This repository has been archived by the owner on Feb 16, 2020. It is now read-only.
Fix varPPO strategy and TSI indicator #1799
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
askmike
reviewed
Jan 29, 2018
| @@ -39,7 +39,7 @@ var retryForever = { | |||
| }; | |||
|
|
|||
| // Probably we need to update these string | |||
| var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|StatusCodeError: 429|StatusCodeError: 5)/) | |||
| var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|429|443|5\d\d)/g); | |||
There was a problem hiding this comment.
Is this supposed to be part of this PR?
There was a problem hiding this comment.
I’m sorry, this will update the Bitfinex string. Maybe I’ll submit another PR.
There was a problem hiding this comment.
Maybe it needs to be updated, did you add this specifically because it caught errors better?
There was a problem hiding this comment.
Yes, this string caught erros better.It can be committed.
|
thanks! |
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
What kind of change does this PR introduce? (Bug fix, feature, docs update, ...)
Bug fix.
What is the current behavior? (You can also link to an open issue here)
TSI values on varPPO and TSI strategies stay above 95 after a lot of candles.
The first momentum value is the full close value and this put a big error on next EMAs.
varPPO use the PPO value from this.indicators.ppo.ppo to calculate PPO histogram, but this value is not been updated and are always 0. In fact, since Gekko 0.5.11, the PPO indicator exposes the PPO histogram directly to the API on this.indicators.ppo.result.ppohist.
What is the new behavior (if this is a feature change)?
TSI indicator calculate the first value after get the first previous close and varPPO get ppoHist directly from PPO indicator.