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Author Topic: GUNBOT v5: Setting up your BB strategy to match CHARTS  (Read 55751 times)

Offline Culture

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GUNBOT v5: Setting up your BB strategy to match CHARTS
« on: September 20, 2017, 08:28:43 PM »
TL;DR:
  • For standard charts, BB usually defaults to SMA20, so if your coin likes 15-min candles, use SMAPERIOD = 720. If you like 5-min candles, use SMAPERIOD=240.
  • For Sjakil's GUI charts, BB is SMA10, so if your coin likes 15-min candles, use SMAPERIOD = 360. If you like 5-min candles, use SMAPERIOD=120.
---------

Historically, users have been frustrated with the BB values shown in the Gunbot log, or, more often, looking at a chart and being frustrated that Gunbot has apparently executed a Buy Order that does not appear to correspond to the specified configuration.

This is because Gunbot is not able to get SMA or BB data from the exchange API - it is not there.  These must be calculated locally.

Gunbot, as of v5.0.1, exposes more parameters than ever before for user adjustment.  In order for Gunbot to use the same Bollinger Bands that you are looking at on your charts (e.g. TradingView or others), you must have the SMAPERIOD (only present in strategies that use BB to either buy or sell) set accordingly.

Here is how it works:

A standard Bollinger Band is calculated as follows, by both Gunbot and any traditional charting software:
  * Middle Band = 20-day simple moving average (SMA)
  * Upper Band = 20-day SMA + (20-day standard deviation of price x 2)
  * Lower Band = 20-day SMA - (20-day standard deviation of price x 2)
 
  Now in both GUNBOT v5 (and in most charting software), you can customize the SMA period as well as the standard deviation value.
 
 Our challenge has been setting the correct SMAPERIOD for GUNBOT to match the charting software.  In GUNBOT, SMAPERIOD is NOT days or candles, so a value of 20 in your charting software represents CANDLES and is not the same as 20 in Gunbot.  The question ends up being: How many price collections occur in the same period as the chart is using?
 
 SMAPERIOD = NUMBER OF TICKER COLLECTIONS TO USE IN SMA CALCULATION
 SMAPERIOD = (# of Chart candles for SMA)*(Chart Candle Value)*60/(interval_ticker_update/1000)
 
 So if we want to use a 20-period BB (that means 20-period SMA), while looking at a 15 minute candle chart, the equation looks like this:
 
 SMAPERIOD = 20*15*60/25 = 720
 
Try it:
  • 20-period BB indicator
  • 15-min candle chart
  • 60 seconds in one minute
  • 25000 is the default interval_ticker_update, so divided by 1000 = 25

 As if by magic, now our Gunbot BB values will match the chart!
 
 Additionally, for those of you using Sjakil's GUI, the GUI Bollinger Bands are 20-period SMA bands.  So please keep that in mind if you use an SMAPERIOD other than 720.  Sjakil is looking to support config-based BB drawing in future releases, but until then...


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« Last Edit: September 21, 2017, 01:59:07 PM by Culture »
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Offline paramecie

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #1 on: September 20, 2017, 08:46:18 PM »
Waw! Interesting! I'll check this!

I've found that, but it requires tradingview:
https://www.tradingview.com/script/OZeGGswT-Bollinger-Bands-Explorer/
« Last Edit: September 20, 2017, 11:31:16 PM by paramecie »

Offline paramecie

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #2 on: September 20, 2017, 11:33:46 PM »
Ah but it's only concerning 5.x, as SMA can't be set up in 3.x version AFAIK?
Too bad because I recently gave up 5.0.4 because of abnormal buying prices (see gtihub), which will be solved on 5.0.5

Question, do you have a way to, at the contrary, make the marketplace match gunbot BB?
Like changing the settings in Bittrex BB to match gunbot?

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #3 on: September 20, 2017, 11:53:59 PM »
Ah but it's only concerning 5.x, as SMA can't be set up in 3.x version AFAIK?
Too bad because I recently gave up 5.0.4 because of abnormal buying prices (see gtihub), which will be solved on 5.0.5

Question, do you have a way to, at the contrary, make the marketplace match gunbot BB?
Like changing the settings in Bittrex BB to match gunbot?

