/jsonrpc',
|
||||
enabled: false,
|
||||
sendMessageOnStart: true,
|
||||
}
|
||||
|
||||
config.ircbot = {
|
||||
enabled: false,
|
||||
emitUpdates: false,
|
||||
muteSoft: true,
|
||||
channel: '#your-channel',
|
||||
server: 'irc.freenode.net',
|
||||
botName: 'gekkobot'
|
||||
}
|
||||
|
||||
config.telegrambot = {
|
||||
enabled: false,
|
||||
// Receive notifications for trades and warnings/errors related to trading
|
||||
emitTrades: false,
|
||||
token: 'YOUR_TELEGRAM_BOT_TOKEN',
|
||||
};
|
||||
|
||||
config.twitter = {
|
||||
// sends pushbullets if true
|
||||
enabled: false,
|
||||
// Send 'Gekko starting' message if true
|
||||
sendMessageOnStart: false,
|
||||
// disable advice printout if it's soft
|
||||
muteSoft: false,
|
||||
tag: '[GEKKO]',
|
||||
// twitter consumer key
|
||||
consumer_key: '',
|
||||
// twitter consumer secret
|
||||
consumer_secret: '',
|
||||
// twitter access token key
|
||||
access_token_key: '',
|
||||
// twitter access token secret
|
||||
access_token_secret: ''
|
||||
};
|
||||
|
||||
config.xmppbot = {
|
||||
enabled: false,
|
||||
emitUpdates: false,
|
||||
client_id: 'jabber_id',
|
||||
client_pwd: 'jabber_pw',
|
||||
client_host: 'jabber_server',
|
||||
client_port: 5222,
|
||||
status_msg: 'I\'m online',
|
||||
receiver: 'jabber_id_for_updates'
|
||||
}
|
||||
|
||||
config.campfire = {
|
||||
enabled: false,
|
||||
emitUpdates: false,
|
||||
nickname: 'Gordon',
|
||||
roomId: null,
|
||||
apiKey: '',
|
||||
account: ''
|
||||
}
|
||||
|
||||
config.redisBeacon = {
|
||||
enabled: false,
|
||||
port: 6379, // redis default
|
||||
host: '127.0.0.1', // localhost
|
||||
// On default Gekko broadcasts
|
||||
// events in the channel with
|
||||
// the name of the event, set
|
||||
// an optional prefix to the
|
||||
// channel name.
|
||||
channelPrefix: '',
|
||||
broadcast: [
|
||||
'candle'
|
||||
]
|
||||
}
|
||||
|
||||
config.slack = {
|
||||
enabled: false,
|
||||
token: '',
|
||||
sendMessageOnStart: true,
|
||||
muteSoft: true,
|
||||
channel: '' // #tradebot
|
||||
}
|
||||
|
||||
config.ifttt = {
|
||||
enabled: false,
|
||||
eventName: 'gekko',
|
||||
makerKey: '',
|
||||
muteSoft: true,
|
||||
sendMessageOnStart: true
|
||||
}
|
||||
|
||||
config.candleWriter = {
|
||||
enabled: true
|
||||
}
|
||||
|
||||
config.adviceWriter = {
|
||||
enabled: false,
|
||||
muteSoft: true,
|
||||
}
|
||||
|
||||
config.backtestResultExporter = {
|
||||
enabled: false,
|
||||
writeToDisk: false,
|
||||
data: {
|
||||
stratUpdates: false,
|
||||
portfolioValues: true,
|
||||
stratCandles: true,
|
||||
roundtrips: true,
|
||||
trades: true
|
||||
}
|
||||
}
|
||||
|
||||
config.candleUploader = {
|
||||
enabled: false,
|
||||
url: '',
|
||||
apiKey: ''
|
||||
}
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// CONFIGURING ADAPTER
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
config.adapter = 'sqlite';
|
||||
|
||||
config.sqlite = {
|
||||
path: 'plugins/sqlite',
|
||||
|
||||
dataDirectory: 'history',
|
||||
version: 0.1,
|
||||
|
||||
journalMode: require('./web/isWindows.js') ? 'DELETE' : 'WAL',
|
||||
|
||||
dependencies: []
|
||||
}
|
||||
|
||||
// Postgres adapter example config (please note: requires postgres >= 9.5):
|
||||
config.postgresql = {
|
||||
path: 'plugins/postgresql',
|
||||
version: 0.1,
|
||||
connectionString: 'postgres://user:pass@localhost:5432', // if default port
|
||||
database: null, // if set, we'll put all tables into a single database.
