xfffff / gekko-backtesttool Goto Github PK

Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.

License: MIT License

Perl 100.00%

gekko backtesting-trading-strategies gekko-backtesttool backtest trading-strategies backtesting backtester trading-bot trading cryptocurrency

gekko-backtesttool's People

Contributors

Stargazers

Watchers

Forkers

g-unit-projects ofgr dong69 eh69 huberturbanski alfaholicy dangu22 pracarela thehalcyonsavant gubo8 bald123 thecao365 highdevelop mauroprojetos cryptogeuse nikhilsaraf cstegmann santiriera626 sathishbn kris260893 ricrypto hjaruwat matblacksun warfx2 tobby2002 pwnappletea chochinchan bogdanbrudiu travel3r epsimatic88 altcnews harmtemolder malikhodaei llenroc lampgram haebich threeape nef132 bakkerjean yobyron aemorales sipink devnoo zeroevidence investment-hub joomladigger nevrax aymane-elbernoussi decayboy vqalex trendrover mrdahdah birdming22 vanova mczero80 jamaicoin kuskyfei masterbtc cart0uche branux bvrgs streambo portfolio1429 sanusb d4mo josh-cogburn i01er luaysakr calimos rnnccl weaver-viii terdsa johan-kok zeeneddie halibutsurprise dannycoin btccoinfree diascout l1onheart zhiwei-w-luo adaptivefailure tradaz

gekko-backtesttool's Issues

Any chance of hooking this up to postgres instead of sqlite?

Profit always zero (0.00)

The tool seems to be giving 0.00 profit in any scenario I test it in. The same backtest done with native gekko shows different results. Below details of the versions and the output that I get. Any idea what's happening here?

Update: works fine for gekko < 0.6.0. seems some breaking changes in the v0.6.

Gekko: "0.6.4"
Gekko-BacktestTool: v0.7 as per changelog. Upto date with master. commit: 9180779
Using default configs with custom date range.
Machine: Darwin Pankajs-MacBook-Pro.local 17.7.0 Darwin Kernel Version 17.7.0: Thu Jun 21 22:53:14 PDT 2018; root:xnu-4570.71.2~1/RELEASE_X86_64 x86_64
Perl: 5.18.2

Output:
Pankajs-MacBook-Pro:gekko3 pankaj$ perl backtest.pl

[2018-08-09 18:17:44] Collect data from coinmarketcap.com
[2018-08-09 18:17:44] Generate params combinations for: CCI
[2018-08-09 18:17:44] Use TOML files for strategies configuration
[2018-08-09 18:17:44] Save output to csvfile: database.csv
[2018-08-09 18:17:44] Starting Backtest Machine (5 threads)...
============================================================== I N P U T D A T A ===============================================================
Pairs
binance:USDT:BTC
Total: 1
Strategies
MACD CCI RSI
Total: 3

===================================================================================================================================================
Candles
10:73
Total: 1
[2018-08-09 18:17:44] 3 backtests remain
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time

USDT:BTC RSI 0.00% 14.85 1.22 40.00% 2.25% -9.14% 1740 9 00:01
USDT:BTC CCI 0.00% 14.85 1.56 50.00% 2.96% -4.65% 1116 9 00:01
USDT:BTC MACD 0.00% 14.85 12.00 24.53% 2.30% -3.55% 125 9 00:01
[2018-08-09 18:17:46] 100% complete. Elapsed: 00:00:02, average backtest duration: 00:00

[2018-08-09 18:17:46] Creating ALL RESULTS table (sorted profit/day)...

==================================================== A L L R E S U L T S =====================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day

USDT BTC RSI 0.00 14.85 0.00 1.22 2.25 -9.14 1740 8331.54141169 241812 41211
USDT BTC CCI 0.00 14.85 0.00 1.56 2.96 -4.65 1116 8331.54141169 241812 41211
USDT BTC MACD 0.00 14.85 0.00 12.00 2.30 -3.55 125 8331.54141169 241812 41211
[2018-08-09 18:17:46] Creating TOP STRATEGY table...

================================================ T O P S T R A T E G Y =================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min

CCI 0 0 50 0.0 0.0 0 0.00 50.0 2.96 1.90 -4.65 -2.54 1.6 1116
RSI 1 0 50 0.0 0.0 0 0.00 40.0 2.25 1.99 -9.14 -6.59 1.2 1740
MACD 0 0 50 0.0 0.0 0 0.00 24.5 2.30 0.76 -3.55 -0.71 12.0 125
[2018-08-09 18:17:46] Creating TOP DATASET table...

============================================================== T O P D A T A S E T ===============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume

USDT:BTC 3 0 100 -14.85 0.0 0.0 0 0.0 38.2 4.9 993 6.6 1 111320731836 4569082350 9
[2018-08-09 18:17:46] All jobs are done. Elapsed time: 2 seconds

Problem with tulind and talip

Hi, there,

I am encountering an error when I add strategies that use tulind and talip, the error is as follows. But when I change the settings and add only strategies that don't use tulip indicators it works, do you know what might be happening?

Currently I am supposed to have the tulind and talip installed as the strategies within gekko ui work correctly

I wanted to add a rookie question, how can you set up minutes, hours or days for the test?

Thank you

The proper Units of CandleSize:Warmup are NOT defined

It is not clear what units should be used in CandleSize:Warmup (Hours,minutes?)
https://github.com/xFFFFF/Gekko-BacktestTool/blob/master/backtest-config.pl#L19

Brute force does not start

Hi,

Thank you for this tool ! :-)

I am trying to find thes best parameters of a strategy.
I modified the TOML file and launch the tool.
It computes something during one minute, creates the csv file, puts the colomn titles in it and stop the process.
I tried either:

by erasing the TOML file -> it directly tells me that it did not find the TOML file (juste to validate it searches the file)
with the start..end:step
with the start.end:step
with the specific values (value1, value2, value3, ...) I want it to compute with (12 variables with 10 values each one)

I specified the "$debug = 'yes';" option but no error/debug output.

Is this feature working ?

Thank you in advance
Xavier

Different results with Gekko interface and Gekko-BacktestTool

Results from gekko interface are not the same as Gekko-BacktestTool

I did one test with the following parameters:

From 01/01/2018 00:00 to 22/05/2018 23:59
Only 1 indicator -> RSI (with default parameters)
Binance - BTC/USDT pair
15 min candle / 10 period warmup
Customized paper trader settings (same on both tests)

Here's the results with Gekko interface:

Market -41,80% / Simulated profit -56,36%

And results with Gekko-BacktestTool


                                                                                      █████               ████
                                                                                      █████               ████
           ██                 ██                                                      █████               ████
           ██  █████████████  ██                                                      █████               ████
           █████████████████████                 █████████████        █████████       █████      █████    ████      █████      █████████
           █████████████████████               ███████████████     ██████████████     █████    █████      ████    ██████     ██████████████
           █████████████████████              █████      █████    █████      █████    █████  █████        ████  ██████      █████      █████
         █████████████████████████           █████       █████   █████        ████    █████ █████         ██████████       █████        █████
         █████████████████████████           ████        █████   ██████████████████   █████████           ████████         ████         █████
         ██████    ██████    █████           ████        █████   ██████████████████   ███████████         ██████████       ████         █████
           ████   ███████   ████             █████       █████   █████                █████  █████        ████  ██████     █████        █████
            ███████████████████               ████████████████    ██████              █████   ██████      ████    █████     █████      █████
             █████████████████                  ██████████████     ██████████████     █████     ██████    ████     █████     ██████████████
               █████████████                             █████        ███████████     █████       █████   ████       █████      ████████
                   ██████                                ████
                                              ███████████████
                                              █████████████


                 ████████                      ███         ███                            ██     █████████                     █████
                 ███   ███   ████              ███         ███                  ██        ██        ███                           ██
                 ████████   █    ██   ███████  ███ ███   ████████   ███████   ██████   █████████    ███     ███████   ███████     ██
                 ████████    ███████  ██       ██████      ███     █████████  █████       ██        ███     ██   ███  ██   ███    ██
                 ███   ███ ███   ███  ██       ███ ███     ███     ███            ███     ██        ███     ██   ███  ██   ███    ██
                 █████████ █████████   ██████  ███  ███     █████   ████████ ████████     ██████    ███     ███████   ███████     ██████

                                                                                                        Gekko BacktestTool v0.7
                                                                                              https://github.com/xFFFFF/Gekko-BacktestTool


[2018-05-24 22:56:28] Collect data from coinmarketcap.com
[2018-05-24 22:56:28] Use TOML files for strategies configuration
[2018-05-24 22:56:28] Save output to csvfile: database.csv
[2018-05-24 22:56:28] Starting Backtest Machine (5 threads)...
============================================================== I N P U T    D A T A ===============================================================
Pairs
-----
binance:USDT:BTC
Total: 1
===================================================================================================================================================
Strategies
----------
RSI
Total: 1

===================================================================================================================================================
Candles
-------
15:10
Total: 1
===================================================================================================================================================
[2018-05-24 22:56:29] 1 backtests remain
============================================================= L A S T    R E S U L T S ============================================================
Pair                                      Strategy       Profit   Profit-market  Trades/day  Win trades  Best win  Worst loss    HODL  Days   Time
----                                      --------       ------   -------------  ----------  ----------  --------  ----------    ----  ----   ----
USDT:BTC                                       RSI      -70.14%          -28.34        0.60      52.38%     7.08%     -20.33%    2608   141  00:10
===================================================================================================================================================

[2018-05-24 22:56:39] 100% complete. Elapsed: 00:00:10, average backtest duration: 00:02


[2018-05-24 22:56:39] Creating ALL RESULTS table (sorted profit/day)...

==================================================== A L L     R E S U L T S =====================================================
Curr. Asset Strat Profit Profit-market   Profit/day Trades/day Best win Worst loss Avg.Hodl     Avg.price Ov.trades/day Volume/day
----  ----- ----- ------ ------------- ------------ ---------- -------- ---------- --------     --------- -------------  ---------
USDT  BTC   RSI   -70.14        -28.34        -0.50       0.60     7.08     -20.33     2608 9675.09656254        248196      35536
==================================================================================================================================


[2018-05-24 22:56:39] All jobs are done. Elapsed time: 11 seconds

backtest-config.pl

no warnings qw(uninitialized);
############################# START OF CONFIGURATION #############################
# Put your strategy names between brackets in line below. Strategy seperate with space or newline. You can add all Your strategies from gekko/strategies directory with adding line ALL.
@strategies = qw(
RSI
);
# Put your pairs between brackets in line below. Use exchange:currency:asset format. Seperate pair using space or newline. You can add all Your paris with ALL line or all pairs for exchange with binance:ALL line or binance:USDT:ALL line. Another option is adding dates for dataset for indivual pairs, ex: binance:BNB:NULS:2018-04-05:2018-05-01
@pairs = qw(
binance:USDT:BTC
);

# Put your candle values between brackets in line below. Use CandleSize:WarmupPeriod format. Seperate pair using space or newline.
@warmup = qw(
15:10
);

############################# OPTIONAL SETTINGS #############################
# To specify time range for import or backtest uncomment lines below, but instead this you can use command line input ex.: backtest.pl --from "2018-01-01 00:00:00" --to "2018-01-05 00:00:00". If below lines are commented Gekko is using scan datasets feature in backtest mode.
$from = '2018-01-01 00:00:00';
$to = '2018-05-22 23:59:00';

# If You are using only one exchange or one exchange and one currency You can put default values below, and adding only asset name to @pairs ex: NULS, ADA, TRX - without binance:BTC before asset ex: perl backtest.pl -p NULS,ADA,TRX.
#$default_set = 'binance:BNB';

