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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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.This is a bit confusing
If you switch GUNTHY_API to false, you need to go back to 720.
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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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.
... 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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.
If you switch GUNTHY_API to false, you need to go back to 720.
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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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.
This will make it much easier for us to get our heads around Gunbot's behaviors.
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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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.
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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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...
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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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...
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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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.
Incidentally, I did read Gunthar saying the EMA calc uses PERIOD as a base. Not there yet, myself.
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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / Re: GUNBOT v5: Setting up your BB strategy to match CHARTS
« 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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General Discussion / GUNBOT v5: Setting up your BB strategy to match CHARTS
« on: September 20, 2017, 08:28:43 PM »
TL;DR:
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:
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...
Of course, if you found this helpful, I accept tips: 17vaWPJeDN7YXfRu6TRrwUDY8ETTPtJuCu
- 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...
Of course, if you found this helpful, I accept tips: 17vaWPJeDN7YXfRu6TRrwUDY8ETTPtJuCu
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Technical Support & Development / Re: Vote for TV API:
« on: September 06, 2017, 02:50:48 PM »
Voted!!
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Technical Support & Development / Re: Bought price outdated (3.3.4)
« on: August 09, 2017, 09:47:46 PM »
So, also, I don't know if this is the answer, but if you have overlapped pairs, such as BTC-STRAT and also ETH-STRAT, I think the bot is getting conflicted. The bought-price of my STRAT, in my case, is in BTC value - so this value is no good to the ETH-STRAT bot.
I'm trying to override for that pair with BOUGHT-PRICE = to converted value from BTC to ETH. I'll let you know how it goes...
I'm trying to override for that pair with BOUGHT-PRICE = to converted value from BTC to ETH. I'll let you know how it goes...
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Technical Support & Development / Re: Bought price outdated (3.3.4)
« on: August 09, 2017, 09:35:01 PM »Yeah, can anyone shed some light on what this means:
Processing strategy BB for BTC_ETH on poloniex
Strategy BB for BTC_ETH on poloniex -> Bought price outdated
Bot bought ETH and has since show this.
Has it sorted itself out, or still same issue? I'm wondering if "BOUGHT_PRICE" variable can be used in this situation, or if that's not good...
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