config_neuralnet.js

// 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: 'kraken',
  currency: 'EUR',
  asset: 'COMP',

  // You can set your own tickrate (refresh rate).
  // If you don't set it, the defaults are 2 sec for
  // okcoin and 20 sec for all other exchanges.
  // tickrate: 20
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

config.tradingAdvisor = {
  enabled: true,
  method: 'neuralnet',
  candleSize: 15,
  historySize: 10,
}

config.neuralnet = {
  threshold_buy: 1.0,
  threshold_sell: -1.0,

  learning_rate: 0.01,
  momentum: 0.1,
  decay: 0.01,
  stoploss_enabled: true,
  stoploss_threshold: 0.85,
  hodl_threshold: 1,
  price_buffer_len: 100,
  min_predictions: 1000
};

// 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: ''
}

// 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 'me@mydomain.com'
  from: '', // 'me@mydomain.com'
  to: '', // 'me@somedomain.com, me@someotherdomain.com'
  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: 'jon_snow@westeros.com',
  // 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: true,
  // Receive notifications for trades and warnings/errors related to trading
  emitTrades: false,
  token: '1616332967:AAEQdLaLQszRNsfa5OiusVTK5p7vxDSwyK8',
};

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
  }
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       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'
  }]
}

// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//                       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;