# CSV file name. You don't need change this. All new data will append to exist file without deleting or replacing.
$csv = 'database.csv';

# You can add note to project below. Note will be add in CSV file. Its can be useful when You are developing strategy.
$note = '';

# Sort strategies in top list by. Available values to sort: best, profitable, profit_above_market, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time
$top_strategy_sort1 = 'best';
$top_strategy_sort2 = 'profitable';

# Sort datasets ranking by. Available values to sort: best, profitable, profit_above_market, market_change, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time, price_volatility, cmc_rank, cmc_marketcap, cmc_volume, days
$top_dataset_sort1 = 'best';
$top_dataset_sort2 = 'profitable';

# Template of CSV output columns. Format [% variable_name %], columns MUST be seperated by comma (,) without any space.
# Below is compact version
$csv_columns = \ "[% currency %],[% asset %],[% strategy %],[% profit %],[% profit_market %],[% profit_day %],[% market_change %],[% trades_day %],[% percentage_wins %],[% best_win %],[% median_wins %],[% worst_loss %],[% median_losses %],[% avg_exposed_duration %],[% candle_size %],[% warmup_period %],[% dataset_days %],[% CMC_Rank %],[% current_marketcap %],[% open_price %],[% close_price %],[% lowest_price %],[% highest_price %],[% avg_price %],[% price_volality %],[% volume_day %],[% volume_CMC %],[% overall_trades_day %],[% dataset_from %],[% dataset_to %],[% strategy_settings %],[% note %]";
# Minimalistic version - tables will dont generate
# $csv_columns = \ "[% currency %],[% asset %],[% strategy %],[% profit %],[% trades_day %],[% percentage_wins %],[% best_win %],[% worst_loss %],[% avg_exposed_duration %],[% median_wins %],[% median_losses %],[% dataset_from %],[% dataset_to %],[% strategy_settings %],[% profit_day %],[% profit_market %],[% avg_price %],[% price_volality %],[% volume_day %],[% volume_CMC %],[% CMC_Rank %],[% current_marketcap %],[% overall_trades_day %],[% dataset_days %],[% market_change %]";
# Full version - all possible BacktestTool variables.
#$csv_columns = \ "[% currency %],[% asset %],[% exchange %],[% strategy %],[% profit %],[% profit_day %],[% profit_year %],[% sharpe_ratio %],[% market_change %],[% profit_market %],[% trades %],[% trades_day %],[% winning_trades %],[% lost_trades %],[% percentage_wins %],[% best_win %],[% median_wins %],[% worst_loss %],[% median_losses %],[% avg_exposed_duration %],[% candle_size %],[% warmup_period %],[% dataset_days %],[% backtest_start %],[% dataset_from %],[% dataset_to %],[% CMC_Rank %],[% current_marketcap %],[% open_price %],[% close_price %],[% lowest_price %],[% highest_price %],[% avg_price %],[% price_volality %],[% volume %],[% volume_day %],[% volume_CMC %],[% overall_trades %],[% overall_trades_day %],[% note %]";

# Do You want coinmarketcap.com data in CSV output?
$cmc_data = 'yes';

# Single backtest results interval for print backtests summary (% complete, eta, avg backtest time, elapsed) for all results from current instance
$summary_interval = 60;
# Print above tables on each summary?
$print_analysis_on_summary = 'yes';

# Print ALL RESULTS table when use command backtest -a CSV file and at end of all backtests?
$print_all_results = 'yes';
# Minimum and maximum values to appear in the table with all results. Results that do not meet the following values will not be printed.
$all_results_min_profit = -999999999;
$all_results_min_profit_market = -99999999999;
$all_results_min_profit_day = -9999;
$all_results_min_trades_day = 0;
$all_results_max_trades_day = 99999;
$all_results_min_hodl_time = 1;
$all_results_max_hodl_time = 99999;
# How many rows from ALL RESULTS would You print in terminal output?
$all_results_limit = 100;

# Print TOP STRATEGY table when use command backtest -a CSV file and at end of all backtests?
$print_top_strategy = 'no';
# Sort strategies in top list by. Available values to sort: best, profitable, profit_above_market, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time
$top_strategy_sort1 = 'trades_win';
$top_strategy_sort2 = 'avg_profit';
# Limit for printed results in TOP STRATEGY table
$top_strategy_limit = 100;

# Print TOP DATASET table when use command backtest -a CSV file and at end of all backtests?
$print_top_dataset = 'no';
# Sort datasets ranking by. Available values to sort: best, profitable, profit_above_market, market_change, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time, price_volatility, cmc_rank, cmc_marketcap, cmc_volume, days
$top_dataset_sort1 = 'trades_win';
$top_dataset_sort2 = 'best_PL';
# Limit for printed results in TOP DATASET table
$top_dataset_limit = 100;

# Do you want see roundtrips report in terminal output?
$print_roundtrips = 'no';

# Use TOML strat's config files instead JSON?
$use_toml_files = 'yes';
$toml_directory = 'config/strategies/';

# Do you need Gekko's log files in log directory?
$keep_logs = 'no';

# Threads amount, for 4xcpu cores is recommended to set 5-6 value.
$threads = 5;

# When you set stfu to 'yes' only results will be displayed.
$stfu = 'no';

# If You set $use_toml_files to 'no' then add Your strat's config in JSON format between brackets below.
#$stratsettings = q(
#config.neuralnet = {
#  "threshold_buy": 1,
#  "threshold_sell": -1,
#  "price_buffer_len": 100,
#  "learning_rate": 1,
#  "momentum": 0.9,
#  "decay": 0.01,
#  "min_predictions": 1000,
#  "stoploss_enabled": false,
#  "stoploss_threshold": 0.95
#};

#config.neuralnet_BULL_BEAR = {
#  "threshold_sell_bear":-1.0352,
#  "threshold_sell_bull":-0.992,
#  "momentum":0.0982,
#  "decay":0.0076,
#  "threshold_buy_bull":1.955,
#  "price_buffer_len":88.6,
#  "SMA_short":38,
#  "SMA_long":712,
#  "min_predictions":760,
#  "threshold_buy_bear":2.8294,
#  "learning_rate":0.2736
#};

#);

# Other Gekko's settings for backtest
$asset_c = 1;
$currency_c = 0;
$fee_maker = 0.1;
$fee_taker = 0.1;
$fee_using = 'maker';
$slippage = 0.5;
$riskFreeReturn = 5;
############################# END OF CONFIGURATION #############################

1;

Maybe i'm doing something wrong here ?

Parsing logic for @profit should be updated

Gekko version: v0.6.6
Nodejs version: v8.12.0

Old string
my @profit = $grun =~ /(?<=simulated profit:\t\t )[0-9.-][0-9.-]* $sets[1] ((.*)(?=%))/;

The new string
my @profit = $grun =~ /(?<=profit:\t\t\t\t )[0-9.-][0-9.-]* $sets[1] ((.*)(?=%))/;

Originally posted by @YuriyTigiev in https://github.com/xFFFFF/Gekko-BacktestTool/issue_comments#issuecomment-423766489

Backtest is failed.

Gekko BacktestTool is coming up with empty results set for the candles/strategies/pairs. I have tried various combinations.

@strategies = qw(
MACD
);

@pairs = qw(
poloniex:ALL
);

@WarmUp = qw(
1:1
);

mycomputer:~/github/gekko/gekkobacktesttool (gekko) (develop)
$ ls history/
poloniex_0.1.db (I made sure it's not empty)

Not sure why the backtesttool is giving me empty result set:

[2018-06-03 19:30:33] Collect data from coinmarketcap.com
dbname=history/poloniex_0.1.db[2018-06-03 19:30:34] Use TOML files for strategies configuration
[2018-06-03 19:30:34] Save output to csvfile: database.csv
[2018-06-03 19:30:34] Starting Backtest Machine (5 threads)...
============================================================== I N P U T D A T A ===============================================================
Pairs

poloniex:USDT:BTC
Total: 1

Strategies

StepGains MACD
Total: 2

===================================================================================================================================================
Candles

1:1
Total: 1

[2018-06-03 19:30:34] 2 backtests remain
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time

USDT-BTC Backtest is failed.
USDT-BTC Backtest is failed.

Text:table module issue

I seem to be getting this issue when trying to run backtest after installation:

C:\Users\IntlAdmin\Desktop\gekko-develop>perl backtest.pl
Can't locate Text/Table.pm in @inc (you may need to install the Text::Table module) (@inc contains: C:/Strawberry/perl/site/lib C:/Strawberry/perl/vendor/lib C:/Strawberry/perl/lib) at backtest.pl line 22.
BEGIN failed--compilation aborted at backtest.pl line 22.

Loaded the module again and got this:

C:\Users\IntlAdmin\Desktop\gekko-develop>cpan install text::table
Loading internal null logger. Install Log::Log4perl for logging messages
CPAN: CPAN::SQLite loaded ok (v0.211)
Database was generated on Thu, 07 Jun 2018 04:40:17 GMT

Still got the same error as before when trying to run the program. Any thoughts on what I might be doing wrong?

Backtest fails to run with multiple parameter ranges in toml

Hi,

When I change one parameter in the .toml to a range like:
SMA_long = "210..215:1"
SMA_short = 20
all goes well, but as soon as I add another one like:
SMA_long = "210..215:1"
SMA_short = "10..13:1"
I get errors:

/home/gekkoadmin/gekko/core/tulind.js:42
            throw new Error(tulindError + paramName + ' needs to be a number');
            ^

Error: Gekko was unable to configure Tulip Indicators:
	optInTimePeriod needs to be a number
    at _.each.paramName (/home/gekkoadmin/gekko/core/tulind.js:42:19)
    at Function.forEach (/home/gekkoadmin/gekko/node_modules/lodash/dist/lodash.js:3298:15)
    at verifyParams (/home/gekkoadmin/gekko/core/tulind.js:34:7)
    at Object.create (/home/gekkoadmin/gekko/core/tulind.js:696:9)
    at AsyncIndicatorRunner.addTulipIndicator (/home/gekkoadmin/gekko/plugins/tradingAdvisor/asyncIndicatorRunner.js:145:23)
    at Base.addTulipIndicator (/home/gekkoadmin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:226:29)
    at Base.bound [as addTulipIndicator] (/home/gekkoadmin/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Base.init (/home/gekkoadmin/gekko/strategies/RSI_BULL_BEAR_ADX.js:34:8)
    at Base.bound [as init] (/home/gekkoadmin/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at new Base (/home/gekkoadmin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:69:8)
USDT-BTC Backtest is failed.

It doesn't matter which parameter is put in a test-range; as long as it is one it works, but as soon as a second is added it fails.

BacktestTool v0.7
Gekko v0.6.8

I had to make to manual changes to the backtest.pl file:

one because of the 0.0% profit reporting #35
one because of the exchange/ addition #45

Any help would be greatly appreciated, thanks!

EDIT: cleaned up layout of output

Can't locate Parallel/ForkManager.pm in @INC

Hey Guys,

When I run "perl backtest.pl" in the terminal (i am using macOS 10.13.06), i am having the below error.. Does anybody have the solution ?

Can't locate Parallel/ForkManager.pm in @inc (you may need to install the Parallel::ForkManager module)

(@inc contains: /Library/Perl/5.18/darwin-thread-multi-2level /Library/Perl/5.18 /Network/Library/Perl/5.18/darwin-thread-multi-2level /Network/Library/Perl/5.18 /Library/Perl/Updates/5.18.2 /System/Library/Perl/5.18/darwin-thread-multi-2level /System/Library/Perl/5.18 /System/Library/Perl/Extras/5.18/darwin-thread-multi-2level /System/Library/Perl/Extras/5.18 .) at backtest.pl line 4.

