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Gekko Strategies #

Gekko uses technical analysis indicators inside strategies.

This investment advice is going to be either long or short. Long indicates that Gekko the asset should be bought and short indicates that it should be sold.

Below you can find simple and exemplary strategies that come with Gekko. These strategies come with Gekko and serve as examples, for anything that involves real money we recommend you write your own.

Gekko currently comes with the following example strategies:

DEMA #

This strategy uses Exponential Moving Average crossovers to determine the current trend the market is in. Using this information it will suggest to ride the trend. Note that this is not MACD because it just checks whether the longEMA and shortEMA are [threshold]% removed from each other.

This strategy is fairly popular in bitcoin trading due to Bitcointalk user Goomboo. Read more about this strategy in his topic or here.

You can configure the following parameters:

# EMA weight (α)
# the higher the weight, the more smooth (and delayed) the line
short = 10
long = 21

[thresholds]
down = -0.025
up = 0.025

MACD #

This strategy is similar to DEMA but goes a little further by comparing the difference by an EMA of itself. Read more about it here.

You can configure the following parameters:

# 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

PPO #

Very similar to MACD but also a little different, read more here.

You can configure the following parameters:

# 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

RSI #

The Relative Strength Index is a momentum oscillator that measures the speed and change of price movements. Read more about it here.

You can configure the following parameters:

interval = 14

[thresholds]
low = 30
high = 70
# How many candle intervals should a trend persist
# before we consider it real?
persistence = 2

StochRSI #

You can configure the following parameters:

interval = 3

[thresholds]
low = 20
high = 80
persistence = 3

[TODO!]

CCI #

You can configure the following parameters:

# constant multiplier. 0.015 gets to around 70% fit
constant = 0.015

# history size, make same or smaller than history
history = 90

[thresholds]
up = 100
down = -100
persistence = 0

[TODO!]

talib-macd #

Similar to the default MACD strategy, this showcases how to add a TA-lib indicator to a strategy.

You can configure the following parameters:

[parameters]
optInFastPeriod = 10
optInSlowPeriod = 21
optInSignalPeriod = 9

[thresholds]
down = -0.025
up = 0.025

tulip-macd #

Similar to the default MACD strategy, this showcases how to add a Tulip indicator to a strategy.

You can configure the following parameters:

[parameters]
optInFastPeriod = 10
optInSlowPeriod = 21
optInSignalPeriod = 9

[thresholds]
down = -0.025
up = 0.025

[TODO!]