part 2

.gitmodules

@@ -28,3 +28,6 @@
 [submodule "gekko-strat-hl"]
 	path = gekko-strat-hl
 	url = https://github.com/mounirlabaied/gekko-strat-hl
+[submodule "gekko"]
+	path = gekko
+	url = https://github.com/zzmike76/gekko

CUSTOM_RSI/CUSTOM_RSI.js

@@ -1,4 +1,5 @@
 // Source: https://raw.githubusercontent.com/trainerbill/gekko/develop/strategies/CUSTOM-RSI.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 var log = require('../core/log.js');
 const Joi = require('joi');
 // If you want to use your own trading methods you can

DEMACrossover/DEMACrossover.js

@@ -1,4 +1,5 @@
 // Source: https://raw.githubusercontent.com/vrfurl/gekko/stable/strategies/DEMACrossover.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 // helpers
 var _ = require('lodash');
 var log = require('../core/log.js');

DI/DI.js

@@ -1,5 +1,5 @@
 // Source: https://raw.githubusercontent.com/gcobs0834/gekko/develop/strategies/DI.js
-
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 // let's create our own method
 var method = {};
 

EMACrossover/EMACrossover.js

@@ -1,4 +1,5 @@
 // Source: https://raw.githubusercontent.com/vrfurl/gekko/stable/strategies/EMACrossover.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 // helpers
 var _ = require('lodash');
 var log = require('../core/log.js');

EMADIV/EMADIV.js

@@ -1,4 +1,5 @@
 // Source: https://raw.githubusercontent.com/imperator6/gekko/stable/strategies/EMADIV.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 // helpers
 var _ = require('lodash');
 var log = require('../core/log.js');

EMADIV2/EMADIV2.js

@@ -1,4 +1,5 @@
 // Source: https://raw.githubusercontent.com/imperator6/gekko/stable/strategies/EMADIV2.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 // helpers
 var _ = require('lodash');
 var log = require('../core/log.js');

EMA_OR_PRICE_DIV/EMA_OR_PRICE_DIV.js

@@ -1,4 +1,5 @@
 // Source: https://raw.githubusercontent.com/imperator6/gekko/stable/strategies/EMA_OR_PRICE_DIV.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 // helpers
 var _ = require('lodash');
 var log = require('../core/log.js');

FIXPRICE/FIXPRICE.js

@@ -1,4 +1,5 @@
 // Source: https://raw.githubusercontent.com/imperator6/gekko/stable/strategies/FIXPRICE.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
 // helpers
 var _ = require('lodash');
 var log = require('../core/log.js');

MACD_1520024643/MACD_1520024643.js

@@ -1,4 +1,6 @@
 // Source: https://raw.githubusercontent.com/jazzbre/gekko/stable/strategies/MACD.js
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
+
 /*
 