BEGIN failed--compilation aborted at backtest.pl line 4.

Unclear how to run this tool with Gekko in Docker container.

When Gekko is running inside a Docker container, is it necessary to rebuild the Gekko Docker container with the BacktestTool inside the same container or is it possible to run this tool outside the Docker container?

Or in other words, how can we get this tool running when Gekko is running inside a Docker container?

BT crash after 30 minutes+ with "module was unable to store the child's data"

Hi,

First of all thank you for this tool! As a noob i can appreciate your work and quite obviosly i dont even understand what it does so now im here.

Im using the windows open source verison of the backtester. First I deleted everything (when i couldnt fix the problem). Then did a clean windows install of gekko. And then installed the perl and followed your instructions to install the backtest tool. Actually i installed your development repo just today and that did not fix the issue. I run the BT in the cmd.exe (and have tried also it on admin/not admin). I've been running the backtests hundreds of times. It works at first and i've managed to get some smaller batched done completely (5000 combinations). And yes. im using "brute force" backtesting to find some setting to work with. But if i set a larger set of parameters in the TOML file i get i.e. 150 000 combinations that take a while to complete.

The problem is that after 20-60 mintutes of successful testing the tester runs into an error and just stops and i cant figure out why. I mean it does thousands of rounds of calculations before this so it seems extremely weird that this occurs this late.

The errors i get are below. I think they are some how connected:

USDT:NEO RSI_BULL_BEAR 50|60|30|60|20|150|20|10 -76.61% -17.14 1.48 42.86% 5.55% -16.40% 487 95 00:04
USDT:NEO RSI_BULL_BEAR 80|50|10|30|40|250|50|20 -2.52% 56.94 0.01 % % % 0 95 00:04
2018-06-08 16:57:02 (WARN): TALIB indicators could not be loaded, they will be unavailable.
USDT:NEO RSI_BULL_BEAR 50|50|10|20|40|200|50|20 3.17% 62.64 0.14 66.67% 5.16% -1.18% 310 95 00:03
2018-06-08 16:57:03 (WARN): TALIB indicators could not be loaded, they will be unavailable.

Error in tempfile() using template tmp\tmp_configXXXXX.js: Have exceeded the maximum number of attempts (1000) to open temp file/dir at backtest.pl line 1376.

2018-06-08 16:57:04 (WARN): TALIB indicators could not be loaded, they will be unavailable.
USDT:NEO RSI_BULL_BEAR 70|40|20|50|30|200|50|40 -27.91% 31.55 0.43 30.00% 0.95% -4.94% 61 95 00:04
USDT:NEO RSI_BULL_BEAR 50|80|10|50|10|300|60|30 -1.69% 57.77 0.01 % % % 0 95 00:04

Can't use an undefined value as a HASH reference at backtest.pl line 786.

USDT:NEO RSI_BULL_BEAR 70|70|30|60|40|200|40|30 -68.60% -9.14 0.09 0.00% -6.36% -52.97% 24878 95 00:04

The storable module was unable to store the child's data structure to the temp file "C:\Users\Sander\AppData\Local\Temp\O8uV2NY9VL\Parallel-ForkManager-3240--6632.txt": can't create C:\Users\Sander\AppData\Local\Temp\O8uV2NY9VL\Parallel-ForkManager-3240--6632.txt: No such file or directory at C:/Strawberry/perl/site/lib/Parallel/ForkManager.pm line 84.

USDT:NEO RSI_BULL_BEAR 90|80|30|30|10|300|30|10 -58.22% 1.24 0.01 % % % 0 95 00:04
The storable module was unable to store the child's data structure to the temp file "C:\Users\Sander\AppData\Local\Temp\O8uV2NY9VL\Parallel-ForkManager-3240--7616.txt": can't create C:\Users\Sander\AppData\Local\Temp\O8uV2NY9VL\Parallel-ForkManager-3240--7616.txt: No such file or directory at C:/Strawberry/perl/site/lib/Parallel/ForkManager.pm line 84.
USDT:NEO RSI_BULL_BEAR 70|80|10|50|40|300|20|40 -45.18% 14.28 0.20 66.67% 22.44% -47.90% 11997 95 00:03
The storable module was unable to store the child's data structure to the temp file "C:\Users\Sander\AppData\Local\Temp\O8uV2NY9VL\Parallel-ForkManager-3240--6720.txt": can't create C:\Users\Sander\AppData\Local\Temp\O8uV2NY9VL\Parallel-ForkManager-3240--6720.txt: No such file or directory at C:/Strawberry/perl/site/lib/Parallel/ForkManager.pm line 84.

C:\Users\xxxxx\gekko>

And my config file looks like this:

no warnings qw(uninitialized);
############################# START OF CONFIGURATION #############################
Put your strategy names between brackets in line below. Strategy seperate with space or newline. You can add all Your strategies from gekko/strategies directory with adding line ALL.
@strategies = qw(
RSI_BULL_BEAR
);
Put your pairs between brackets in line below. Use exchange:currency:asset format. Seperate pair using space or newline. You can add all Your paris with ALL line or all pairs for exchange with binance:ALL line or binance:USDT:ALL line. Another option is adding dates for dataset for indivual pairs, ex: binance:BNB:NULS:2018-04-05:2018-05-01
@pairs = qw(
binance:USDT:NEO
);

Put your candle values between brackets in line below. Use CandleSize:WarmupPeriod format. Seperate pair using space or newline.
@WarmUp = qw(
5:300
);

############################# OPTIONAL SETTINGS #############################
To specify time range for import or backtest uncomment lines below, but instead this you can use command line input ex.: backtest.pl --from "2018-01-01 00:00:00" --to "2018-01-05 00:00:00". If below lines are commented Gekko is using scan datasets feature in backtest mode.
$from = '2018-03-01 00:00:00';
$to = '2018-06-05 00:00:00';

If You are using only one exchange or one exchange and one currency You can put default values below, and adding only asset name to @pairs ex: NULS, ADA, TRX - without binance:BTC before asset ex: perl backtest.pl -p NULS,ADA,TRX.
#$default_set = 'binance:BNB';

CSV file name. You don't need change this. All new data will append to exist file without deleting or replacing.
$csv = 'database.csv';

You can add note to project below. Note will be add in CSV file. Its can be useful when You are developing strategy.
$note = '8_6_dev';

Sort strategies in top list by. Available values to sort: best, profitable, profit_above_market, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time
$top_strategy_sort1 = 'best';
$top_strategy_sort2 = 'profitable';

Sort datasets ranking by. Available values to sort: best, profitable, profit_above_market, market_change, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time, price_volatility, cmc_rank, cmc_marketcap, cmc_volume, days
$top_dataset_sort1 = 'best';
$top_dataset_sort2 = 'profitable';

Template of CSV output columns. Format [% variable_name %], columns MUST be seperated by comma (,) without any space.
Below is compact version
$csv_columns = \ "[% currency %],[% asset %],[% strategy %],[% profit %],[% profit_market %],[% profit_day %],[% market_change %],[% trades_day %],[% percentage_wins %],[% best_win %],[% median_wins %],[% worst_loss %],[% median_losses %],[% avg_exposed_duration %],[% candle_size %],[% warmup_period %],[% dataset_days %],[% CMC_Rank %],[% current_marketcap %],[% open_price %],[% close_price %],[% lowest_price %],[% highest_price %],[% avg_price %],[% price_volality %],[% volume_day %],[% volume_CMC %],[% overall_trades_day %],[% dataset_from %],[% dataset_to %],[% strategy_settings %],[% note %]";
Minimalistic version - tables will dont generate
$csv_columns = \ "[% currency %],[% asset %],[% strategy %],[% profit %],[% trades_day %],[% percentage_wins %],[% best_win %],[% worst_loss %],[% avg_exposed_duration %],[% median_wins %],[% median_losses %],[% dataset_from %],[% dataset_to %],[% strategy_settings %],[% profit_day %],[% profit_market %],[% avg_price %],[% price_volality %],[% volume_day %],[% volume_CMC %],[% CMC_Rank %],[% current_marketcap %],[% overall_trades_day %],[% dataset_days %],[% market_change %]";
Full version - all possible BacktestTool variables.
$csv_columns = \ "[% currency %],[% asset %],[% exchange %],[% strategy %],[% profit %],[% profit_day %],[% profit_year %],[% sharpe_ratio %],[% market_change %],[% profit_market %],[% trades %],[% trades_day %],[% winning_trades %],[% lost_trades %],[% percentage_wins %],[% best_win %],[% median_wins %],[% worst_loss %],[% median_losses %],[% avg_exposed_duration %],[% candle_size %],[% warmup_period %],[% dataset_days %],[% backtest_start %],[% dataset_from %],[% dataset_to %],[% CMC_Rank %],[% current_marketcap %],[% open_price %],[% close_price %],[% lowest_price %],[% highest_price %],[% avg_price %],[% price_volality %],[% volume %],[% volume_day %],[% volume_CMC %],[% overall_trades %],[% overall_trades_day %],[% note %]";

Do You want coinmarketcap.com data in CSV output?
$cmc_data = 'no';

Single backtest results interval for print backtests summary (% complete, eta, avg backtest time, elapsed) for all results from current instance
$summary_interval = 100;
Print above tables on each summary?
$print_analysis_on_summary = 'yes';

Print ALL RESULTS table when use command backtest -a CSV file and at end of all backtests?
$print_all_results = 'no';
Minimum and maximum values to appear in the table with all results. Results that do not meet the following values will not be printed.
$all_results_min_profit = -999999999;
$all_results_min_profit_market = -99999999999;
$all_results_min_profit_day = -9999;
$all_results_min_trades_day = 0;
$all_results_max_trades_day = 99999;
$all_results_min_hodl_time = 1;
$all_results_max_hodl_time = 99999;
How many rows from ALL RESULTS would You print in terminal output?
$all_results_limit = 10;

Print TOP STRATEGY table when use command backtest -a CSV file and at end of all backtests?
$print_top_strategy = 'no';
Sort strategies in top list by. Available values to sort: best, profitable, profit_above_market, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time
$top_strategy_sort1 = 'trades_win';
$top_strategy_sort2 = 'avg_profit';
Limit for printed results in TOP STRATEGY table
$top_strategy_limit = 10;

Print TOP DATASET table when use command backtest -a CSV file and at end of all backtests?
$print_top_dataset = 'no';
Sort datasets ranking by. Available values to sort: best, profitable, profit_above_market, market_change, best_PL, worst_PL, profits_sum, avg_profit, trades_win, trades_day, hodl_time, price_volatility, cmc_rank, cmc_marketcap, cmc_volume, days
$top_dataset_sort1 = 'trades_win';
$top_dataset_sort2 = 'best_PL';
Limit for printed results in TOP DATASET table
$top_dataset_limit = 10;

Do you want see roundtrips report in terminal output?
$print_roundtrips = 'no';

Use TOML strat's config files instead JSON?
$use_toml_files = 'yes';
$toml_directory = 'config/strategies/';

Do you need Gekko's log files in log directory?
$keep_logs = 'no';

Threads amount, for 4xcpu cores is recommended to set 5-6 value.
$threads = 6;

When you set stfu to 'yes' only results will be displayed.
$stfu = 'no';

I've tried googeling this issue and errors above and searched the issues and suggested fixes here but i keep on getting the same errors.
Plz halp!

