Man, it’s been one heck of a month. Bitcoin decided it would finally wake up and get the rest of the crypto market going. I have been working tirelessly on various updates to Gdax-Sim as well as the many other libraries under my supervision and have used them to go live, more on that latter. For now, let’s just go over some of the many changes to the libraries.
Usual disclaimer: Any action you take using these libraries are of your own choice and I am in no way offering any financial advice.
Finally updated this to have access to the getOrder api end point. This was the final crux I needed to fully test my own system from start to finish. I cleaned up and optimized a great deal of the code behind the many processes of the simulator but there is still room for improvement. I hope to keep expanding on this in the coming month but for now i belive it is in a relativly stable state.
I was getting a limit exceeded exception when accessing the historic rates api end point while trying to sample data for a number of coins at once. Not only did I need to solve this problem but the ramifications of this happening for entries or exits could be catastrophic, so I knew I needed to implement a fix. The solution was a delay parameter for the pulse object. By setting this value to a non-zero int all of the time-based event will be delayed by that many seconds. This was the simplest way for me to easily remain in compliance with the api restrictions.
Updated the indicator list to contain the ichimoku cloud. This indicator returns a very complex object that allows you to access a full picture of the cloud at the current time frame. Secondly the aroon indicator was corrected so that is used the highs and lows and cannot be overridden. Lastly more data values are being added to the candle objects such as the percent change between open and close and two bool values, green and red, that would indicate the color of the candle as it would appear on a human readable chart. Green being true indicates that the close is greater then the open and red being true indicates that the open is greater than the close. The two are mutually exclusive.
Project overload is what I am currently using in my own live trading. This is a fully interrogated system for back testing, analyzing and deploying trading strategies. Currently it is all handled through a command line interface but there is the hope of one day having a web interface to interact with all its various end points. This is my own personal project and I will not be releasing it to the public any time soon. That being said, I will post images and be discussing it on future blog posts as a majority of my work will be on that. One day I might try and market it as its own product or run a signal service through it if things go well enough. Till then I will keep working on this and the other repositories mentioned above.