Yes and no.  Gunbot settings are FAR more configurable than your typical charting interface, so it's not always possible.   That said, some things can be done, but I'm not so confident to speak to 3.x versions at the moment...
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Offline ntsili

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #4 on: September 20, 2017, 11:56:23 PM »
Excellent post!
What happens if we have a lot of pairs running in the same time in Sjakil's GUI ?? Should the number of pairs influence the "(interval_ticker_update/1000)" part of the equation??
If I have 10 pairs running in the same time should 720 became 72?

Offline paramecie

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #5 on: September 21, 2017, 12:02:13 AM »
What happens if we have a lot of pairs running in the same time in Sjakil's GUI ??

If I understand well.
For now, gunbot has its own BB calculation, Sjakil's also (and different), and the marketplace also (and different of one or both).
This above trick is to make GB have the same curves than the marketplace, that's all.

It doesn't change in Sjakil's, it'll be probably different... (until his new version)

Offline ntsili

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #6 on: September 21, 2017, 12:06:02 AM »
Forget Sjakil's GUI!  ;)
If there are a lot of instances of coins running, does this influences the way gunbot "creates" the BBs of each coin?

Offline Debugger

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #7 on: September 21, 2017, 01:46:38 AM »
Kinda weird im sure Gunthar told me sma was based on candel close and not ticks. Im quite confused now.

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #8 on: September 21, 2017, 01:57:17 AM »
He explained it a little while back on Telegram, not fully laid out, so it took me a while to process it. He did directly state that the SMA is built from an array of prices, and "if you get one price every 25 seconds... You do the math."
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Offline Mann_mit_Hut

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #9 on: September 21, 2017, 08:16:55 AM »
Hey Culture, thank you for this great explanation!

I'm pretty sure that it doesn't work with multiple coins. I also thought it would be the way you say here, but i have an example in this thread https://gunthy.org/index.php/topic,1338.0.html where you can see that there is something wrong - at least with multiple coins.

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #10 on: September 21, 2017, 01:26:47 PM »
I'm running 44 pairs, with so far very good results. It bears to state that EMA and SMA have notably different calculations, and I'd like to get that figured out as well. In the meantime, I'm much happier with the chart match ups.

Incidentally, I did read Gunthar saying the EMA calc uses PERIOD as a base. Not there yet, myself.
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Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #11 on: September 21, 2017, 01:56:24 PM »
It doesn't change in Sjakil's, it'll be probably different... (until his new version)

Sjakil's GUI plots BB based on SMA10, which does make a difference when comparing.  So in that case, if you really want your Gunbot to see the same chart as Sjakil's GUI, set SMAPERIOD = 360.  But remember that you're changing the way Gunbot sees the world.  Just make sure that makes sense for your trading!
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Offline davidgs

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #12 on: September 21, 2017, 03:19:45 PM »
Wow, this post is really helpful! Thanks!!!!

Offline Mann_mit_Hut

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #13 on: September 21, 2017, 06:35:22 PM »
If you figure out what the difference between SMA und EMA calculation is, please let us know here!  ;D
I'm very keen on understanding what happens, because i gave the bot my money, so i have to trust it ;)

Trying your BB settings now, the bot should need hours (exactly 4 with SMA720) to give the right results. Gogogo!

Offline Mann_mit_Hut

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #14 on: September 21, 2017, 09:14:09 PM »
3.5h of running the bot, it tells me that ETH SMA is at 0.7064. If i take a look at the charts that is impossible, should be around 0.716.
Something is truly wrong with this version... Im stopping the bot now until there is a new version out there  :-\

Offline davidgs

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #15 on: September 22, 2017, 02:05:31 PM »
I'm following this formula, used an SMAPERIOD=600 for "bb" strategy with Low BB at 5%, (for a 50 SMA and 5 min period in Bittrex) but still the bot bought above the Middle band instead of way below. Do I need to also tweak EMA1 and EMA2?

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #16 on: September 22, 2017, 03:38:03 PM »
I'm following this formula, used an SMAPERIOD=600 for "bb" strategy with Low BB at 5%, (for a 50 SMA and 5 min period in Bittrex) but still the bot bought above the Middle band instead of way below. Do I need to also tweak EMA1 and EMA2?

confirm that your Bot_delay = 1

If you're using pure BB strategy, your EMA values should not make any difference (only with the gain and stepgain families).  We're seeing this type of behavior with some bots out there (see Mann_mit_Hut's posts here)... not sure precisely why, though the thought is that the bot is not collecting tickers in a consistent time, messing up the SMA calculation for some people.