Cannot start another process while you are in the child process at

perl backtest.pl
Cannot start another process while you are in the child process at /usr/local/share/perl/5.22.1/Parallel/ForkManager.pm line 44.
Cannot start another process while you are in the child process at /usr/local/share/perl/5.22.1/Parallel/ForkManager.pm line 44.
Cannot start another process while you are in the child process at /usr/local/share/perl/5.22.1/Parallel/ForkManager.pm line 44.
Cannot start another process while you are in the child process at /usr/local/share/perl/5.22.1/Parallel/ForkManager.pm line 44.
Cannot start another process while you are in the child process at /usr/local/share/perl/5.22.1/Parallel/ForkManager.pm line 44.

Mysterious error

There is this error when I use backtest :


perl backtest.pl
Gekko BacktestTool v0.6
Website: https://github.com/xFFFFF/Gekko-BacktestTool
Exchange list: history/binance_0.1.db

config/strategies/MACD.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/CCI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/RSI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/BBRSI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/BodhiDI_public.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/bryanbeck.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/buyatsellat_ui.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/CCI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/CCI_custom.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/custom.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/CUSTOM_RSI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/Dave.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/DEMA.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/DEMACrossover.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/DI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/DynBuySell.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/EMA_OR_PRICE_DIV.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/EMACrossover.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/EMADIV.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/EMADIV2.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/FIXPRICE.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/jazzbre.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/MACD.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/MACD_1520024643.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/MK_RSI_BULL_BEAR.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/mounirs_esto.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/n8_v2_BB_RSI_SL.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/NEO.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/neuralnet_v2.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/NN_ADX_RSI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/PPO.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/RSI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/RSI_BB_ADX_Peak.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/RSI_BULL_BEAR.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/RSI_BULL_BEAR_ADX_PINGPONG.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/RSI_Bull_Bear_Adx_Stop.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/rsidyn.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/RsiStopLoss.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/StochRSI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/Supertrend_Gab0.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/talib-macd.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/TEMA.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/TMA.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/TSI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/tulip-adx.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/tulip-macd.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/tulip-multi-strat.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/UO.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/varPPO.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/w2.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

config/strategies/x2_rsi.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled

[2018-05-16 14:29:20] Starting Backtest Machine...
============================================================== I N P U T    D A T A ===============================================================

Pairs
poloniex:BTC:ADA, kraken:EUR:XBT, binance:BNB:STEEM, binance:BNB:STEEM, binance:BNB:STEEM
Total: 5
Strategies
MACD, CCI, RSI, BBRSI, bestone_updated_hardcoded, BodhiDI_public, bryanbeck, buyatsellat_ui, CCI, CCI_custom, custom, CUSTOM_RSI, Dave, DEBUG_single-advice, DEBUG_toggle-advice, DEMA, DEMACrossover, DI, DynBuySell, EMA_OR_PRICE_DIV, EMACrossover, EMADIV, EMADIV2, FIXPRICE, jazzbre, MACD, MACD_1520024643, MK_RSI_BULL_BEAR, mounirs-ga-version-1, mounirs-ga-version-2, mounirs_esto, n8, n8_v2, n8_v2_BB_RSI_SL, NEO, neuralnet_v2, NN_ADX_RSI, noop, PPO, RSI, RSI_BB_ADX_Peak, RSI_BULL_BEAR, RSI_BULL_BEAR_ADX_PINGPONG, RSI_Bull_Bear_Adx_Stop, rsidyn, RsiStopLoss, scarface_v2, StochRSI, Supertrend_Gab0, talib-macd, TEMA, TMA, TSI, tulip-adx, tulip-macd, tulip-multi-strat, UO, varPPO, w2, x2_rsi
Total: 60
Candles
10:73, 11:70, 12:69, 13:65
Total: 4
[2018-05-16 14:29:20] 1140 backtests remain
============================================================= L A S T    R E S U L T S ============================================================

Pair                                      Strategy       Profit   Profit-market  Trades/day  Win trades  Best win  Worst loss  Candle  Days   Time

2018-05-16 14:29:21 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:21 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:21 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:21 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:21 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:21 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:21 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:21 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:21 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:21 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:21 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:21 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:21 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:22 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:22 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:22 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:22 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:22 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:22 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:22 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:22 (ERROR):    Failed to load indicator NN

BTC-ADA Backtest is failed. Talib is not enabled

2018-05-16 14:29:22 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:22 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:22 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:22 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:22 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:22 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:22 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:22 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:22 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:22 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/n8.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:29:23 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:23 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:23 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:23 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:23 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:23 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:23 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:23 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:23 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:23 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:23 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:23 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:23 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:23 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:23 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:23 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:23 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:23 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:24 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:24 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:24 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:24 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:24 (ERROR):    Failed to load indicator Alligator

module.js:549

throw err;

^
Error: Cannot find module 'joi'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/CUSTOM_RSI.js:4:13)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:29:24 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:24 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:24 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:24 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:24 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:24 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:24 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:24 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:24 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:24 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:25 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:25 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:25 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:25 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:25 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:25 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:25 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:25 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:25 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:25 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:25 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:26 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:26 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:26 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:26 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:26 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:26 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:26 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:26 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:26 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:26 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:26 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:26 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:26 (ERROR):    Failed to load indicator Alligator

BTC-ADA Backtest is failed. Talib is not enabled

BTC-ADA Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:29:26 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:26 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:26 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:26 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:26 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:26 (ERROR):    Failed to load indicator Stoch

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/n8_v2.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

2018-05-16 14:29:26 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed.

2018-05-16 14:29:26 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:26 (ERROR):    Failed to load indicator Alligator

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:26 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:27 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:27 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:27 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:29:27 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:27 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:27 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:27 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:27 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:27 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:27 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:27 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:27 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:27 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:27 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:27 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:27 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:27 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:27 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:27 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:27 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:27 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:28 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:28 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:28 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:28 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:28 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:28 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:28 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:28 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:28 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:29 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:29 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:29 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:29 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:29 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:29 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:29 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:29 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:29 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:29 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:29 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:29 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:29 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:29 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/n8_v2_BB_RSI_SL.js:3:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

2018-05-16 14:29:29 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:29 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed.

2018-05-16 14:29:29 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:29 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:30 (ERROR):    Failed to load indicator Alligator

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:30 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:30 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:30 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:30 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:30 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:30 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:30 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:30 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:30 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:30 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:30 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:30 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

/home/zonguin/gekko/strategies/indicators/PPO.js:9

this.short = new EMA(config.short);

^
TypeError: Cannot read property 'short' of undefined

at new Indicator (/home/zonguin/gekko/strategies/indicators/PPO.js:9:31)

at Base.addIndicator (/home/zonguin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:308:34)

at Base.bound [as addIndicator] (/home/zonguin/gekko/node_modules/lodash/dist/lodash.js:729:21)

at Base.method.init (/home/zonguin/gekko/strategies/varPPO.js:27:8)

at Base.bound [as init] (/home/zonguin/gekko/node_modules/lodash/dist/lodash.js:729:21)

at new Base (/home/zonguin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)

at Actor.setupTradingMethod (/home/zonguin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)

at Actor.bound [as setupTradingMethod] (/home/zonguin/gekko/node_modules/lodash/dist/lodash.js:729:21)

at new Actor (/home/zonguin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)

at load (/home/zonguin/gekko/core/pluginUtil.js:95:22)

BTC-ADA Backtest is failed.

2018-05-16 14:29:30 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:30 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:30 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:30 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:30 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:31 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:31 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:31 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:31 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:31 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:31 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:31 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:31 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:31 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:31 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:31 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:31 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:31 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:32 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:32 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:32 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:32 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:32 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:32 (ERROR):    Failed to load indicator HEIKEN

BTC-ADA Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:29:32 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:32 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:32 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:32 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:32 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:32 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:32 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:32 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:32 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:29:32 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:32 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:32 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:32 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:32 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:32 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:29:32 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:29:33 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:29:33 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:29:33 (ERROR):    Failed to load indicator NN

2018-05-16 14:29:33 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:29:33 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:29:33 (ERROR):    Failed to load indicator STC

2018-05-16 14:29:33 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

^C

root@TheRasp:/home/zonguin/gekko#  perl backtest.pl -i -p binance:BNB:ALL -f last -t now

Gekko BacktestTool v0.6

Website: https://github.com/xFFFFF/Gekko-BacktestTool
Updating Gekko's binance market data...

Done writing Binance market data

Import 58 pairs: binance:BNB:NULS, binance:BNB:VEN, binance:BNB:ADA, binance:BNB:ADX, binance:BNB:AE, binance:BNB:AION, binance:BNB:AMB, binance:BNB:APPC, binance:BNB:BAT, binance:BNB:BCC, binance:BNB:BCN, binance:BNB:BCPT, binance:BNB:BLZ, binance:BNB:BRD, binance:BNB:BTS, binance:BNB:CMT, binance:BNB:CND, binance:BNB:DLT, binance:BNB:GNT, binance:BNB:GTO, binance:BNB:ICX, binance:BNB:IOTA, binance:BNB:LOOM, binance:BNB:LSK, binance:BNB:LTC, binance:BNB:MCO, binance:BNB:NANO, binance:BNB:NAV, binance:BNB:NCASH, binance:BNB:NEBL, binance:BNB:NEO, binance:BNB:ONT, binance:BNB:OST, binance:BNB:PIVX, binance:BNB:POA, binance:BNB:POWR, binance:BNB:QLC, binance:BNB:QSP, binance:BNB:QTUM, binance:BNB:RCN, binance:BNB:RDN, binance:BNB:REP, binance:BNB:RLC, binance:BNB:RPX, binance:BNB:STEEM, binance:BNB:STORM, binance:BNB:SYS, binance:BNB:TRIG, binance:BNB:VIA, binance:BNB:WABI, binance:BNB:WAN, binance:BNB:WAVES, binance:BNB:WTC, binance:BNB:XEM, binance:BNB:XLM, binance:BNB:XZC, binance:BNB:YOYO, binance:BNB:ZIL.

DBD::SQLite::db prepare failed: no such table: candles_BNB_NULS at backtest.pl line 498.

DBD::SQLite::db prepare failed: no such table: candles_BNB_NULS at backtest.pl line 498.

root@TheRasp:/home/zonguin/gekko#  perl backtest.pl -i -p binance:BNB:ALL -f last -t now

Gekko BacktestTool v0.6

Website: https://github.com/xFFFFF/Gekko-BacktestTool
Updating Gekko's binance market data...

Done writing Binance market data

Import 58 pairs: binance:BNB:NULS, binance:BNB:VEN, binance:BNB:ADA, binance:BNB:ADX, binance:BNB:AE, binance:BNB:AION, binance:BNB:AMB, binance:BNB:APPC, binance:BNB:BAT, binance:BNB:BCC, binance:BNB:BCN, binance:BNB:BCPT, binance:BNB:BLZ, binance:BNB:BRD, binance:BNB:BTS, binance:BNB:CMT, binance:BNB:CND, binance:BNB:DLT, binance:BNB:GNT, binance:BNB:GTO, binance:BNB:ICX, binance:BNB:IOTA, binance:BNB:LOOM, binance:BNB:LSK, binance:BNB:LTC, binance:BNB:MCO, binance:BNB:NANO, binance:BNB:NAV, binance:BNB:NCASH, binance:BNB:NEBL, binance:BNB:NEO, binance:BNB:ONT, binance:BNB:OST, binance:BNB:PIVX, binance:BNB:POA, binance:BNB:POWR, binance:BNB:QLC, binance:BNB:QSP, binance:BNB:QTUM, binance:BNB:RCN, binance:BNB:RDN, binance:BNB:REP, binance:BNB:RLC, binance:BNB:RPX, binance:BNB:STEEM, binance:BNB:STORM, binance:BNB:SYS, binance:BNB:TRIG, binance:BNB:VIA, binance:BNB:WABI, binance:BNB:WAN, binance:BNB:WAVES, binance:BNB:WTC, binance:BNB:XEM, binance:BNB:XLM, binance:BNB:XZC, binance:BNB:YOYO, binance:BNB:ZIL.

