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Updated trendline "AP markup mode", profitable neural. Examples.... #988

Merged
merged 46 commits into from Dec 27, 2017
Merged

Updated trendline "AP markup mode", profitable neural. Examples.... #988

merged 46 commits into from Dec 27, 2017

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@ghost ghost commented Dec 26, 2017

extensions/strategies/neural/conf-example.js:

+c.order_adjust_time = 15000
+c.order_poll_time = 15000
+c.wait_for_settlement = 5000
+c.markdown_buy_pct = 0.5
+c.markup_sell_pct = 0.5
+c.poll_trades = 15000
+c.currency_capital = 1
+c.strategy = 'neural'
+c.selector = 'poloniex.BCH-BTC'

extensions/strategies/neural/strategy.js: (edited)

- this.option('period', 'period length - make sure to lower your poll trades time to lower than this value', String, '1m')
- this.option('periodLength', 'period length - make sure to lower your poll trades time to lower than this value. Same as --period', String, '1m')
- this.option('activation_1_type', "Neuron Activation Type: sigmoid, tanh, relu", String, 'sigmoid')
- this.option('neurons_1', "Neurons in layer 1 Shoot for atleast 100", Number, 1)
- this.option('depth', "Rows of data to predict ahead for matches/learning", Number, 1)
- this.option('selector', "Selector", String, 'Gdax.BTC-USD')
- this.option('min_periods', "Periods to calculate learn from", Number, 1000)
- this.option('min_predict', "Periods to predict next number from", Number, 1)
- this.option('momentum', "momentum of prediction", Number, 0.9)
- this.option('decay', "decay of prediction, use teeny tiny increments", Number, 0.1)
- this.option('threads', "Number of processing threads you'd like to run (best for sim)", Number, 1)
- this.option('learns', "Number of times to 'learn' the neural network with past data", Number, 2)
 
 +          s.prediction = predict(item)
 ***+          s.mean = s.lookback[0].close
 +          s.meanp = math.mean(s.prediction, oldmean)
 +          oldmean = s.prediction

extensions/exchangies/poloniex/exchange.js

   }
  
    function retry (method, args) {
 -    if (method !== 'getTrades') {
 -      console.error(('\nPoloniex API is down! unable to call ' + method + ', retrying in 10s').red)
 -    }
      setTimeout(function () {
        exchange[method].apply(exchange, args)
 -    }, 10000)
 +    }, 1)
    }
  
    var orders = {}
  • extensions/strategies/neural/conf-example.js
  • extensions/strategies/neural/README.md
  • extensions/strategies/trendline/README.md
  • extensions/strategies/neural/Capture.PNG
  • extensions/strategies/trendline/Capture.PNG

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@DeviaVir DeviaVir left a comment

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👍 good stuff

@DeviaVir DeviaVir merged commit f88e669 into DeviaVir:master Dec 27, 2017
s.meanl = math.mean(tll)
s.pcts = s.stdevs / s.means
s.pctl = s.stdevl / s.meanl
s.options.markup_sell_pct = math.mean(s.pcts, s.pctl) * 100

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This basically means the sell and buy price are set to a value that the trade never gets executed. This also overwrites any defaults set to markup_sell pct give at command line.

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2 participants