Also check other charts, just to make sure that your Bittrex chart is consistent.  I realize that sounds wrong to even imply, but we're all collecting data here...
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Offline XferSX

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #17 on: September 22, 2017, 04:08:58 PM »
Thanks for your efforts Culture, but still way out my end too. Plus just noticed double buys happening .....again.

Offline Mann_mit_Hut

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #18 on: September 22, 2017, 04:47:12 PM »
Since yours is correct Culture, how is you bot behaving on collecting prices?
I have 10 pairs and they are randomly updating. Sometimes a pair updates 2 times in a row and some pairs i see missing for some minutes (staring at the screen like an ape :D).
Is yours behaving differently?

Offline paramecie

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #19 on: September 22, 2017, 06:08:10 PM »
Since yours is correct Culture, how is you bot behaving on collecting prices?
I have 10 pairs and they are randomly updating. Sometimes a pair updates 2 times in a row and some pairs i see missing for some minutes (staring at the screen like an ape :D).
Is yours behaving differently?

https://github.com/GuntharDeNiro/BTCT/issues/115

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #20 on: September 22, 2017, 07:22:51 PM »
It'll have to set how to report back here, using Sjakil's GUI makes it a different process...
« Last Edit: September 22, 2017, 10:03:20 PM by Culture »
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Offline SvenB

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #21 on: September 22, 2017, 10:41:38 PM »
It'll have to set how to report back here, using Sjakil's GUI makes it a different process...

I'm using Sjakil's GUI too and I am looking for the settings in Gunbot so that Gunbot matches Sjakil's GUI and I can match it in Bittrex. When in Bittrex I add the BB's to the chart with a SMA period of 10 and a 5 minute candle stick the Bittrex chart matches Sjakil's GUI exactly (when I have Sjakil's GUI at 5 minute candle stick which I prefer). By reading a lot of posts I think I understand how to set it up, please do correct me if I'm wrong :)

Now to setup Gunbot (using version 5.0.4) to "see" exactly the same as Sjakil's GUI I think I need the following settings:

Bot settings:
      "period_storage_ticker": 2000,     (See calculation below)
      "interval_ticker_update": 15000,  (I prefer 15 second ticker update)

BB strategy settings:
         "PERIOD": 5,      (5 minute candle stick which I use in Sjakil's GUI and what I prefer)
         "STDV": 2,         (Default setting used by Sjakil's GUI and default setting in Bittrex)
         "SMAPERIOD": 200,    (See calculation below)

The calculation of the SMAPERIOD is: (10*5*60)/15 = 200
   10 is the SMA period Sjakil's GUI uses
   5 is the candle stick period which I prefer
   60 is minutes
   15 is the interval ticker divided by 1000

So to force Gunbot to use the 10 period SMA the SMAPERIOD setting must be 200

Because the 10 period SMA and 200 tickers per period the period_storage_ticker must be 2000


Hopefully someone can confirm this is the correct way to set Gunbot to match Sjakil's GUI ?


Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #22 on: September 22, 2017, 10:45:38 PM »
Hmmm
I'm not sure about period_storage_ticker, but to the rest, yes.

I need to look into the storage bit...
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Offline robert1robert

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #23 on: September 24, 2017, 01:10:07 AM »
Hey Culture,
I'm on bittrex. BBands. Field: Close, Period: 20, StDev: 2, Moving Average: Exponential.
In gunbot, my bbstepgain config: interval_ticker_update: 15000, period: 5, smaperiod: 400

This is according to your formula: 20-period BB indicator * 5-min candles * 60-seconds / 15 = 400

But as I look at the output of gunbot compared to the Bittrex graphs, the values are "close" but still different. Thoughts?