DBD::SQLite::db prepare failed: no such table: candles_BNB_NULS at backtest.pl line 498.

DBD::SQLite::db prepare failed: no such table: candles_BNB_NULS at backtest.pl line 498.

root@TheRasp:/home/zonguin/gekko#  perl backtest.pl -i -p binance:BNB:STEEM -f last -t now

Gekko BacktestTool v0.6

Website: https://github.com/xFFFFF/Gekko-BacktestTool
Updating Gekko's binance market data...

Done writing Binance market data

Import 1 pairs: binance:BNB:STEEM.

BNB:STEEM (2018-05-16 10:56:00 - 2018-05-16 12:31:15) is started at 2018-05-16 12:31:15...

Processing 46 new trades. From 2018-05-16 10:56:50 UTC to 2018-05-16 11:54:28 UTC. (an hour)

Processing 43 new trades. From 2018-05-16 11:56:33 UTC to 2018-05-16 12:30:47 UTC. (34 minutes)

Import of binance BNB-STEEM is done. Elapsed time: 5 seconds.

0 from 1 pairs left.

All jobs are done. Elapsed time: 10 seconds

root@TheRasp:/home/zonguin/gekko# perl backtest.pl

Gekko BacktestTool v0.6

Website: https://github.com/xFFFFF/Gekko-BacktestTool
Exchange list: history/binance_0.1.db

Exchange list: history/bitfinex_0.1.db

config/strategies/MACD.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/CCI.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/RSI.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/BBRSI.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/BodhiDI_public.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/bryanbeck.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/buyatsellat_ui.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/CCI.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/CCI_custom.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/custom.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/CUSTOM_RSI.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/Dave.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

[2018-05-16 14:31:36] Brute Force mode enabled

[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/DEMA.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/DEMACrossover.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/DI.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/DynBuySell.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/EMA_OR_PRICE_DIV.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/EMACrossover.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/EMADIV.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/EMADIV2.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/FIXPRICE.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/jazzbre.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/MACD.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/MACD_1520024643.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/MK_RSI_BULL_BEAR.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

[2018-05-16 14:31:36] Brute Force mode enabled

[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/mounirs_esto.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

[2018-05-16 14:31:36] Brute Force mode enabled

[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/n8_v2_BB_RSI_SL.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/NEO.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/neuralnet_v2.tomltrue[2018-05-16 14:31:36] Brute Force mode enabled

config/strategies/NN_ADX_RSI.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/PPO.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/RSI.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/RSI_BB_ADX_Peak.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/RSI_BULL_BEAR.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/RSI_BULL_BEAR_ADX_PINGPONG.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/RSI_Bull_Bear_Adx_Stop.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/rsidyn.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/RsiStopLoss.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/StochRSI.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/Supertrend_Gab0.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/talib-macd.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/TEMA.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/TMA.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/TSI.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/tulip-adx.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/tulip-macd.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/tulip-multi-strat.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/UO.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/varPPO.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/w2.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

config/strategies/x2_rsi.tomltrue[2018-05-16 14:31:37] Brute Force mode enabled

[2018-05-16 14:31:37] Starting Backtest Machine...
============================================================== I N P U T    D A T A ===============================================================

Pairs
poloniex:BTC:ADA, kraken:EUR:XBT, binance:BNB:STEEM, binance:BNB:STEEM, binance:BNB:STEEM
Total: 5
Strategies
MACD, CCI, RSI, BBRSI, bestone_updated_hardcoded, BodhiDI_public, bryanbeck, buyatsellat_ui, CCI, CCI_custom, custom, CUSTOM_RSI, Dave, DEBUG_single-advice, DEBUG_toggle-advice, DEMA, DEMACrossover, DI, DynBuySell, EMA_OR_PRICE_DIV, EMACrossover, EMADIV, EMADIV2, FIXPRICE, jazzbre, MACD, MACD_1520024643, MK_RSI_BULL_BEAR, mounirs-ga-version-1, mounirs-ga-version-2, mounirs_esto, n8, n8_v2, n8_v2_BB_RSI_SL, NEO, neuralnet_v2, NN_ADX_RSI, noop, PPO, RSI, RSI_BB_ADX_Peak, RSI_BULL_BEAR, RSI_BULL_BEAR_ADX_PINGPONG, RSI_Bull_Bear_Adx_Stop, rsidyn, RsiStopLoss, scarface_v2, StochRSI, Supertrend_Gab0, talib-macd, TEMA, TMA, TSI, tulip-adx, tulip-macd, tulip-multi-strat, UO, varPPO, w2, x2_rsi
Total: 60
Candles
10:73, 11:70, 12:69, 13:65
Total: 4
[2018-05-16 14:31:37] 1140 backtests remain
============================================================= L A S T    R E S U L T S ============================================================

Pair                                      Strategy       Profit   Profit-market  Trades/day  Win trades  Best win  Worst loss  Candle  Days   Time

2018-05-16 14:31:37 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:37 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:37 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:37 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:37 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:37 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:37 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:37 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:38 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:38 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:38 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC

BTC-ADA Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:38 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:38 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:38 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:38 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Alligator

BTC-ADA Backtest is failed. Talib is not enabled

2018-05-16 14:31:38 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:38 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:38 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:38 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:38 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:39 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:39 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:39 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:39 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:39 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:39 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:39 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:39 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:39 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:40 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:40 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:40 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:40 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:40 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:40 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:40 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:40 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:40 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:40 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:40 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:40 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:40 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:40 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:40 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:40 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:40 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:40 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:41 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:41 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/mounirs-ga-version-2.js:1:79)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:41 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:41 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:41 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:41 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:41 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:41 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:41 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/n8.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:42 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:42 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:42 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:42 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:42 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:42 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:42 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:42 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:42 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:42 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:42 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:42 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:42 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:42 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:42 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:42 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:42 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:42 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:42 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:42 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:42 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:42 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:42 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:42 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:42 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:42 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:42 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:43 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:43 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:43 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:43 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:43 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:43 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:43 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:43 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:43 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:43 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:43 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:43 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:43 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:43 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:43 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:43 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:43 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:43 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

module.js:549

throw err;

^
Error: Cannot find module 'mathjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/rsidyn.js:3:12)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:44 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:44 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:44 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:44 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:44 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:44 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:44 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:44 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:44 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:45 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:45 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:45 (ERROR):    Failed to load indicator Alligator

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/neuralnet_v2.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:45 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:45 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:45 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:45 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:45 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:45 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:45 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:45 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:31:45 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:45 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:45 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:45 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:45 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:45 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:45 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:45 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:45 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:45 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:45 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:45 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:45 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:45 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:45 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:45 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:46 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:46 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:46 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:46 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:46 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:46 (ERROR):    Failed to load indicator Alligator

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:46 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:46 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:46 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:46 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:46 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:46 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:46 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:46 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:46 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:46 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:46 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:46 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:47 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:47 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:47 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:47 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:47 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:47 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:47 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:47 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:47 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

module.js:549

throw err;

^
Error: Cannot find module 'joi'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/CUSTOM_RSI.js:4:13)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:48 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:48 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:48 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:48 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:48 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:48 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:48 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:48 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:48 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:48 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:48 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:48 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:48 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:48 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:48 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:48 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:48 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:48 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:48 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:48 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:48 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:48 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:48 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:48 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:48 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:48 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:48 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:49 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:49 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:49 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:49 (ERROR):    Failed to load indicator HEIKEN

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:49 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:49 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:49 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:49 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:49 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:50 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:50 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:50 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:50 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:50 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:50 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:50 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:50 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:50 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:50 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:50 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:50 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:50 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:50 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:50 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:50 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:50 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:50 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:50 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:50 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:50 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:50 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:50 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:50 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:50 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:50 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:50 (ERROR):    Failed to load indicator Stoch

/home/zonguin/gekko/strategies/indicators/PPO.js:9

this.short = new EMA(config.short);

^
TypeError: Cannot read property 'short' of undefined

at new Indicator (/home/zonguin/gekko/strategies/indicators/PPO.js:9:31)

at Base.addIndicator (/home/zonguin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:308:34)

at Base.bound [as addIndicator] (/home/zonguin/gekko/node_modules/lodash/dist/lodash.js:729:21)

at Base.method.init (/home/zonguin/gekko/strategies/varPPO.js:27:8)

at Base.bound [as init] (/home/zonguin/gekko/node_modules/lodash/dist/lodash.js:729:21)

at new Base (/home/zonguin/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)

at Actor.setupTradingMethod (/home/zonguin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)

at Actor.bound [as setupTradingMethod] (/home/zonguin/gekko/node_modules/lodash/dist/lodash.js:729:21)

at new Actor (/home/zonguin/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)

at load (/home/zonguin/gekko/core/pluginUtil.js:95:22)

BTC-ADA Backtest is failed.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:51 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:51 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:51 (ERROR):    Failed to load indicator Alligator

module.js:549

throw err;

^
Error: Cannot find module 'mathjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/w2.js:2:12)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:51 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:51 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:51 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:51 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:51 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:51 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:52 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:52 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:52 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:52 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:52 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:52 (ERROR):    Failed to load indicator Alligator

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/mounirs_esto.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:52 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:52 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:52 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:52 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:52 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:52 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:52 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:52 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:52 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:52 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:52 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:52 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Talib is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:53 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:53 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:53 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:53 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:53 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:53 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:53 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:53 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:53 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:53 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:53 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:53 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:53 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:53 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:53 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:53 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:53 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:53 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Talib is not enabled

BTC-ADA Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:31:54 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:54 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:54 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:54 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:54 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:54 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:54 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:54 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:54 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:54 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:54 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:54 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:54 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:54 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:54 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:54 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:54 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:54 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:54 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:54 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:54 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:54 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:54 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:54 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:54 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:54 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:54 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:55 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:55 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:55 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:55 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:55 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:55 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:55 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:55 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:55 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:55 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:55 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:55 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:55 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:55 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:55 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:55 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:55 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:55 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:31:56 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:56 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:56 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:56 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:56 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:56 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:56 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:56 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:56 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:56 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:56 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:56 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:56 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:56 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:56 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:56 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:56 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:56 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:56 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:56 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:56 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:56 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:56 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:56 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:56 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:56 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:56 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Talib is not enabled

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/scarface_v2.js:3:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/NN_ADX_RSI.js:3:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:58 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:58 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:58 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:58 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:58 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/mounirs-ga-version-1.js:3:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

2018-05-16 14:31:58 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed.

2018-05-16 14:31:58 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:58 (ERROR):    Failed to load indicator Alligator

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/n8_v2.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

BTC-ADA Backtest is failed.

2018-05-16 14:31:58 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:58 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:58 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:58 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:58 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:58 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:31:58 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:58 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:31:58 (ERROR):    Failed to load indicator NN

2018-05-16 14:31:58 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:58 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:58 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:58 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:31:58 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:31:58 (ERROR):    Failed to load indicator NN

BTC-ADA Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:31:58 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:31:58 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:31:58 (ERROR):    Failed to load indicator STC

2018-05-16 14:31:58 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

BTC-ADA Backtest is failed. History database does not exist for exchange poloniex at version 0.1.

