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I've been working on this for a few weeks now. Every night I perform some twelve hours of the genetic_backtester script. Each morning I replace the running zenbot trade command with the options as provided in the last csv from the backtester which had the best result. I still have exactly 0 trades from Zenbot. I cannot figure out what I'm doing wrong.

Could it be because Kraken (the exchange I prefer) is having so much skew in it's local time? I do notice that a few days after another, I get more or less the same algorithm with more or less the same options, so I would expect at least a few trades... Any hints?

EDIT re comment:

For the genetic algorithm, I'm running it with scripts/genetic_backtester/darwin.js --selector=kraken.XXBT-ZEUR --days 3 --population 100. I leave that running during the night and use the latest result, first line, to trade on live, from another instance. Every morning I stop the current live trading and start a new one with the latest result.

If I run a sim with the settings that I used in the last 24 hours, I get 2 trades (with a profit, I might add). If I do the same for the settings I had on the previous day and sim it over the last two days, I get 3 trades.

I have not run it with trade --paper, but I can do that for today.

EDIT after a day

So the trade --paper bought, while the live one, running with the same parameters, did not. Here's a paste from the trade --paper:

2017-12-30 12:52:00  11099.70 XXBT-ZEUR   -4.73%      439    -- 41  +28.6341      41           0.00000000 XXBT  1000.00 ZEUR   +0.00%  +12.23%
2017-12-30 13:44:00  10650.00 XXBT-ZEUR   -4.06%     1073    -- 39  +66.9083      39      buy  0.00000000 XXBT  1000.00 ZEUR   +0.00%  +16.97%
2017-12-30 13:44:13  10550.80 XXBT-ZEUR   -0.94%       12    -- 38  +79.5885      38           0.00000000 XXBT  1000.00 ZEUR   +0.00%  +18.07%
buy order completed at 2017-12-30 13:44:24:

0.09383797 XXBT at 10554.84 ZEUR
total 990.445 ZEUR
0.0450% slippage (orig. price 10550.10 ZEUR)
execution: a few seconds

2017-12-30 14:36:00  10680.00 XXBT-ZEUR   +0.28%      434    -- 39  +73.9094      39   bought  0.09359399 XXBT    10.00 ZEUR   +0.95%  +17.76%
2017-12-30 15:28:00  10896.40 XXBT-ZEUR   +2.02%      332    -- 41  +50.2788      41   +3.23%  0.09359399 XXBT    10.00 ZEUR   +2.98%  +17.73%

The same from the live version, it doesn't seem to even try to make a trade:

2017-12-30 12:52:00  11099.70 XXBT-ZEUR   -4.73%      439    -- 41  +28.6341      41           0.00083170 XXBT  74.60 ZEUR  +68.90%+106.94%
2017-12-30 13:44:00  10650.00 XXBT-ZEUR   -4.06%     1066    -- 39  +66.9083      39      buy  0.00083170 XXBT  74.60 ZEUR  +68.14%+114.72%
2017-12-30 14:36:00  10680.00 XXBT-ZEUR   +0.28%      434    -- 39  +73.9094      39           0.00083170 XXBT  74.60 ZEUR  +68.19%+114.18%
2017-12-30 15:28:00  10896.40 XXBT-ZEUR   +2.02%      332    -- 41  +50.2788      41           0.00083170 XXBT  74.60 ZEUR  +68.56%+110.38%

Any idea? Not unimportant to add, this is using the "taker" method, not "maker".

Tim Stoop
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  • What specific commands are you running? How long have you let it run to observe it? What period length are you using? Have you tried, and if so, with what results, running in 'sim' mode? Same with 'trade' using the '--paper' option. – tabbek Dec 28 '17 at 20:36
  • Updated my question based on your questions. – Tim Stoop Dec 29 '17 at 08:51
  • Updated with the `--paper` option results. – Tim Stoop Dec 30 '17 at 17:09

1 Answers1

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Try placing a manual trade in Zenbot by running zenbot with ./zenbot.sh trade --manual and then place a taker order just by typing S or B and see if the order actually gets placed. In my experience Zenbot says sell/buy command executed but Kraken never sees it. I cant get Zenbot to place trades on Kraken but can on Gdax and Binance. Also in the config file you must change the TOS to agree . Did you ever solve this.

ethertec
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