|
||||
schema: 'public',
|
||||
dependencies: [{
|
||||
module: 'pg',
|
||||
version: '7.4.3'
|
||||
}]
|
||||
}
|
||||
|
||||
// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested)
|
||||
config.mongodb = {
|
||||
path: 'plugins/mongodb',
|
||||
version: 0.1,
|
||||
connectionString: 'mongodb://localhost/gekko', // connection to mongodb server
|
||||
dependencies: [{
|
||||
module: 'mongojs',
|
||||
version: '2.4.0'
|
||||
}]
|
||||
}
|
||||
|
||||
config.candleUploader = {
|
||||
enabled: false,
|
||||
url: '',
|
||||
apiKey: ''
|
||||
}
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// CONFIGURING BACKTESTING
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
// Note that these settings are only used in backtesting mode, see here:
|
||||
// @link: https://gekko.wizb.it/docs/commandline/backtesting.html
|
||||
|
||||
config.backtest = {
|
||||
daterange: 'scan',
|
||||
// daterange: {
|
||||
// from: "2018-03-01",
|
||||
// to: "2018-04-28"
|
||||
//},
|
||||
batchSize: 50
|
||||
}
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// CONFIGURING IMPORTING
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
config.importer = {
|
||||
daterange: {
|
||||
// NOTE: these dates are in UTC
|
||||
from: "2017-11-01 00:00:00",
|
||||
to: "2017-11-20 00:00:00"
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
// OTHER STRATEGY SETTINGS
|
||||
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
// Exponential Moving Averages settings:
|
||||
config.DEMA = {
|
||||
// EMA weight (α)
|
||||
// the higher the weight, the more smooth (and delayed) the line
|
||||
weight: 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
|
||||
}
|
||||
};
|
||||
|
||||
// PPO settings:
|
||||
config.PPO = {
|
||||
// EMA weight (α)
|
||||
// the higher the weight, the more smooth (and delayed) the line
|
||||
short: 12,
|
||||
long: 26,
|
||||
signal: 9,
|
||||
// the difference between the EMAs (to act as triggers)
|
||||
thresholds: {
|
||||
down: -0.025,
|
||||
up: 0.025,
|
||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 2
|
||||
}
|
||||
};
|
||||
|
||||
// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish
|
||||
// Uses settings from the ppo and momentum indicator config block
|
||||
config.varPPO = {
|
||||
momentum: 'TSI', // RSI, TSI or UO
|
||||
thresholds: {
|
||||
// new threshold is default threshold + PPOhist * PPOweight
|
||||
weightLow: 120,
|
||||
weightHigh: -120,
|
||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 0
|
||||
}
|
||||
};
|
||||
|
||||
// RSI settings:
|
||||
config.RSI = {
|
||||
interval: 14,
|
||||
thresholds: {
|
||||
low: 30,
|
||||
high: 70,
|
||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 1
|
||||
}
|
||||
};
|
||||
|
||||
// TSI settings:
|
||||
config.TSI = {
|
||||
short: 13,
|
||||
long: 25,
|
||||
thresholds: {
|
||||
low: -25,
|
||||
high: 25,
|
||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 1
|
||||
}
|
||||
};
|
||||
|
||||
// Ultimate Oscillator Settings
|
||||
config.UO = {
|
||||
first: {
|
||||
weight: 4,
|
||||
period: 7
|
||||
},
|
||||
second: {
|
||||
weight: 2,
|
||||
period: 14
|
||||
},
|
||||
third: {
|
||||
weight: 1,
|
||||
period: 28
|
||||
},
|
||||
thresholds: {
|
||||
low: 30,
|
||||
high: 70,
|
||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 1
|
||||
}
|
||||
};
|
||||
|
||||
// CCI Settings
|
||||
config.CCI = {
|
||||
constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit
|
||||
history: 90, // history size, make same or smaller than history
|
||||
thresholds: {
|
||||
up: 100, // fixed values for overbuy upward trajectory
|
||||
down: -100, // fixed value for downward trajectory
|
||||
persistence: 0 // filter spikes by adding extra filters candles
|
||||
}
|
||||
};
|
||||
|
||||
// StochRSI settings
|
||||
config.StochRSI = {
|
||||
interval: 3,
|
||||
thresholds: {
|
||||
low: 20,
|
||||
high: 80,
|
||||
// How many candle intervals should a trend persist
|
||||
// before we consider it real?
|
||||
persistence: 3
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
// custom settings:
|
||||
config.custom = {
|
||||
my_custom_setting: 10,
|
||||
}
|
||||
|
||||
config['talib-macd'] = {
|
||||
parameters: {
|
||||
optInFastPeriod: 10,
|
||||
optInSlowPeriod: 21,
|
||||
optInSignalPeriod: 9
|
||||
},
|
||||
thresholds: {
|
||||
down: -0.025,
|
||||
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