2018-05-16 14:32:00 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/n8_v2_BB_RSI_SL.js:3:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

2018-05-16 14:32:00 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

BTC-ADA Backtest is failed.

2018-05-16 14:32:00 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:00 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:00 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:00 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:00 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:00 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:00 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:00 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:00 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:00 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:00 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:00 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:00 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:00 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:00 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:00 (ERROR):    Failed to load indicator NN

EUR-XBT Backtest is failed. Talib is not enabled

2018-05-16 14:32:00 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:00 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:00 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:00 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:00 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:00 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:00 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:00 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:00 (ERROR):    Failed to load indicator Stoch

EUR-XBT Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:32:00 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:00 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:00 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:01 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:01 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:01 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:01 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:01 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:01 (ERROR):    Failed to load indicator Stoch

BTC-ADA Backtest is failed. Tulip indicators is not enabled

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

2018-05-16 14:32:02 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:02 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:02 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:02 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:02 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:02 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:02 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:02 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:02 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:02 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:02 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:02 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:02 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:02 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:02 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:02 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:02 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:02 (ERROR):    Failed to load indicator Stoch

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

2018-05-16 14:32:03 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:03 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:03 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:03 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:03 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:03 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:03 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:03 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:03 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:03 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:03 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:03 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:03 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:03 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:03 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:03 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:04 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:04 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:04 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:04 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:04 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:04 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:04 (ERROR):    Failed to load indicator NN

EUR-XBT Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:32:04 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:04 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:04 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:04 (ERROR):    Failed to load indicator Stoch

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/mounirs-ga-version-2.js:1:79)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

EUR-XBT Backtest is failed.

2018-05-16 14:32:04 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:04 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:04 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:04 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:05 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:05 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:05 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:05 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:05 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:05 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:05 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:05 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:05 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:05 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:05 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:05 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:05 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:05 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:05 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:05 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:05 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:05 (ERROR):    Failed to load indicator STC

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

2018-05-16 14:32:05 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:05 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:05 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:05 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:05 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:05 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:05 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:06 (ERROR):    Failed to load indicator Alligator

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/n8.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

EUR-XBT Backtest is failed.

2018-05-16 14:32:06 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:06 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:06 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:06 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:06 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:06 (ERROR):    Failed to load indicator Stoch

EUR-XBT Backtest is failed. Tulip indicators is not enabled

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

2018-05-16 14:32:07 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:07 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:07 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:07 (ERROR):    Failed to load indicator Alligator

module.js:549

throw err;

^
Error: Cannot find module 'mathjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/rsidyn.js:3:12)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

2018-05-16 14:32:07 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:07 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

EUR-XBT Backtest is failed.

2018-05-16 14:32:07 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:07 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:07 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:07 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:07 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:07 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:08 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:08 (ERROR):    Failed to load indicator NN

module.js:549

throw err;

^
Error: Cannot find module 'convnetjs'

at Function.Module._resolveFilename (module.js:547:15)

at Function.Module._load (module.js:474:25)

at Module.require (module.js:596:17)

at require (internal/module.js:11:18)

at Object. (/home/zonguin/gekko/strategies/neuralnet_v2.js:4:17)

at Module._compile (module.js:652:30)

at Object.Module._extensions..js (module.js:663:10)

at Module.load (module.js:565:32)

at tryModuleLoad (module.js:505:12)

at Function.Module._load (module.js:497:3)

EUR-XBT Backtest is failed.

2018-05-16 14:32:08 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:08 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:08 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:08 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:08 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:08 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:08 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:08 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:08 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:08 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:08 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:08 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:08 (ERROR):    Failed to load indicator Stoch

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

2018-05-16 14:32:09 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:09 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:09 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:09 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:09 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:09 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:09 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:09 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:09 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:09 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:09 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:09 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:10 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:10 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:10 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:10 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:10 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:10 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:10 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:10 (ERROR):    Failed to load indicator HEIKEN

EUR-XBT Backtest is failed. Tulip indicators is not enabled

2018-05-16 14:32:10 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:10 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:10 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:10 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:10 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:10 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:10 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:10 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:10 (ERROR):    Failed to load indicator Stoch

EUR-XBT Backtest is failed. Tulip indicators is not enabled

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

2018-05-16 14:32:11 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:11 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:11 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:11 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:11 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:11 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:11 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:11 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:11 (ERROR):    Failed to load indicator Alligator

2018-05-16 14:32:11 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:11 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:11 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:11 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:11 (ERROR):    Failed to load indicator HEIKEN

2018-05-16 14:32:11 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:11 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:11 (ERROR):    Failed to load indicator NN

2018-05-16 14:32:11 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:11 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:11 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:11 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:11 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:11 (ERROR):    Failed to load indicator Stoch

2018-05-16 14:32:11 (ERROR):    Failed to load indicator RSI-beta

2018-05-16 14:32:11 (ERROR):    Failed to load indicator STC-1525204573

2018-05-16 14:32:11 (ERROR):    Failed to load indicator STC

2018-05-16 14:32:11 (ERROR):    Failed to load indicator Stoch

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1.

2018-05-16 14:32:12 (WARN):     TALIB indicators could not be loaded, they will be unavailable.

2018-05-16 14:32:12 (WARN):     TULIP indicators could not be loaded, they will be unavailable.

module.js:549

throw err;

^

Error: Cannot find module 'joi' at Function.Module._resolveFilename (module.js:547:15) at Function.Module._load (module.js:474:25) at Module.require (module.js:596:17) at require (internal/module.js:11:18) at Object. (/home/zonguin/gekko/strategies/CUSTOM_RSI.js:4:13) at Module._compile (module.js:652:30) at Object.Module._extensions..js (module.js:663:10) at Module.load (module.js:565:32) at tryModuleLoad (module.js:505:12) at Function.Module._load (module.js:497:3) 2018-05-16 14:32:12 (ERROR): Failed to load indicator Alligator EUR-XBT Backtest is failed. 2018-05-16 14:32:13 (ERROR): Failed to load indicator HEIKEN 2018-05-16 14:32:13 (ERROR): Failed to load indicator NN 2018-05-16 14:32:13 (ERROR): Failed to load indicator RSI-beta 2018-05-16 14:32:13 (ERROR): Failed to load indicator STC-1525204573 2018-05-16 14:32:13 (ERROR): Failed to load indicator STC 2018-05-16 14:32:13 (ERROR): Failed to load indicator Stoch EUR-XBT Backtest is failed. History database does not exist for exchange kraken at version 0.1. 2018-05-16 14:32:13 (WARN): TALIB indicators could not be loaded, they will be unavailable. 2018-05-16 14:32:13 (WARN): TULIP indicators could not be loaded, they will be unavailable. 2018-05-16 14:32:13 (ERROR): Failed to load indicator Alligator 2018-05-16 14:32:13 (WARN): TALIB indicators could not be loaded, they will be unavailable. 2018-05-16 14:32:13 (WARN): TULIP indicators could not be loaded, they will be unavailable. 2018-05-16 14:32:13 (WARN): TALIB indicators could not be loaded, they will be unavailable. 2018-05-16 14:32:13 (WARN): TULIP indicators could not be loaded, they will be unavailable. 2018-05-16 14:32:13 (ERROR): Failed to load indicator Alligator 2018-05-16 14:32:13 (ERROR): Failed to load indicator Alligator 2018-05-16 14:32:13 (ERROR): Failed to load indicator HEIKEN 2018-05-16 14:32:13 (ERROR): Failed to load indicator NN 2018-05-16 14:32:13 (ERROR): Failed to load indicator HEIKEN 2018-05-16 14:32:13 (ERROR): Failed to load indicator HEIKEN 2018-05-16 14:32:13 (ERROR): Failed to load indicator NN 2018-05-16 14:32:13 (ERROR): Failed to load indicator RSI-beta 2018-05-16 14:32:14 (ERROR): Failed to load indicator NN 2018-05-16 14:32:14 (ERROR): Failed to load indicator STC-1525204573 2018-05-16 14:32:14 (ERROR): Failed to load indicator STC 2018-05-16 14:32:14 (ERROR): Failed to load indicator Stoch 2018-05-16 14:32:14 (ERROR): Failed to load indicator RSI-beta 2018-05-16 14:32:14 (ERROR): Failed to load indicator RSI-beta 2018-05-16 14:32:14 (ERROR): Failed to load indicator STC-1525204573 2018-05-16 14:32:14 (ERROR): Failed to load indicator STC-1525204573

[Request] Auto generated configs

Hello,
i've seen you're using the config stored in the TOML files, but is there a way to use multiple configs in one run?

Or even randomize it?

for example , i want to test MACD on NEO\USDT using this config:

config.MACD = {
short: valA,
long: valB,
signal: 9,
thresholds: {
down: -0.025,
up: 0.025,
persistence: 1
}
};

and keeping valA and valB as random between 0 and 30 (just a stupid test)

is this possible at the moment?

Thanks

Config seems to ignore filepath for TOML files

No matter what I put it this line, the tool keeps using the original path

Gekko-BacktestTool/backtest-config.pl

Line 94 in 9180779

$toml_directory = 'config/strategies/';

Adding .toml to strategy name in tmp file

The latest version of the script is adding .toml making it unreadable from the tmp file.

Is this intended behaviour?

./backtest.pl -p bitfinex:USD:ALL
TypeError: Cannot set property 'toml' of undefined
at Object. (/Users/hasitt/Downloads/gekko/tmp/tmp_configNjIWT.js:27:32)
at Module._compile (module.js:652:30)
at Object.Module._extensions..js (module.js:663:10)
at Module.load (module.js:565:32)
at tryModuleLoad (module.js:505:12)
at Function.Module._load (module.js:497:3)
at Module.require (module.js:596:17)
at require (internal/module.js:11:18)
at Object.getConfig (/Users/hasitt/Downloads/gekko/core/util.js:46:15)
at Object. (/Users/hasitt/Downloads/gekko/core/log.js:13:19)
/Users/hasitt/Downloads/gekko/tmp/tmp_configlNWK5.js:27
config.RSI_BULL_BEAR_ADX.toml = {
^

Ranges in TOML files do not work when datatype not equal to numeric/integer.

When a range of type integer is declared in a strategy TOML file, all possible combinations seems to be calculated correctly. For example, a TOML file having the following setting:
StopLossPercentage = 2..5:1 OR StopLossPercentage = 2,3,4,5

creates 4 backtests, which is correct. When the datatype is of type boolean or string, this does not seem to work. For example:
StopLossStrategy = "regular","trailing","none" ==> creates error during script, "invalid character: , "..
StopLossStrategy = ["regular","trailing","none"] ==> only seems to be considering the first one.

Same goes for boolean:
StopLossLimit = [true, false] ==> not working, only seems to be considering the first one.

Etc. It looks like only numeric/integer ranges/arrays are interpreted correctly?

(ERROR): Failed to load indicator STC

Hi,
i have installed a fresh gekko instance with the backtest tool.
I importet the HL.js strat and all indicators from https://github.com/Gab0/Gekko-extra-indicators.
Now, whenn i'm running perl backtest.pl with only the strat 'HL' in combination with ETH:BCC and only one dataset i importet with gekko, i'll get the error 'Failed to load indicator STC'.

What ist wrong?

