For some reason Gekko just missed a sell signal.
2013-06-13 16:00:04 (DEBUG): refreshing
2013-06-13 16:00:04 (DEBUG): fetching exchange...
2013-06-13 16:00:05 (DEBUG): fetched exchange
2013-06-13 16:00:05 (DEBUG): calculated new tick: 0 price: 108.300 diff: -0.058
2013-06-13 16:00:05 (DEBUG): we are currently not in an up or down trend (-0.058)
2013-06-13 16:00:05 (INFO): ADVICE is to HOLD @ 108.300 (-0.058)
These times are Mountain time so that would be 22:00 UTC.
bitcoincharts.com shows that ema(21) was about 107.9 and ema(10) was about 106.9 at that time.
http://bitcoincharts.com/charts/mtgoxUSD#rg2zigHourlyzczsg2013-06-13zeg2013-06-14ztgSza1gEMAzm1g10za2gEMAzm2g21zi1gMACDzi2gATRzvThis should have triggered a sell with the settings that I am using. Is there a bug?
// Exponential Moving Averages settings:
config.EMA = {
// timeframe per candle
interval: 60, // in minutes
// EMA weight (α)
// the higher the weight, the more smooth (and delayed) the line
shortEMA: 10,
longEMA: 21,
// amount of samples to remember and base initial EMAs on
ticks: 100,
// max difference between first and last trade to base price calculation on
sampleSize: 10, // in seconds
// the difference between the EMAs (to act as triggers)
sellTreshold: -0.125,
buyTreshold: 0.125
};
config.watch = {
exchange: 'MtGox',
currency: 'USD',
asset: 'BTC'
}
Edit: modified formatting for easier reading.