I just did a big internal update to Gekko: Gekko now calculates candles under the hood and uses the close as a price indicator. AFAIK this is a way more standard way to calculate indicators based on price. This may stabilise the calculated prices.
This is a big step towards implementing a system that supports over a 100 different indicators (ta-lib) because it needs to get candles fed. It also makes it much easier to get backtesting rolling.
It would be awesome if anyone could let it spin for a testrun (I would advice downloading this in addition to the old version, as it's pretty new and the code really needs to get solid. I would advice against real trading for now). If anyone could glance at the (much more readable) code that would be awesome.
I am desperately searching for the common way to calculate price based on trades (in the new version I calculate candles and use the close as a price indicator). You could check the new version out to see wether it better matches other services
This is a big step towards implementing a system that supports over a 100 different indicators (ta-lib) because it needs to get candles fed. It also makes it much easier to get backtesting rolling.
It would be awesome if anyone could let it spin for a testrun (I would advice downloading this in addition to the old version, as it's pretty new and the code really needs to get solid. I would advice against real trading for now). If anyone could glance at the (much more readable) code that would be awesome.
I use http://bitcoinwisdom.com/ for the ticker information and looks like they group their results in some way.
This might explain the difference because if you group all results you get a weighted average compared to a normal average of the latest trades.
This might explain the difference because if you group all results you get a weighted average compared to a normal average of the latest trades.
I am desperately searching for the common way to calculate price based on trades (in the new version I calculate candles and use the close as a price indicator). You could check the new version out to see wether it better matches other services