   MACD - DJM 31/12/2013

NEO/NEO.js

@@ -0,0 +1,196 @@
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
+
+// Source: https://raw.githubusercontent.com/gcobs0834/gekko/develop/strategies/NEO.js
+/*
+   RSI Bull and Bear
+   Use different RSI-strategies depending on a longer trend
+   3 feb 2017
+   
+   (CC-BY-SA 4.0) Tommie Hansen
+   https://creativecommons.org/licenses/by-sa/4.0/
+*/
+
+// req's
+var log = require ('../core/log.js');
+var config = require ('../core/util.js').getConfig();
+
+// strategy
+var strat = {
+
+   /* INIT */
+   init: function()
+   {
+       this.name = 'RSI Bull and Bear';
+       this.requiredHistory = config.tradingAdvisor.historySize;
+       this.resetTrend();
+
+       // debug? set to flase to disable all logging (improves performance)
+       this.debug = false;
+
+       // add indicators
+       this.addTulipIndicator('maSlow', 'sma', { optInTimePeriod: this.settings.SMA_long });
+       this.addTulipIndicator('maFast', 'sma', { optInTimePeriod: this.settings.SMA_short });
+       this.addTulipIndicator('BULL_RSI', 'rsi', { optInTimePeriod: this.settings.BULL_RSI });
+       this.addTulipIndicator('IDLE_RSI', 'rsi', { optInTimePeriod: this.settings.IDLE_RSI });
+       this.addTulipIndicator('BEAR_RSI', 'rsi', { optInTimePeriod: this.settings.BEAR_RSI });
+       this.addTulipIndicator('ROC_val', 'roc', { optInTimePeriod: this.settings.ROC });
+
+       // debug stuff
+       this.startTime = new Date();
+       this.stat = {
+           bear: { min: 100, max: 0 },
+           bull: { min: 100, max: 0 },
+           idle: { min: 100, max: 0 }
+       };
+
+
+   }, // init()
+
+
+   /* RESET TREND */
+   resetTrend: function()
+   {
+       var trend = {
+           duration: 0,
+           direction: 'none',
+           longPos: false,
+       };
+
+       this.trend = trend;
+   },
+
+   /* get lowest/highest for backtest-period */
+   lowHigh: function( rsi, type )
+   {
+       let cur;
+       if( type == 'bear' ) {
+           cur = this.stat.bear;
+           if( rsi < cur.min ) this.stat.bear.min = rsi; // set new
+           if( rsi > cur.max ) this.stat.bear.max = rsi;
+       }
+       else if( type == 'idle') {
+       cur = this.stat.idle;
+       if( rsi < cur.min ) this.stat.idle.min = rsi; // set new
+       if( rsi > cur.max ) this.stat.idle.max = rsi;    
+       }
+
+       else {
+           cur = this.stat.bull;
+           if( rsi < cur.min ) this.stat.bull.min = rsi; // set new
+           if( rsi > cur.max ) this.stat.bull.max = rsi;
+       }
+   },
+
+
+   /* CHECK */
+   check: function()
+   {
+       if( this.candle.close.length < this.requiredHistory ) { return; } // check if candle length is correct
+
+       // get all indicators
+       let ind = this.tulipIndicators,
+           maSlow = ind.maSlow.result.result,
+           maFast = ind.maFast.result.result,
+           rsi,
+           ROC_val = ind.ROC_val.result.result;
+
+       // BEAR TREND
+       if( maFast < maSlow )
+       {
+           rsi = ind.BEAR_RSI.result.result;
+           if( rsi > this.settings.BEAR_RSI_high ) this.short();
+           else if( rsi < this.settings.BEAR_RSI_low ) this.long();            
+           if(this.debug) this.lowHigh( rsi, 'bear' );
+           //log.debug('BEAR-trend');
+       }
+
+       // BULL TREND
+       else
+       {
+           // IDLE-BULL OR REAL-BULL TREND ??
+           if( ROC_val <= this.settings.ROC_lvl )
+           {
+               // BULL-IDLE TREND
+               rsi = ind.IDLE_RSI.result.result;
+               if( rsi > this.settings.IDLE_RSI_high ) this.short();
+               else if( rsi < this.settings.IDLE_RSI_low )  this.long();
+               if(this.debug) this.lowHigh( rsi, 'idle' );
+               //log.debug('IDLE-trend');
+           }
+           // REAL BULL TREND
+           else
+           {
+               rsi = ind.BULL_RSI.result.result;
+               if( rsi > this.settings.BULL_RSI_high ) this.short();
+               else if( rsi < this.settings.BULL_RSI_low )  this.long();
+               if(this.debug) this.lowHigh( rsi, 'bull' );
+               //log.debug('BULL-trend');
+           }
+
+       }
+
+   }, // check()
+
+
+   /* LONG */
+   long: function()
+   {
+       if( this.trend.direction !== 'up' ) // new trend? (only act on new trends)
+       {
+           this.resetTrend();
+           this.trend.direction = 'up';
+           this.advice('long');
+           //log.debug('go long');
+       }
+
+       if(this.debug)
+       {
+           this.trend.duration++;
+           log.debug ('Long since', this.trend.duration, 'candle(s)');
+       }
+   },
+
+
+   /* SHORT */
+   short: function()
+   {
+       // new trend? (else do things)
+       if( this.trend.direction !== 'down' )
+       {
+           this.resetTrend();
+           this.trend.direction = 'down';
+           this.advice('short');
+       }
+
+       if(this.debug)
+       {
+           this.trend.duration++;
+           log.debug ('Short since', this.trend.duration, 'candle(s)');
+       }
+   },
+
+
+   /* END backtest */
+   end: function(){
+
+       let seconds = ((new Date()- this.startTime)/1000),
+           minutes = seconds/60,
+           str;
+
+       minutes < 1 ? str = seconds + ' seconds' : str = minutes + ' minutes';
+
+       log.debug('Finished in ' + str);
+
+       if(this.debug)
+       {
+           let stat = this.stat;
+           log.debug('RSI low/high for period:');
+           log.debug('BEAR low/high: ' + stat.bear.min + ' / ' + stat.bear.max);
+           log.debug('BULL low/high: ' + stat.bull.min + ' / ' + stat.bull.max);
+           log.debug('IDLE low/high: ' + stat.idle.min + ' / ' + stat.idle.max);
+       }
+   }
+
+};
+
+module.exports = strat;

NEO/NEO.toml

@@ -0,0 +1,30 @@
+# Source: https://raw.githubusercontent.com/gcobs0834/gekko/develop/config/strategies/NEO.toml
+# SMA Trends
+SMA_long = 150
+SMA_short = 40
+
+# BULL
+BULL_RSI = 10
+BULL_RSI_high = 80
+BULL_RSI_low = 50
+
+# IDLE
+IDLE_RSI = 12
+IDLE_RSI_high = 65
+IDLE_RSI_low = 39
+
+# BEAR
+BEAR_RSI = 15
+BEAR_RSI_high = 50
+BEAR_RSI_low = 25
+
+# ROC
+ROC = 6
+ROC_lvl = 0
+
+# BULL/BEAR is defined by the longer SMA trends
+# if SHORT over LONG = BULL
+# if SHORT under LONG = BEAR
+
+# ROC is the LENGHT (averaging)
+# Leave ROC_lvl at 0 otherwise Results are negative

NN_ADX_RSI/NN_ADX_RSI.js

@@ -1,3 +1,5 @@
+// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies
+
 var convnetjs = require('convnetjs')
 var z = require('zero-fill')
 var stats = require('stats-lite')