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sample-config.js
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sample-config.js
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// Everything is explained here:
// @link https://gekko.wizb.it/docs/commandline/plugins.html
var config = {};
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// GENERAL SETTINGS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.debug = true; // for additional logging / debugging
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// WATCHING A MARKET
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.watch = {
// see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
exchange: 'binance',
currency: 'USDT',
asset: 'BTC',
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.tradingAdvisor = {
enabled: true,
method: 'MACD',
candleSize: 60,
historySize: 10,
}
// MACD settings:
config.MACD = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
short: 10,
long: 21,
signal: 9,
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// settings for other strategies can be found at the bottom, note that only
// one strategy is active per gekko, the other settings are ignored.
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING PLUGINS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// do you want Gekko to simulate the profit of the strategy's own advice?
config.paperTrader = {
enabled: true,
// report the profit in the currency or the asset?
reportInCurrency: true,
// start balance, on what the current balance is compared with
simulationBalance: {
// these are in the unit types configured in the watcher.
asset: 1,
currency: 100,
},
// how much fee in % does each trade cost?
feeMaker: 0.15,
feeTaker: 0.25,
feeUsing: 'maker',
// how much slippage/spread should Gekko assume per trade?
slippage: 0.05,
}
config.performanceAnalyzer = {
enabled: true,
riskFreeReturn: 5
}
// Want Gekko to perform real trades on buy or sell advice?
// Enabling this will activate trades for the market being
// watched by `config.watch`.
config.trader = {
enabled: false,
key: '',
secret: '',
username: '', // your username, only required for specific exchanges.
passphrase: '', // GDAX, requires a passphrase.
}
config.eventLogger = {
enabled: false,
// optionally pass a whitelist of events to log, if not past
// the eventLogger will log _all_ events.
// whitelist: ['portfolioChange', 'portfolioValueChange']
}
config.pushover = {
enabled: false,
sendPushoverOnStart: false,
muteSoft: true, // disable advice printout if it's soft
tag: '[GEKKO]',
key: '',
user: ''
}
config.blotter = {
enabled: false,
filename: 'blotter.csv',
dateFormat: 'l LT',
timezone: -300, // -300 minutes for EST(-5:00), only used if exchange doesn't provide correct timezone
}
// want Gekko to send a mail on buy or sell advice?
config.mailer = {
enabled: false, // Send Emails if true, false to turn off
sendMailOnStart: true, // Send 'Gekko starting' message if true, not if false
email: '', // Your Gmail address
muteSoft: true, // disable advice printout if it's soft
// You don't have to set your password here, if you leave it blank we will ask it
// when Gekko's starts.
//
// NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
// make sure you looked at the code or trust the maintainer of this bot when you
// fill in your email and password.
//
// WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
// guarantuee that your email address & password are safe!
password: '', // Your Gmail Password - if not supplied Gekko will prompt on startup.
tag: '[GEKKO] ', // Prefix all email subject lines with this
// ADVANCED MAIL SETTINGS
// you can leave those as is if you
// just want to use Gmail
server: 'smtp.gmail.com', // The name of YOUR outbound (SMTP) mail server.
smtpauth: true, // Does SMTP server require authentication (true for Gmail)
// The following 3 values default to the Email (above) if left blank
user: '', // Your Email server user name - usually your full Email address '[email protected]'
from: '', // '[email protected]'
to: '', // '[email protected], [email protected]'
ssl: true, // Use SSL (true for Gmail)
port: '', // Set if you don't want to use the default port
}
config.pushbullet = {
// sends pushbullets if true
enabled: false,
// Send 'Gekko starting' message if true
sendMessageOnStart: true,
// Send Message for advice? Recommend Flase for paper, true for live
sendOnAdvice: true,
// Send Message on Trade Completion?
sendOnTrade: true,
// For Overall P/L calc. Pass in old balance if desired, else leave '0'
startingBalance: 0,
// your pushbullet API key
key: '',
// your email
email: '[email protected]',
// Messages will start with this tag
tag: '[GEKKO]'
};
config.kodi = {
// if you have a username & pass, add it like below
// http://user:pass@ip-or-hostname:8080/jsonrpc
host: 'http://ip-or-hostname:8080/jsonrpc',
enabled: false,
sendMessageOnStart: true,
}
config.ircbot = {
enabled: false,
emitUpdates: false,
muteSoft: true,
channel: '#your-channel',
server: 'irc.freenode.net',
botName: 'gekkobot'
}
config.telegrambot = {
enabled: false,
// Receive notifications for trades and warnings/errors related to trading
emitTrades: false,
token: 'YOUR_TELEGRAM_BOT_TOKEN',
};
config.twitter = {
// sends pushbullets if true
enabled: false,
// Send 'Gekko starting' message if true
sendMessageOnStart: false,
// disable advice printout if it's soft
muteSoft: false,
tag: '[GEKKO]',
// twitter consumer key
consumer_key: '',
// twitter consumer secret
consumer_secret: '',
// twitter access token key
access_token_key: '',
// twitter access token secret
access_token_secret: ''
};
config.xmppbot = {
enabled: false,
emitUpdates: false,
client_id: 'jabber_id',
client_pwd: 'jabber_pw',
client_host: 'jabber_server',
client_port: 5222,
status_msg: 'I\'m online',
receiver: 'jabber_id_for_updates'
}
config.campfire = {
enabled: false,
emitUpdates: false,
nickname: 'Gordon',
roomId: null,
apiKey: '',
account: ''
}
config.redisBeacon = {
enabled: false,
port: 6379, // redis default
host: '127.0.0.1', // localhost
// On default Gekko broadcasts
// events in the channel with
// the name of the event, set
// an optional prefix to the
// channel name.