Having a problem installing

Whenever I try to install and run this I get the following error:

pi@raspberrypi:~/gekko $ perl backtest.pl
Can't locate LWP/Protocol/https.pm in @inc (you may need to install the LWP::Protocol::https module) (@inc contains: /etc/perl /usr/local/lib/arm-linux-gnueabihf/perl/5.24.1 /usr/local/share/perl/5.24.1 /usr/lib/arm-linux-gnueabihf/perl5/5.24 /usr/share/perl5 /usr/lib/arm-linux-gnueabihf/perl/5.24 /usr/share/perl/5.24 /usr/local/lib/site_perl /usr/lib/arm-linux-gnueabihf/perl-base) at backtest.pl line 28.
BEGIN failed--compilation aborted at backtest.pl line 28.

I am running this on a raspberry pi. I have already installed all the dependencies as directed.

date ranges

With dateranges commented in config file, tool doesnt work.
with uncommented or ranges given in commandline, then it tests only for initial 30 or so days from the range.
no errors otherwise.
any ideas?

Error creating ALL RESULTS table and something about ForkManager

Hi first of all great work, I really like this backtesttool and gekko this is better than life xD
sorry bothering you i'm trying to make this work ok, i had this error maybe you can help me.

[2018-06-03 10:03:47] Creating TOP STRATEGY table...
DBD::CSV::st execute failed: No such column 'DISTINCT strategy' at DBI/DBD/SqlEngine.pm line 1271.
[for Statement "SELECT DISTINCT strategy, strategy_settings FROM tmp/tmp_datavz_de.csv"] at script/backtest.pl line 182.
DBD::CSV::st execute failed: No such column 'DISTINCT strategy' at DBI/DBD/SqlEngine.pm line 1271.
[for Statement "SELECT DISTINCT strategy, strategy_settings FROM tmp/tmp_datavz_de.csv"] at script/backtest.pl line 182.
ubuntu@unnamed:~/gekkoquasar/gekko$ BTC:ETC TEMA 0.00% -2.37 0.00 % % % 60:10 3 00:02
The storable module was unable to store the child's data structure to the temp file "/tmp/xtngYT8gL8/Parallel-ForkManager-764-768.txt": can't create /tmp/xtngYT8gL8/Parallel-ForkManager-764-768.txt: No such file or directory at Parallel/ForkManager.pm line 84.
BTC:ETC TEMA 0.00% -2.37 0.00 % % % 30:10 3 00:02
The storable module was unable to store the child's data structure to the temp file "/tmp/xtngYT8gL8/Parallel-ForkManager-764-766.txt": can't create /tmp/xtngYT8gL8/Parallel-ForkManager-764-766.txt: No such file or directory at Parallel/ForkManager.pm line 84.
BTC:ETC TEMA -5.74% -8.11 2.33 0.00% -1.04% -1.46% 15:10 3 00:02
The storable module was unable to store the child's data structure to the temp file "/tmp/xtngYT8gL8/Parallel-ForkManager-764-765.txt": can't create /tmp/xtngYT8gL8/Parallel-ForkManager-764-765.txt: No such file or directory at Parallel/ForkManager.pm line 84.

Binance download error with -ft parameter

I downloaded full history file of binance:USDT (binance_0.1.db). When I call the following statement I see a download error: perl backtest.pl -p binance:BNB:ADA -i -ft 60

BNB:APPC (1969-11-02 00:33:38 - 2018-05-28 19:43:37) is started at 2018-05-28 19:43:37...
2018-05-28 19:43:41 (ERROR): [binance.js] (getTrades) returned an irrecoverable error: Error: Response code 400
2018-05-28 19:43:41 (ERROR): There was an error importing from Binance [binance.js] Response code 400
Trade fetch came back empty.
Import of binance BNB-APPC is done. Elapsed time: 2 seconds.

It seems that downloading (from binance?) is not working when using the -ft parameter.

DBD::CSV::st execute failed

I'm running Gekko-BacktestTool in Windows with Strawberry Perl and I'm getting this error message after 4 minutes of backtesting.

DBD::CSV::st execute failed:
Execution ERROR: Missing first row due to EIF - CR char inside unquoted, not part of EOL at C:/Strawberry/perl/vendor/lib/DBI/DBD/SqlEngine.pm line 1480.
called from backtest.pl at 1486.

at C:/Strawberry/perl/vendor/lib/DBI/DBD/SqlEngine.pm line 1271.
[for Statement "SELECT currency, asset, strategy, profit___, profit_market, profit_day___, trades_day, best_win, worst_loss, avg_HODL_min_, avg_price, overall_trades_day, volume_day FROM tmp\tmp_datayzmnf.csv"] at backtest.pl line 148, line 1.
DBD::CSV::st execute failed:
Execution ERROR: Missing first row due to EIF - CR char inside unquoted, not part of EOL at C:/Strawberry/perl/vendor/lib/DBI/DBD/SqlEngine.pm line 1480.
called from backtest.pl at 1486.

at C:/Strawberry/perl/vendor/lib/DBI/DBD/SqlEngine.pm line 1271.
[for Statement "SELECT currency, asset, strategy, profit___, profit_market, profit_day___, trades_day, best_win, worst_loss, avg_HODL_min_, avg_price, overall_trades_day, volume_day FROM tmp\tmp_datayzmnf.csv"] at backtest.pl line 148, line 1.
Can't use an undefined value as a HASH reference at backtest.pl line 674.
2018-05-18 11:49:09 (WARN): TALIB indicators could not be loaded, they will be unavailable.
2018-05-18 11:49:09 (WARN): TULIP indicators could not be loaded, they will be unavailable.
USD:ETH RSI_BULL_BEAR_ADX 9|14|76|16|21|52|19 13.55% -24.37 2.37 52.86% 4.87% -5.05% 382 59 00:03

I can consistently replicate this issue. I googled and found this stackoverflow saying there's probably invalid characters being output but I'm not quite sure how to identify which character is causing this issue. I don't think it has anything to do with the TALIB and TULIP warning as the strategy I'm testing doesn't use those indicators.

Here is the backtest-config file.

backtest-config.zip

Issues with Gekko running in Docker

Everytime when I try to run the backtest, I get he following error.
Gekko is not running during that. The needed imports are available.

Do you have an idea?

root@eb5721dff5de:~/gekko# perl backtest.pl                                                              
/root/gekko/strategies/indicators/MACD.js:7                                                              
  this.short = new EMA(config.short);                                                                    
                              ^                                                                          
                                                                                                         
TypeError: Cannot read property 'short' of undefined                                                     
    at new Indicator (/root/gekko/strategies/indicators/MACD.js:7:31)                             
    at Base.addIndicator (/root/gekko/plugins/tradingAdvisor/baseTradingMethod.js:308:34)
    at Base.bound [as addIndicator] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Base.method.init (/root/gekko/strategies/MACD.js:34:8)                     
    at Base.bound [as init] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at new Base (/root/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)    
    at Actor.setupTradingMethod (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)             
    at Actor.bound [as setupTradingMethod] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)       
    at new Actor (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)                             
    at load (/root/gekko/core/pluginUtil.js:95:22)                                                       
USD-ETP Backtest is fail. Check logs/USD-ETP-MACD-9-75.log file for more details.                        
/root/gekko/strategies/indicators/MACD.js:7                                                              
  this.short = new EMA(config.short);                                                                    
                              ^                           
TypeError: Cannot read property 'short' of undefined
    at new Indicator (/root/gekko/strategies/indicators/MACD.js:7:31)
    at Base.addIndicator (/root/gekko/plugins/tradingAdvisor/baseTradingMethod.js:308:34)
    at Base.bound [as addIndicator] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Base.method.init (/root/gekko/strategies/MACD.js:34:8)
    at Base.bound [as init] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at new Base (/root/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)
    at Actor.setupTradingMethod (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)
    at Actor.bound [as setupTradingMethod] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at new Actor (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)
    at load (/root/gekko/core/pluginUtil.js:95:22)
/root/gekko/strategies/indicators/MACD.js:7
  this.short = new EMA(config.short);
                              ^

TypeError: Cannot read property 'short' of undefined
    at new Indicator (/root/gekko/strategies/indicators/MACD.js:7:31)
    at Base.addIndicator (/root/gekko/plugins/tradingAdvisor/baseTradingMethod.js:308:34)
    at Base.bound [as addIndicator] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Base.method.init (/root/gekko/strategies/MACD.js:34:8)
    at Base.bound [as init] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at new Base (/root/gekko/plugins/tradingAdvisor/baseTradingMethod.js:87:8)
    at Actor.setupTradingMethod (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:62:17)
    at Actor.bound [as setupTradingMethod] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at new Actor (/root/gekko/plugins/tradingAdvisor/tradingAdvisor.js:23:8)
    at load (/root/gekko/core/pluginUtil.js:95:22)
USD-ETP Backtest is fail. Check logs/USD-ETP-MACD-6-100.log file for more details.
USD-ETP Backtest is fail. Check logs/USD-ETP-MACD-8-80.log file for more details.

Failed to change directory to 'util/genMarketFiles'

when I run the binary with this command ./backtest -i -f 2018-09-23 -t now

It show this error message:

Failed to change directory to 'util/genMarketFiles': No such file or directory at script/backtest.pl line 489.

I think the currect folder path will be

/exchange/util/genMarketFiles/

Error when trying to import data

Running any of these commands results on error below

perl backtest.pl -i -f 2017-04-20 -t now or
perl backtest.pl -i -p binance:BTC:ALL -f last -t now

Can't locate object method "new" via package "JSON" at backtest.pl line 447.

Tried on Windows machine and MacOS!

Gekko can't find the strategy

it seems that backtestTool can't find my strategy. Strategy is in /strategies folder and toml is in \config\strategies. Below details of the the output. Same behavior in win10 and ubuntu. Not sure why this is happening, other strategies like RSI, RSI_BULL_BEAR .... are working fine.

Any advice?

#output:
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time

USDT-BTC Backtest is failed. Gekko can't find the strategy "GbtEmaRsiV02"

[2018-09-14 20:53:10] 100% complete. Elapsed: 00:00:00, average backtest duration: 00:00

Winbash / WSL issue | Solved.

Not entirely sure if this is anything you can resolve or have ideas on but worth documenting anyway.

When running backtest.pl - config is correct etc what we get is:
Can't exec "node": No such file or directory at backtest.pl line 624.

I THINK this is winbash causing perl to run in "Windows" and not "WSL". Not clear yet though.

Update for Gekko 0.6.0

I've released gekko 0.6 which has some differences in the API. See the following links for details:

How to enable brute force optimal parameters for strategy

Hey, great work thanks!

Can you explain how to enable the brute force for optiomal paramters for a strategy? I couldnt find it in the documentation! Thanks and sorry if I missed it.

Open-Source UNIX/MAC - "Failed to load indicator STC" & "The storable module was unable to store the child's data structure to the temp file"

Hello
Thank you so much for this tool! The potential is incredible...

I've followed exactly the instructions below:

Open Source: Other Unix-like OS

Clone git https://github.com/xFFFFF/Gekko-BacktestTool
Copy files to Gekko's main directory
Install dependies:
$ su
$ cpan install Parallel::ForkManager Time::ParseDate Time::Elapsed Getopt::Long List::MoreUtils File::chdir Statistics::Basic DBI DBD::SQLite JSON::XS TOML File::Basename File::Find::Wanted Template LWP::UserAgent LWP::Protocol::https Set::CrossProduct DBD::CSV Text::Table File::Copy

But I'm gettin the following errors :

I've double checked and all the informed dependencies are installed and up-to-date, including perl.

Thanks

DB error

 Collect data from coinmarketcap.com
DBI connect('dbname=history/kraken_0.1.db','',...) failed: unable to open database file at backtest.pl line 790.

Why am I getting this?

Community feature request

Do you have ideas for new features for Gekko BacktestTool? Feel free to write it.