Code: [Select]
2017/09/24 00:08:13: BTC-STRAT Last Bid/Ask 0.00110777/0.00111678
2017/09/24 00:08:14: Got Trading History
2017/09/24 00:08:14: Price to buy: 0.00110663
2017/09/24 00:08:15: Got Open Orders
2017/09/24 00:08:15: Last Bid/Price to sell: 0.00110777/0.00112336
2017/09/24 00:08:15: Last Ask/Price to buy: 0.00111678/0.00110663
------------------------------------------------------------------------------------------------
HIGH BB: 0.00112789 == SMA: 0.00111460 == LOW BB: 0.00110132

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #24 on: September 24, 2017, 01:31:35 AM »
Discrepancies appear to be based on the unfortunate fact that Gunbot v3.3.3 through v5.0.4 has been using a public technical analysis code library, in the hopes that it would be an improvement. Quite the contrary, it has caused problems and inaccuracies in both SMA and EMA calculations.

This looks like a full fix in 5.0.5, with accurate SMA and EMA calculations. The formulas as stated in this post will continue to be correct, and I hope to be publishing an EMA explanation in the next couple days - but I will wait for 5.0.5 to be released because EMA configuration will be changing.

In the meantime, Robert, your math looks good, it's just your bot getting some inconsistent data collection.
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Offline allanster

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #25 on: September 24, 2017, 06:43:26 AM »
Thank you for taking the time to write this! Very enlightening and impressive job. Keep up the good work.
more human than human

Offline Mann_mit_Hut

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #26 on: September 24, 2017, 07:47:15 PM »
My support to: good job and I'm willing to continue with help and data  :D

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #27 on: September 25, 2017, 12:56:55 AM »
Well, hopefully in just a few days, this post will be irrelevant, if at at least academic. Gunthar recently committed some nice things to GitHub, specifically that SMA and EMA values in the config file will be in exchange chart units!!

This will make it much easier for us to get our heads around Gunbot's behaviors.
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Offline kobalt

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #28 on: September 25, 2017, 02:27:33 PM »
Wow, great post, very helpful!

This is probably very obvious to most of you, but why does pure BB strategy use "SMAPERIOD": 50 and and others like the bbstepgain, bbgain "SMAPERIOD": 150? how does this correlate the the same BB?

I'm also a Sjakils GunthyGUI user and think those Bollinger Bands are pretty odd.. When looking for optimal buy sell levels and it's often totally curved/diagonal.. Due to it being a small part on the screen only.. Would love a uniform way and same BB everywhere, thanks! Will try your settings and looking forward to Sjakils next update!

 

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #29 on: September 25, 2017, 04:28:49 PM »
Wow, great post, very helpful!

This is probably very obvious to most of you, but why does pure BB strategy use "SMAPERIOD": 50 and and others like the bbstepgain, bbgain "SMAPERIOD": 150? how does this correlate the the same BB?

I'm also a Sjakils GunthyGUI user and think those Bollinger Bands are pretty odd.. When looking for optimal buy sell levels and it's often totally curved/diagonal.. Due to it being a small part on the screen only.. Would love a uniform way and same BB everywhere, thanks! Will try your settings and looking forward to Sjakils next update!

The SMAPERIOD in your BB strategy and the SMAPERIOD in your BBSTEPGAIN strategy are simply set differently.  They are not meaning to correlate - and will not correlate.  Those may be the values in the default provided config.js file, but are not intended to produce the same input landscape for Gunbot.  That's up to you and your preferences.
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Offline kobalt

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #30 on: September 27, 2017, 04:19:03 AM »
Ah awesome thanks for clarifying this.

Perhaps unrelated but not entirely sure..
Do you know how to make gunbot more sell happy, I have seen it go over step2 in the GUI green +1.3% or something similar then drop back without a sale, kida feels it needs baby sitting...  ???

Maybe a slightly tweaked version "STDV": 1.9 would be more aggressive? I'm pretty sure EMA doesn't do anything I can pick up on, tried bbstepgain with 5 minute interval with EMA 1 + EMA 2 with:
2000/1000, 200/50, 4/2, also tried 8/4 really cannot notice any difference..;)
AVGPOINTS from default 250-15 still had missed sells now trieing this bbstepgain setting which either way it has to go up or sell but even this simply does not always detect quick enough:

Yesterday made a nice 5.6% sell with this config on poloniex:

By the way this is on topic..: Do you have the correct SMA EMA1, EMA2 and BB settings for Poloniex for me? It doen't quite look right..  :D And can't seem to find the post anymore..

