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    Author Topic: Gekko - a javascript trading bot and backtesting platform  (Read 147931 times)
    kuzetsa
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    July 01, 2014, 04:47:44 PM
    Last edit: July 01, 2014, 05:11:57 PM by kuzetsa
     #481

    Testing a new market data (candle) processing engine inspired by "Heikin-Ashi candles"

    http://www.investopedia.com/articles/technical/04/092204.asp

    So far, I've only incorporated this feature into 3 new experimental MACD-based indicators:

    nikiehihsa is Heikin-Ashi spelled backwards(ish ... close enough)

    • nikiehihsa -- MACD based on regular EMAs, but with Heikin-Ashi xClose instead of simple Close price
    • x3nikiehihsa -- same as above MACD, except using TEMA moving averages
    • ZERO -- Heikin-Ashi with zero-lag EMAs (DEMA for long, TEMA for short), and vanilla 1x EMA signal line...
      Additionally, the ZERO method has a few tweaks to more intelligently use more features from the MACD:
      Mostly I just mean it also uses the difference between the EMAs instead of just the momentum oscillator.
      (there is also some other simple logic changes in this method to reduce false "buy signals")

    The new ZERO method (as well as the other Heikin-Ashi-based MACD methods) are in the new "prerelease" beta named "zerolag:

    https://github.com/kuzetsa/gekko/releases

    Also, the fee rounding code has passed all the testing during the past several days, so the current "latest" release has been bumped to the one where the cex.io fees are actually at the correct 0.2%

    https://github.com/kuzetsa/gekko/releases/latest



    Edited to add:

    I decided that at some point in a future, upcoming release... and only once I finish auditing the relevant code (part of why I'm working on the new "zerolag" method is that it gives me a chance to debug a method I made myself without breaking older code) I'll be re-adding the option for sell orders.

    For now, the only working logic is "buy and hold", since that's pretty harmless if it ever acts buggy for something like cex.io GHS cloud mining -- even a bad price is still a reinvestment Smiley



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