joeldg
Test with ExampleForexStrategyCommand.php
Hi, First of all, I'm a not an expert in trading, just trying this library to learn some basic trading concepts. I'm trying the ExampleForexStrategyCommand.php with a 5m period on eth/usd pair. As you do in the article, I went on WhaleClub and draw the sma6 and sma40 for the 5minutes period, then run the app and check along with the chart.
My problem is that is doesn't seem to match.
The app detected only a downcross at 15:30.
I understand the candles can be a little bit shifted as the data from bitfinex is not time stamped but can it be the problem ?
Are you 100% sure you are on the ETH/USD data?
That example uses BTC data and I think it is hardcoded in a couple places.
-joel
On Fri, Aug 4, 2017 at 9:47 AM, Loic Ploumen [email protected] wrote:
Hi, First of all, I'm a not an expert in trading, just trying this library to learn some basic trading concepts. I'm trying the ExampleForexStrategyCommand.php with a 5m period on eth/usd pair. As you do in the article, I went on WhaleClub and draw the sma6 and sma40 for the 5minutes period, then run the app and check along with the chart.
My problem is that is doesn't seem to match.
The app detected only a downcross at 15:30. [image: image] https://user-images.githubusercontent.com/11539944/28978074-e9ecaf46-7944-11e7-83d1-54051bb34d86.png
I understand the candles can be a little bit shifted as the data from bitfinex is not time stamped but can it be the problem ?
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Yes. I only use webfinex_eth script to get data. I also printed some data to debug :
Unfortunately I can't go back and have this debug line for the detected downcross at 15:30. As I wrote in my first post, couldn't it be the problem that 5 min data in database in computed from a stream without timestamp? And so the 5 min period in database is not exactly the same as from bitfinex? (Well I guess it would only offset the cross detection for a couple a minutes...).
It could be an issue of system time as well. I will look a little more into verifying data accuracy moving forward in the coming weeks. Been a little swamped with work and needed to take a break on bowhead.
-joel
On Fri, Aug 4, 2017 at 11:23 AM, Loic Ploumen [email protected] wrote:
Yes. I only use webfinex_eth script to get data. I also printed some data to debug :
[image: image] https://user-images.githubusercontent.com/11539944/28981454-2c74cb48-7952-11e7-8ec6-a93dfdd95537.png
Unfortunately I can't go back and have this debug line for the detected downcross at 15:30. As I wrote in my first post, couldn't it be the problem that 5 min data in database in computed from a stream without timestamp? And so the 5 min period in database is not exactly the same as from bitfinex? (Well I guess it would only offset the cross detection for a couple a minutes...).
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-- Joel De Gan Vice President of Technology
Mobile: (646) 724-0451 Email: [email protected] Skype: joel-dg
2320 Abbot Kinney Blvd, Suite A Venice, CA 90291 www.RxMG.com http://www.rxmg.com/
OK thank you. It just detected another downcross that I cannot see on the chart :
Time above is UTC. +2h00 to get correct time on chart => 21:43