Issue downloading datasets from Docker

Hi,
Thanks a lot for this tool, it looks amazing. I've noticed an extremely slow history download on my RPI2 so I assumed that it was caused by the limited amount of resources available on the RPI2, so I decided to try it using Docker on my MBP (on a side note, is the history download a lot faster on a faster machine?). I added the config for Gekko-BacktestTool to gekko Dockerfile and it created the image correctly.

However when I run the following command I always get the following error, no matter what exchange or pair I use:

perl backtest.pl -i -p kraken:ETH:ALL -f last -t now

And the error:

Updating Gekko's kraken market data...
Done writing Kraken market data
Import 6 pairs: kraken:ETH:EOS, kraken:ETH:GNO, kraken:ETH:ETC, kraken:ETH:ICN, kraken:ETH:MLN, kraken:ETH:REP.
DBD::SQLite::db prepare failed: no such table: candles_ETH_EOS at backtest.pl line 522.
DBD::SQLite::db prepare failed: no such table: candles_ETH_EOS at backtest.pl line 522.

Any ideas?

CANT RUN backtest

Error: Cannot find module '/home/gdax/gekko/Gekko-BacktestTool/gekko'
at Function.Module._resolveFilename (module.js:547:15)
at Function.Module._load (module.js:474:25)
at Function.Module.runMain (module.js:693:10)
at startup (bootstrap_node.js:191:16)
at bootstrap_node.js:612:3
ETH-LINK Backtest is failed.

Different results using BacktestTool and Gekko UI

Hello,

I'm getting slightly different results with Gekko UI and BacktestTool with:

The same strategy
Same pair and dataset interval
Default TOML file (I've hardcoded the settings)
same paper trader settings

The results are pretty close (even upon lookin on the "Roundtrips" table, but are not the same. Not sure if this is to be expected.

backtest-config.txt
gekko-backtest-tool-output.txt
Gekko-result-ui.pdf

Test multiple candles

It is crucial to be able to test multiple candles. Currently this is not possible due to a bug.
https://github.com/xFFFFF/Gekko-BacktestTool/blob/master/backtest-config.pl#L17
I am just posting this bug here, as a to-do item.

Importer working yet?

Really liking this script!

Does the importer exist ?

/mnt/f/bash/g511/gekko$ perl backtest.pl -i
Can't open perl script "backtest.pl": No such file or directory
:/mnt/f/bash/g511/gekko$ cd GekkoBacktestTool/
/mnt/f/bash/g511/gekko/GekkoBacktestTool$ perl backtest.pl -i
Failed to change directory to 'util/genMarketFiles': No such file or directory at backtest.pl line 257.
:/mnt/f/bash/g511/gekko/GekkoBacktestTool$ perl backtest.pl -i
Updating Gekko's poloniex market data...
module.js:472
throw err;
^

Error: Cannot find module '/mnt/f/bash/g511/gekko/GekkoBacktestTool/util/genMarketFiles/update-poloniex.js'

Support

Who is supporting this project? Is it alive?

BacktestTool results differ from Gekko UI

Hi,

I keep getting different results in BacktestTool and the Gekko UI.
I cross-checked the value for slippage, fee taker and fee maker, etc. (multiple times):
backtest.pl

config.paperTrader = {
  enabled: true,
  reportInCurrency: true,
  simulationBalance: {
    asset: 0,
    currency: 4,
  },
  feeMaker: 0.05,
  feeTaker: 0.05,
  feeUsing: 'maker',
  slippage: 0.5,
}

backtest-config.pl

# Other Gekko's settings for backtest
$asset_c = 0.00662;
$currency_c = 0;
$fee_maker = 0.05;
$fee_taker = 0.05;
$fee_using = 'maker';
$slippage = 0.5;
$riskFreeReturn = 5;
############################# END OF CONFIGURATION #############################

config/plugins/paperTrader.toml

feeMaker = 0.05
feeTaker = 0.05
feeUsing = 'maker'
slippage = 0.5

[simulationBalance]
asset = 0.00662
currency = 0

Even when I change the asset/currency (in the Gekko UI) to correspond with either the backtest.pl or the backtest-config.pl, I still get a different result in de Gekko UI.

This is what I would expect to see:


currency | asset | strategy | profit[%] | profit-market | profit/day[%] | market change[%] | trades/day | wins[%] | best win | median wins | worst loss | median losses | avg HODL[min] | candleSize | historySize | days | dataset from | to | strategy settings | note
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | --

USDT | BTC | MACD 7\|15\|10\|7 | 13,22 | 6,15 | 0,73 | 7,08 | 2,67 | 43,48 | 9,67 | 1,03 | -4,34 | -0,53 | 545 | 5 | 250 | 18 | 2018-12-19 20:49:00 | 2019-01-07 00:01:00 | long = 15 short = 7 signal = 7 [thresholds] down = -0.025 persistence = 10 up = 0.025 | first run
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | --

According to this backtest it would result in 2,67 trades/day (*18 days), so that would be a total of ~48 trades. Gekko UI however produces 173 trades.

The only thing I can think of is the riskFreeReturn value, would that be of influence? I tried adding this value in the papertrader, but without any result:

Any ideas? I guess I must be overlooking something, but I just can't figure out what that might be..
Thanks!

BacktestTool v0.7
Gekko v0.6.8

Report bug

The script is in early development and I know it has a lot of bugs. Please report all errors. I will try to correct them at the next update. I may not know about all the bugs.

Use JSON config files

Hi and firstly great work on the backtesting tool. I realized an issue today. When setting $use_toml_files = 'no' there are always 0 remaining backtests.

$use_toml_files = 'no'; => You dont add strategy, pairs or warmups to configuration file.

I defined my pairs, strategies and warmups in the backtest-config.pl file. Then I decided to put the strategy configs in the JSON part of backtest-config.pl, so I set $use_toml_files = 'no';

It seems that when I set $use_toml_files = 'no', it doesn't read my pairs, strategies and warmups config anymore from the file and I get the following warning:
"You dont add strategy, pairs or warmups to configuration file."

How can I get this to work?

It seems when backtest number > 100.000 the tool slows down

When I input multiple values to be tested in the strategy config and the total combination of backtest number exceeds 100.000 it seems the tool slows down. I am using 8 core 10 threads.

Test progress is reset

Hi!
I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.

A little about the environment:
ОС: os x high sierra

strategy configuration:
SMA_long = "100..1000:100"
SMA_short = "10..70:10"

BULL

BULL_RSI = "15..30:10"
BULL_RSI_high = "70..80:10"
BULL_RSI_low = "40..50:10"

BEAR

BEAR_RSI = "15..30:10"
BEAR_RSI_high = "50..60:5"
BEAR_RSI_low = "20..40:5"

backtest log:

[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36

============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time

2018-12-02 14:11:32 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 50|40|10|15|15|80|700|50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07
.......
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min

......

[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........

[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...

=================================================================== A L L R E S U L T S ====================================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day

BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............

[2018-12-02 14:14:25] Creating TOP STRATEGY table...
BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07
.........

================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min

RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......

[2018-12-02 14:17:43] Creating TOP DATASET table...
BTC:XRP RSI_BULL_BEAR 50|20|60|15|25|70|300|50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06
........
============================================================= T O P D A T A S E T ==============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume

BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59

[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42

2018-12-02 14:19:06 (ERROR): Failed to load indicator
2018-12-02 14:19:07 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07
.......

advance thanks!

Search for best parameter when it is a string

Hello,

I'm trying to run the neuralnet strat and it has several possible parameters for the "training method" that are defined as a string;

// the neural network training method to use. Options are 'sgd', 'adagrad', 'windowgrad', 'nesterov'
method = 'adadelta'

I want to use BacktestTool to search several parameters combinations, including the "method".

When I try to set my TOML file as:

method = " 'adagrad', 'sgd', 'adagrad', 'windowgrad', 'nesterov', 'adadelta' "
Result: Nothing happens

method = 'adagrad', 'sgd', 'adagrad', 'windowgrad', 'nesterov', 'adadelta'

method = adagrad, sgd, adagrad, windowgrad, nesterov, adadelta

Result: Syntax error (expected)

Thanks

Backtest failing when strategy name has '-' in it's name

Hi, there - first of all : Great tool! :)

However I noticed, that the Backtest is failing when strategies have the minus-sign in their name:

F:\workspace\gekko-stuff\gekko\tmp\tmp_configVQbdM.js:27
config.tether-simple = {
^^^^^^^^^^^^^^^^^^^^

ReferenceError: Invalid left-hand side in assignment
    at createScript (vm.js:80:10)
    at Object.runInThisContext (vm.js:139:10)
    at Module._compile (module.js:607:28)
    at Object.Module._extensions..js (module.js:654:10)
    at Module.load (module.js:556:32)
    at tryModuleLoad (module.js:499:12)
    at Function.Module._load (module.js:491:3)
    at Module.require (module.js:587:17)
    at require (internal/module.js:11:18)
    at Object.getConfig (F:\workspace\gekko-stuff\gekko\core\util.js:46:15)

Maybe it's better if the script would generate the following assignment statement:
config["tether-simple"] = { .... }

Save strategy props in csv file

How to enable to save strategy properties in .csv file just like in the GIF in README?

Recommend Projects

React

A declarative, efficient, and flexible JavaScript library for building user interfaces.
Vue.js

🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
Typescript

TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
TensorFlow

An Open Source Machine Learning Framework for Everyone
Django

The Web framework for perfectionists with deadlines.
Laravel

A PHP framework for web artisans
D3

Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

javascript

JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
web

Some thing interesting about web. New door for the world.
server

A server is a program made to process requests and deliver data to clients.
Machine learning

Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Visualization

Some thing interesting about visualization, use data art
Game

Some thing interesting about game, make everyone happy.

Recommend Org

Facebook

We are working to build community through open source technology. NB: members must have two-factor auth.
Microsoft

Open source projects and samples from Microsoft.
Google

Google ❤️ Open Source for everyone.
Alibaba

Alibaba Open Source for everyone
D3

Data-Driven Documents codes.
Tencent

China tencent open source team.

xfffff / gekko-backtesttool Goto Github PK

gekko-backtesttool's People

Contributors

Stargazers

Watchers

Forkers

gekko-backtesttool's Issues

Here's the results with Gekko interface:

And results with Gekko-BacktestTool

poloniex:USDT:BTC Total: 1

Strategies

=================================================================================================================================================== Candles

1:1 Total: 1

USDT-BTC Backtest is failed. USDT-BTC Backtest is failed.

Can't locate Parallel/ForkManager.pm in @inc (you may need to install the Parallel::ForkManager module)

============================================================== I N P U T D A T A =============================================================== Pairs

Total: 5

Strategies

Total: 60

Candles

Total: 4

============================================================== I N P U T D A T A =============================================================== Pairs

Total: 5

Strategies

Total: 60

Candles

Total: 4

USDT-BTC Backtest is failed. Gekko can't find the strategy "GbtEmaRsiV02"

BULL

BEAR

......

[2018-12-02 14:13:46] Creating TOP DATASET table... 2018-12-02 14:13:47 (ERROR): Failed to load indicator BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06 ........

BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837 .............

RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374 .......

BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59

Recommend Projects

Recommend Topics

Recommend Org

poloniex:USDT:BTC
Total: 1

===================================================================================================================================================
Candles

1:1
Total: 1

USDT-BTC Backtest is failed.
USDT-BTC Backtest is failed.

============================================================== I N P U T D A T A ===============================================================
Pairs

============================================================== I N P U T D A T A ===============================================================
Pairs

[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........

BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............

RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......