"bbstepgain": {
         "BTC_TRADING_LIMIT": 0.02,
         "PERIOD": 5,
         "HIGH_BB": -5,
         "LOW_BB": 5,
         "STDV": 2,
         "SMAPERIOD": 360,
// even set it to 15 minute candles i see lol.. now returned to default 150 for bbstepgain
         "SELLLVL1": 1,
         "SELLLVL2": 0.9,
//have these higher noew but seeing it nicely uses what it needs from level 3 then sells im sticking with lover values that ensure a sell when it's in reach when it drops back it can buy again!
         "SELLLVL3": 70,
//also varied using lower values for this as it might be selling faster if set to 10, don't think so..
         "SELLLVL": 2,
         "LASTPOINTS": 5, //toying aroind with more avg points like 10
         "AVGPOINTS": 35,
// often have this around 50 or so 20 had it sell to early on an uptrend , but when debagging have set this to lover values like 15 which didn't make it anny more trigger happy when it comes to selling..
         "AVGMINIMUM": 1e-8,
         "EMA1": 4,
         "EMA2": 2,
         "PANIC_SELL": false,
         "DOUBLE_UP": false,
         "STOP_LIMIT": 75,
         "BUY_ENABLED": true,
         "MIN_VOLUME_TO_BUY": 0.02,
         "MIN_VOLUME_TO_SELL": 0.0195

Currently checking out if this stepgain config works as intended and level one makes it sell and how it performs!
« Last Edit: September 27, 2017, 05:03:20 AM by kobalt »

Offline Mann_mit_Hut

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #31 on: September 27, 2017, 01:15:55 PM »
Hey Kobalt,

Since STDV is only for BB, it only affects you buys, not your sells.
I also use a low sellevel to get out fast and reduce bags and rely on a small AVGPOINTS/LASTPOINTS as a fast turnaround-detector, i use 20/5. If you reduce these settings more, for example to 10/3 could solve your problem

Offline kobalt

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #32 on: September 27, 2017, 11:41:08 PM »
Read somewhere it suited a more agressive trading style, will look it up and post the link.

Thanks, I'm currently using 20/5 or 15/5 for fast action and default catch pump not sluggish 50/5 and use 150/20 for long rides even 250/10 when neo goes at it again ;) for these settings!, still I sometimes see a pair with a +3profit in the gui and keep myself from intervening even tho highly overbought etc, but I almost always regret it... When the candle/price changes it doesn't catch it , sort of defeats the purpose of trendwatcher (i know its more history trend, but it should act damm quick and catch that as it's not going to get a heads up...same as fast oversold dips and sometimes it does, could this be due to running to many pairs?? I still feel I need to baby sit it ;D. (Even the hi-lo-hi stepgain settings won't catch it when a candle collapse i've seen btw) What could we do to safe guard our profits like a stop take profit feature, a conditional order would also be too late i'm guessing, but then again why aren't stop losses? mmmm still a lot to learn.. ;)
« Last Edit: September 27, 2017, 11:55:49 PM by kobalt »

Offline Culture

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #33 on: October 01, 2017, 01:57:59 PM »
For those of you braving the v5.0.5.x nightly builds, with the closing proxy server (API.gunthy.org) please note that if you're using the proxy either because that's the version, or using GUNTHY_API = true, the server closing array uses traditional chart units. So don't use 720, use 20.

If you switch GUNTHY_API to false, you need to go back to 720.
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Offline kobalt

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #34 on: October 01, 2017, 10:25:23 PM »
For those of you braving the v5.0.5.x nightly builds, with the closing proxy server (API.gunthy.org) please note that if you're using the proxy either because that's the version, or using GUNTHY_API = true, the server closing array uses traditional chart units. So don't use 720, use 20.

If you switch GUNTHY_API to false, you need to go back to 720.
This is a bit confusing  :o :D

Im currently still on 5.0.4 but thinking of upgrading to the new nightly 5.0.54.
I hear on Bittrex, the only method to get good calculation is with GUNTHY_API=true
So to match exchanges with 15 minute intervals set 20
and 5 minute period use SMAPERIOD=6.7?

Then with "true" you must use SMAPERIOD=10 to match Sjakil's GUI

If you like 5-min candles, use SMAPERIOD= 3.3 to match Sjakil?

