Awesome bot! I love the backtesting feature. I'm getting an error with setting up email though, here's the console:

I am looking in to the data as to what kind of difference this makes, but do note:

The EMA method is supposed to start out with a history, the ideal case would be the complete history but since this is not practicle (and the difference decreases exponentially as you remove old history). If you don't start with a big history you aren't using pure EMA as you are not able to calculate the real EMA (a number which is built up using the complete history). Diabolicus showed the EMA difference in EMA calculation between a big and a small history.

If you are looking at the profit as a result of different histories you are just comparing different kind of EMAs (different levels of pure EMA so to say) which each other. It may the case that an EMA without an history would be the most profitable in a backtest, but it pretty hard to turn that into conclusions.

Hope that this explanation makes sense.


Darn APIs that keep changing, working on it!

Nice, can you give some more details?

Thanks a lot for your bot. It is awesome !

One question. To minimize risk of exchange shutdown and also to greately reduce slippage but still have different configurations i would like to run different ema and percent values on different exchanges. Can i just copy the gekko folder and run different instances with different configurations?

I have copied the folder to ...\Desktop\gekko-master\gekko-master2\ and run node gekko (i have already one running on ...\Desktop\gekko-master\gekko-master\ . Both gekko bots have different EMA configurations. Why? i have very different trading rates and backtesting that seems to heavily change the benefit i get depending on EMAs and percent thresholds.

The first one with btc-e is running fine but with the second one (gekko-master2) i am just getting a "Failed to load historical trades from Bitstamp". I don't know if there has been a change in their api or it is a problem of my configuration. I have api activated and email verified on bitstamp. It seems to be connecting right because it displays the correct amount of BTC and USD but fails getting historical data. I have tried lowering the number of candles from 300 to even 5 and it does the same.

What do you think might be happening? I have latest gekko version.

Thanks!

Hi, thanks for taking the time to reply! Let's see if I'm getting everything right. When you say "a different history" you mean to say that when I change the number of candles to retain for calculation, I'm basically evaluating a different timeframe = different history, correct?

On another note, I was looking through the source code to see if I could write a tester that would automatically find the optimum EMA values for a given timeframe, but I haven't had much time to do so.

the number of candles means two things right now:

- the amount of candles to grab from before `now` to base the EMA history on.
- the amount of candles at any time to keep in memory (this doesn't have to be here at all since you only need the last once you started).

So it influences how pure the EMA calculation will be based on the grabbed history. But because the EMA is recalculated every interval, after running Gekko for a long time this difference will be almost gone. This is also where things are currently broken in Bitstamp & BTC-e: the APIs have changed on how to get older trades.




That's a pretty big interval, if you set the amount of candles to 100 Gekko would need to fetch all trades from the last 12 hours * 100. It can't ask for candles so it needs to fetch all those trades and calculate the candles. You could try to turn on debug in the config to get more information on what works and what doesn't. The only other option you have left is Mt. Gox right now.

Note that the new website I am building offers a solution this problem by offering candles (very light weight) instead of all the trades needed to calculate those candles.

whydifficult.. thank you!.. just started playing with your code today. i will of course inform you of anything interesting I find while testing!

keep up the good work guys!

Thanks a ton!

That sounds awesome. If you're on to something I would love to see it, and it would be awesome if you would one day contribute to Gekko.

About the coding style:

I'm not a programmer with XX years of experience or anything, I am just a student with a focus on web technologies. In my spare time I am discovering the trading world with Gekko. It could be possible that the coding style is strange unfamiliar and I am very willing to see how this can be improved to something more understandable for other people then me.

--

The Emit methods (events) are an easy way to glue separate pieces of code together (once you get the hang of it), they are extremely handy for a lot of different (async) things you are doing with node (except for doing stuff like serving jade templates). It's hard to track down what happens when an event gets triggered but that is also the advantage: you can just plug functions in and out without altering the original function. So for example the piece of code responsible for doing trades doesn't have anything to do with whether or not an email needs to be send, it just emits a 'doing new trade' event and the email function is listening to it based on the cofiguration, etc.

They are also pretty popular on the frontend, with jQuery for example (the difference is that you are almost always listening to events going through the DOM instead of creating them). You can take a look at a pretty popular frontend framework called Backbone, which does not deal with the DOM but is handy when you are creating more complicated web apps. Backbone also uses events everywhere.

If you need any help with understanding it in Gekko, let me know.