Awesome
gekkoIndicators
Custom gekko indicators for cryptocurrency trading. Multitimeframe strategy example included.
When writting complex strategies, the built-in gekko indicators add unnecessary complexity. Having the basic indicator logic in the indicator itself helps clean the strategy logic making it more readable and easier to improve.
All indicators have:
this.recommendation: 'short' or 'long'
this.result: raw indicator result
Default settings: automatically applied if the settings are not passed to the indicator.
An RSI strategy logic can literally have one line of code, making complex logic easy:
this.advice(this.indicators.RSI.recommendation);
GE_RSI :
this.result: RSI value.
this.short_counter & .long_counter: count the persistence for RSI violations.
this.recommendation: 'short', 'long', or ''.
RSI must persist past the persistence threshold for a 'long' or 'short' reco.
Reco will return to false as soon as RSI is not violated.
Strat should pass the following settings to the indicator (or default will be applied):
{
interval: this.settings.interval, // DEFAULT : 14
buy: this.settings.buy, // DEFAULT : 30
sell: this.settings.sell, // DEFAULT : 70
persistence: this.settings.persistence // DEFAULT : 0
}
GE_EMA_updown & GE_DEMA_updown:
this.result: EMA value
this.updown: up or down relative to prior value
this.change: % change relative to prior value
Strat should pass the following settings to the indicator (or default will be applied):
{
weight: this.settings.weight, // DEFAULT : 7
min_change: this.settings.min_change // DEFAULT : 0 (no change). This must be a tiny number
}
GE_BB: (Bollinger Bands & Z-score)
this.recommendation = 'short', 'long', or ''. Whether zscore is greater than tolerance limits.
this.result = zscore. Can be used to identify anomalies with price, # trades, volume, or anything else.
Strat should pass the following settings to the indicator (or default will be applied):
{
interval: this.settings.interval, // DEFAULT : 20
NbDevUp: # of std devs for upper limit // DEFAULT : 2
NbDevdown: # of std devs for lower limit // DEFAULT : 2
short_persistence: // DEFAULT : 0
long_persistence: // DEFAULT : 0
}
MC_BB is same as GE_BB, however, the recommendation triggers until after the price closes inside the bollinger band range.
GE_MACD:
this.recommendation = 'short' = histogram slope is positive & value is negative
'long' = histogram slope is negative & value is positive
'' = neither
this.result = MACD - signal
this.short.result short EMA
this.long.result long EMA
this.MACD short EMA - long EMA
this.signal.result MACD EMA
Strat should pass the following settings to the indicator (or default will be applied):
{
short: EMA interval // DEFAULT : 12
long: EMA interval // DEFAULT : 26
signal: EMA interval // DEFAULT : 9
short_persistence: // DEFAULT : 0
long_persistence: // DEFAULT : 0
}
GE SMA & SMMA:
SMMA doesn't grow to infinity saving all prices like the built-in GEKKO SMMA, otherwise the same functionality.
No recommendation.