If this is the case ouldn't it make life easier when adjusting buy / sell levels in GunthyGUI to ignore BB and look at the candles instead of adjusting everything to fit the GUI?
« Last Edit: October 01, 2017, 11:29:20 PM by kobalt »

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #35 on: October 02, 2017, 01:48:10 AM »
From v5054 Release Notes: 

... EMA and BB calculations can mirror exactly what you see at charts, provided the following:

If you are using gunthy api (GUNTHY_API true) for Bittrex and Cryptopia only:

set PERIOD to 5/15/30/60 the same than you have on chart

set EMA1 end EMA2 equal to the number of candlesticks you have in the period of observation. Example: if you have PERIOD 15 and you want to use 2 hours, set EMA1 to 8. For 4 hours: set EMA2 to 16.

The BB formula is provided like this you can change any of those values in config, provided array is "close":

Middle Band = SMAPERIOD simple moving average (SMA)
Upper Band = SMA (from above Middle Band) + (SMAPERIOD standard deviation of price x STDV)
Lower Band = SMA (from above Middle Band) - (SMAPERIOD standard deviation of price x STDV)
If you are not using gunthy api (GUNTHY_API false):

For Poloniex and Kraken:
set PERIOD to 5/15/30/60 the same than you have on chart
set EMA1 end EMA2 equal to the number of candlesticks you have in the period of observation. Example: if you have PERIOD 15 and you want to use 2 hours, set EMA1 to 8. For 4 hours: set EMA2 to 16.
The BB formula is provided like this (you can change any of those values in config, provided array is "close"):
Middle Band = SMAPERIOD simple moving average (SMA)
Upper Band = SMA (from above Middle Band) + (SMAPERIOD standard deviation of price x STDV)
Lower Band = SMA (from above Middle Band) - (SMAPERIOD standard deviation of price x STDV)
For Bittrex and Cryptopia:
Bittrex and Cryptopia do not provide "close" array in their api, the settings are as below:
We use "tickers" array (last price) and we collect them with the following settings:
"interval_ticker_update": 25000, // one price every 25 seconds: set this to 360000 for 5 minutes array or to 900000 for 15 minutes array
"period_storage_ticker": 2000, // to be used the same than SMAPERIOD
If you set these 2 values as above mentioned you can use EMA1, EMA2, SMAPERIOD the same as above formulas and get the same exact values than what you see on charts.
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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #36 on: October 02, 2017, 01:55:46 AM »
For those of you braving the v5.0.5.x nightly builds, with the closing proxy server (API.gunthy.org) please note that if you're using the proxy either because that's the version, or using GUNTHY_API = true, the server closing array uses traditional chart units. So don't use 720, use 20.

If you switch GUNTHY_API to false, you need to go back to 720.
This is a bit confusing  :o :D

Im currently still on 5.0.4 but thinking of upgrading to the new nightly 5.0.54.
I hear on Bittrex, the only method to get good calculation is with GUNTHY_API=true
So to match exchanges with 15 minute intervals set 20
and 5 minute period use SMAPERIOD=6.7?

Then with "true" you must use SMAPERIOD=10 to match Sjakil's GUI

If you like 5-min candles, use SMAPERIOD= 3.3 to match Sjakil?

If this is the case ouldn't it make life easier when adjusting buy / sell levels in GunthyGUI to ignore BB and look at the candles instead of adjusting everything to fit the GUI?

You're correct that the only way Bittrex Gunbots can get accurate calcs is by way of the gunthy API.

using this GUNTHY_API makes configuration very easy. If you want to use GunthyGUI charts, set SMAPERIOD to 10. Set the PERIOD to whatever is best for that coin, and user the same chart in Sjakil's GUI. (don't calculate anything more - if you set gunbot period to 15, use the 15min chart in the GUI. if you set 5 min candles, user the 5 min chart)

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #37 on: October 04, 2017, 07:26:38 AM »
Im lost...on 5.0.5RC, bittrex, 5min candles, BBSG....what setup do I need to rock? I cant work it out...! HEEEEELP
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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #38 on: October 04, 2017, 12:59:03 PM »
Im lost...on 5.0.5RC, bittrex, 5min candles, BBSG....what setup do I need to rock? I cant work it out...! HEEEEELP

For that config you need gunthy_api=false and use standard chart units like SMAPERIOD=20
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Offline defvader

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #39 on: October 04, 2017, 01:04:53 PM »
Im lost...on 5.0.5RC, bittrex, 5min candles, BBSG....what setup do I need to rock? I cant work it out...! HEEEEELP

For that config you need gunthy_api=false and use standard chart units like SMAPERIOD=20

For 5 minute charts on Bittrex, using 5.0.5, should the SMAPERIOD not be 120? Also using Sjakil's gui I should add. Thanks for all of your hard work and knowledge!

