Messages

1

Technical Support & Development / Re: Trailing stop loss feature request

« on: August 10, 2017, 10:34:50 AM »

EDIT: I heard a better idea from another user. In fact, I think it's better to "trail" the stop-loss a user configurable percentage of price behind. So, for example, if we set "TRAILING_PERCENT_SELL" to like 1% for example. Now if we bought at 100 and are going to sell at 105, the stop is set at 105 - (105 * 0.01) = 103.95, and as the price rises, the size of the trailing stop increases in absolute terms, so if price rises to 200, now the stop is at 200 - (200 * 0.01) = 198, so now we are risking 2 units of profit vs 1.05 units earlier, but it's still 1%. This makes sense, because as we get a bigger and bigger gain on the trade, we may wish to be more agressive about risking a bit more of that gain to make even more - we already locked in a big profit, so why not "let it ride" a bit more.

I'd suggest slightly different approach (allowing for higher shortterm variation of coin price) with the following configuration parameters:
1. Gain after which trailing stop is triggered --> e.g. if we set to 5%, and we bought at 100, trailing stop would activate at 105
2. Max loss of profit allowed from the best observed price --> e.g. if we set it to 20%, the following will happen:
 - trailing stop activated at 105, while the best price observed was 105. Current profit is 5, with 20% of it considered OK to lose. Bot would sell if price drops below 104.
 - price keeps rising, the best observed is 110. Difference between best observed and bought is 10, with 20% of it considered OK to lose. Bot would sell if price drops below 108.
 - price keeps rising, the best observed is 200. Difference between best observed and bought is 100, with 20% of it considered OK to lose. Bot would sell if price drops below 180.
 - price drops a little to 190. The best observed is still 200. Difference between best observed and bought is 100, with 20% of it considered OK to lose. Bot would sell if price drops below 180.
 - etc.

What do you think?

And possibly, there is 1 more potential improvement that could be considered.
In above example, if bot should sell if price drops below 104 --> this means bot could create a stop-limit order to sell.
Once "best observed" rises, bot could cancel previous stop-limit order and create a new one, at higher values.

This approach has 2 advantages:
1. We pay smaller fees (on polo it's 0.10% difference)
2. We are safe from possible bot / network crashes

2

Technical Support & Development / Re: Trailing stop loss feature request

« on: August 10, 2017, 10:26:32 AM »

EDIT: I heard a better idea from another user. In fact, I think it's better to "trail" the stop-loss a user configurable percentage of price behind. So, for example, if we set "TRAILING_PERCENT_SELL" to like 1% for example. Now if we bought at 100 and are going to sell at 105, the stop is set at 105 - (105 * 0.01) = 103.95, and as the price rises, the size of the trailing stop increases in absolute terms, so if price rises to 200, now the stop is at 200 - (200 * 0.01) = 198, so now we are risking 2 units of profit vs 1.05 units earlier, but it's still 1%. This makes sense, because as we get a bigger and bigger gain on the trade, we may wish to be more agressive about risking a bit more of that gain to make even more - we already locked in a big profit, so why not "let it ride" a bit more.

I'd suggest slightly different approach (allowing for higher shortterm variation of coin price) with the following configuration parameters:
1. Gain after which trailing stop is triggered --> e.g. if we set to 5%, and we bought at 100, trailing stop would activate at 105
2. Max loss of profit allowed from the best observed price --> e.g. if we set it to 20%, the following will happen:
 - trailing stop activated at 105, while the best price observed was 105. Current profit is 5, with 20% of it considered OK to lose. Bot would sell if price drops below 104.
 - price keeps rising, the best observed is 110. Difference between best observed and bought is 10, with 20% of it considered OK to lose. Bot would sell if price drops below 108.
 - price keeps rising, the best observed is 200. Difference between best observed and bought is 100, with 20% of it considered OK to lose. Bot would sell if price drops below 180.
 - price drops a little to 190. The best observed is still 200. Difference between best observed and bought is 100, with 20% of it considered OK to lose. Bot would sell if price drops below 180.
 - etc.

What do you think?

3

Technical Support & Development / 3.3.5+ - persistent logging of trading stats

« on: August 09, 2017, 07:36:55 PM »

Hi everyone,

Is there a feature already available (or planned) for 3.3.5+, which would log persistently (in the log files / DB) the current status of all pairs gunbot is trading?

For example, the bot could append key trading statistics to a csv file every few seconds (configurable), separate file (path configurable) for each pair, new log could be created daily (so we can remove old ones when no longer needed).

I'm really interested in the feature, I believe it would be very useful to us all, not only to follow what really happened, but also to better understand the logic at which bot is operating and based on this understanding - define better configuration for the pairs.

I'd be very much interested in the following statistics logged for each pair:
1. Pair name
2. Current stock
3. Avg. purchase price
4. Current stock worth at current price --> (in BTC / USD) depending on trading pair
5. Current price on exchange
6. 5 minute trend --> e.g. +2%
7. 30 minute trend --> e.g. +4%
8. 2 hours trend --> e.g. -0.5%
9. 1 day trend: --> e.g. -8%
10. Current BB_LOW
11. Current BB_HIGH
12. Gunbot plan, e.g.
 - "Will sell if drops below XXX" --> to be used if profit can already be made, but the trend is rising and bot is waiting for better price and will still sell at profit if raising trend reverses and price starts to drop
 - "Will consider selling if rises above XXX" --> to be used if settings not yet allow the bot to make the sale (e.g. too low profit)
 - "Will buy if drops below XXX" --> to be used when waiting for good occasion (according to config)
13. Time of last input received from exchange
14. Time of next input to be requested from exchange
15. Last action, e.g.
 - 2017-09-08 20:20:02 Bought XXX ANS for YYY BTC (avg. rate: ZZZ)

If there is no such or similar feature yet - please consider this as a feature request!

4

Technical Support & Development / Re: Trailing stop loss feature request

« on: August 08, 2017, 03:11:08 PM »

+1!