channelPrefix: '',
broadcast: [
'candle'
]
}
config.slack = {
enabled: false,
token: '',
sendMessageOnStart: true,
muteSoft: true,
channel: '' // #tradebot
}
config.ifttt = {
enabled: false,
eventName: 'gekko',
makerKey: '',
muteSoft: true,
sendMessageOnStart: true
}
config.candleWriter = {
enabled: true
}
config.adviceWriter = {
enabled: false,
muteSoft: true,
}
config.backtestResultExporter = {
enabled: false,
writeToDisk: false,
data: {
stratUpdates: false,
portfolioValues: true,
stratCandles: true,
roundtrips: true,
trades: true
}
}
config.candleUploader = {
enabled: false,
url: '',
apiKey: ''
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING ADAPTER
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.adapter = 'sqlite';
config.sqlite = {
path: 'plugins/sqlite',
dataDirectory: 'history',
version: 0.1,
journalMode: require('./web/isWindows.js') ? 'DELETE' : 'WAL',
dependencies: []
}
// Postgres adapter example config (please note: requires postgres >= 9.5):
config.postgresql = {
path: 'plugins/postgresql',
version: 0.1,
connectionString: 'postgres://user:pass@localhost:5432', // if default port
database: null, // if set, we'll put all tables into a single database.
schema: 'public',
dependencies: [{
module: 'pg',
version: '7.4.3'
}]
}
// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested)
config.mongodb = {
path: 'plugins/mongodb',
version: 0.1,
connectionString: 'mongodb://localhost/gekko', // connection to mongodb server
dependencies: [{
module: 'mongojs',
version: '2.4.0'
}]
}
config.candleUploader = {
enabled: false,
url: '',
apiKey: ''
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING BACKTESTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Note that these settings are only used in backtesting mode, see here:
// @link: https://gekko.wizb.it/docs/commandline/backtesting.html
config.backtest = {
daterange: 'scan',
// daterange: {
// from: "2018-03-01",
// to: "2018-04-28"
//},
batchSize: 50
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING IMPORTING
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.importer = {
daterange: {
// NOTE: these dates are in UTC
from: "2017-11-01 00:00:00",
to: "2017-11-20 00:00:00"
}
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// OTHER STRATEGY SETTINGS
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Exponential Moving Averages settings:
config.DEMA = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
weight: 21,
// amount of candles to remember and base initial EMAs on
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025
}
};
// PPO settings:
config.PPO = {
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
short: 12,
long: 26,
signal: 9,
// the difference between the EMAs (to act as triggers)
thresholds: {
down: -0.025,
up: 0.025,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 2
}
};
// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish
// Uses settings from the ppo and momentum indicator config block
config.varPPO = {
momentum: 'TSI', // RSI, TSI or UO
thresholds: {
// new threshold is default threshold + PPOhist * PPOweight
weightLow: 120,
weightHigh: -120,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 0
}
};
// RSI settings:
config.RSI = {
interval: 14,
thresholds: {
low: 30,
high: 70,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// TSI settings:
config.TSI = {
short: 13,
long: 25,
thresholds: {
low: -25,
high: 25,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// Ultimate Oscillator Settings
config.UO = {
first: {
weight: 4,
period: 7
},
second: {
weight: 2,
period: 14
},
third: {
weight: 1,
period: 28
},
thresholds: {
low: 30,
high: 70,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 1
}
};
// CCI Settings
config.CCI = {
constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit
history: 90, // history size, make same or smaller than history
thresholds: {
up: 100, // fixed values for overbuy upward trajectory
down: -100, // fixed value for downward trajectory
persistence: 0 // filter spikes by adding extra filters candles
}
};
// StochRSI settings
config.StochRSI = {
interval: 3,
thresholds: {
low: 20,
high: 80,
// How many candle intervals should a trend persist
// before we consider it real?
persistence: 3
}
};
// custom settings:
config.custom = {
my_custom_setting: 10,
}
config['talib-macd'] = {
parameters: {
optInFastPeriod: 10,
optInSlowPeriod: 21,
optInSignalPeriod: 9
},
thresholds: {
down: -0.025,
up: 0.025,
}
}
config['talib-macd'] = {
parameters: {
optInFastPeriod: 10,
optInSlowPeriod: 21,
optInSignalPeriod: 9
},
thresholds: {
down: -0.025,
up: 0.025,
}
}
config['tulip-adx'] = {
optInTimePeriod: 10,
thresholds: {
down: -0.025,
up: 0.025,
}
}
// set this to true if you understand that Gekko will
// invest according to how you configured the indicators.
// None of the advice in the output is Gekko telling you
// to take a certain position. Instead it is the result
// of running the indicators you configured automatically.
//
// In other words: Gekko automates your trading strategies,
// it doesn't advice on itself, only set to true if you truly
// understand this.
//
// Not sure? Read this first: https://github.com/askmike/gekko/issues/201
config['I understand that Gekko only automates MY OWN trading strategies'] = false;
module.exports = config;