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #40 on: October 04, 2017, 09:18:35 PM »
For 5 minute charts on Bittrex, using 5.0.5, should the SMAPERIOD not be 120? Also using Sjakil's gui I should add. Thanks for all of your hard work and knowledge!

On v5.0.5.5 for Bittrex, you should now have GUNTHY_API=false, and then the SMAPERIOD should be 10 if you want to match SJakil's GUI charts.

For v5.0.5.5, the only candles that should be using the GUNTHY_API is 15 (for Bittrex only).
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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #41 on: October 08, 2017, 04:12:40 PM »
I am seeing strange BB calculations, I'm not sure if this is specific to 5.0.5.5

I am seeing this, but according to the Bittrex graph the High is too high, and the low is way too low!

HIGH BB: 0.00905475 == SMA: 0.00666641 == LOW BB: 0.00427807

I have GUNTHY_API set to True, and SMA 20 to match the setting on the Bittrex graph.

Any body else able to confirm if they see similar?

Offline kobalt

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #42 on: October 09, 2017, 06:25:56 PM »
For 5 minute charts on Bittrex, using 5.0.5, should the SMAPERIOD not be 120? Also using Sjakil's gui I should add. Thanks for all of your hard work and knowledge!

On v5.0.5.5 for Bittrex, you should now have GUNTHY_API=false, and then the SMAPERIOD should be 10 if you want to match SJakil's GUI charts.

For v5.0.5.5, the only candles that should be using the GUNTHY_API is 15 (for Bittrex only).
As we on 55 are no longer calculating SMAPERIOD but simply entering either default 20 or 10 SMAPERIOD for Sjakils GUI:

For 15 minute candles on SMAPERIOD:20
Set GunthyAPI=true:
EMA1: 8,
EMA2: 4,
(Do these stay unchanged when using SMAPERIOD:10?)

For 5 minute candles on SMAPERIOD:20
Set:
EMA1: 24,
EMA2: 12,
(Do these stay unchanged when using SMAPERIOD:10?)

1 minute intervals at SMAPERIOD:20
Set:
EMA1: 120,
EMA2: 60,
(Do these stay unchanged when using SMAPERIOD:10?)

My question that remains is regarding these values, to change or not to change?:
"interval_ticker_update": 15000,
"period_storage_ticker": 2000,


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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #43 on: October 11, 2017, 06:25:18 PM »
I am seeing strange BB calculations, I'm not sure if this is specific to 5.0.5.5

I am seeing this, but according to the Bittrex graph the High is too high, and the low is way too low!

HIGH BB: 0.00905475 == SMA: 0.00666641 == LOW BB: 0.00427807

I have GUNTHY_API set to True, and SMA 20 to match the setting on the Bittrex graph.

Any body else able to confirm if they see similar?

Yes, I have the same problem (

Offline Singman

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #44 on: October 18, 2017, 07:59:53 PM »
I'm still totally lost in settings for the v5.0.5.5 and pure BB.
I'm trying to stick on my standard v4 BB : EMA1 4, EMA2 2, PERIOD 15, HIGH_BB 40, LOW_BB 30.
The best result I could get is :
Error on strategy BB for BTC_xxx on poloniex while getting Bollinger Bands -\ Error: Invalid start time.
I've tried to reverse EMA1 / EMA2, no way. The V5.0.5.5 BB is crippled and really hard to understand.
Any idea ?

Thanks.

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #45 on: November 09, 2017, 02:39:33 PM »
Truly the best option is to move to Gunbot 6.0.1. There is no reason to delay.  It solves this thread's issues.
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Offline Capt_Crunchy_Nut

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Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« Reply #46 on: November 10, 2017, 12:12:33 PM »
Truly the best option is to move to Gunbot 6.0.1. There is no reason to delay.  It solves this thread's issues.

Came here to ask this. No need it seems! Thanks  :)