Custom strategies
Code your own trading strategies using JavaScript
Build completely custom trading strategies, using JavaScript. For spot and futures trading.
Use built-in trading methods, candle and indicator data to get started quickly. For advanced usage it's possible to install and use your own additional javascript modules.
A strategy runs as an async function, executed once every time a trading pair 'cycles' in Gunbot.
Custom strategies are available in Gunbot Ultimate.
Technical info
To get a better idea of what you can and can't do, here's a few facts:
Gunbot takes care of the exchange connection, collecting data and making it available to a strategy
You save strategies in your own .js files inside the Gunbot root folder
There is no Gunbot specific syntax, strategy code is plain JavaScript
Strategy code has access to a single outside object:
gb, which contains a number of trading methods and lots of data to work withThere are basically no restrictions to what you can do with the provided trading methods, but of course exchange defined restrictions apply (API usage rate limits, open orders limits, etc.)
There are no protections against double orders, or any kind of other unwanted behavior
Make sure to use JavaScript code compatible with Node v14.4.0
Using console.log() logs to the main Gunbot console logs. Expect to console log all the things
Code runs inside an async function, you can use the
awaitkeyword to collect additional data like candle data for a different periodA strategy does not have to return anything, but you can use return statements to easily stop your code at a certain point
A strategy can use custom JavaScript modules. Save these in a folder named user_modules inside your Gunbot folder.
Custom code can be very risky!
Because external modules can be used, be extremely careful when running strategy code you did not write yourself. In theory a malicious actor can gain access over your whole system.
Strategy examples
Coding a strategy can be as difficult as you want it to be. Even with very basic JavaScript code it's possible to create complex strategies.
The following examples show a few possible ways to code simple strategies. They are silly in functionality, and are not usable for actual trading. Each next example requires a bit more JavaScript knowledge.
Some examples can lead to immediate large trades. Use them to learn, not to trade.
Example 1
Trade USDT-BTC
Invest 100 USDT per trade, allow max 1 buy order
Market buy when price is below lowBB and fastSma is below ema1 (using readily available indicator data)
After the buy order fills, place a sell order 1% above the break even price
Do nothing until this sell order fills
Example 2
Keep the basic workings from example 1
Additionally calculate a Hull Moving Average (HMA) using the last 50 candle close prices as input
Place the sell order 1% above bid price, at the moment bid goes above HMA
Example 3
Trade USDT-BTC
Invest 100 USDT per trade, allow max 1 buy order
Code a bit more readable, assigning variables for everything used in conditionals
Buy when a 50 period ema has crossed over a 200 period ema, AND within at most 2 candles later the candle open price is above ema1
Place a sell order 5% above break even
Example 4
Trade USDT-BTC and USDT-XRP
Assume you already have BTC and XRP
Sell 1 BTC when news about BTC tagged "bearish" appears on cryptopanic.com, containing the keyword "Korea", then place a buy order 5% below the current price
Sell 10000 XRP whenever news about XRP tagged "bearish" appears with the keyword "sec"
Do all of this in a single strategy running on a single pair in Gunbot
Example 5
Trade USDT-BTC
Invest 100 USDT per trade, allow max 1 buy order
Strategy itself uses 3m candles, additionally fetch 60m candles
Only collect data and allow trades in first minute of the hour
Calculate TD Sequential using an external module, transform input data to the needed format
Place buy order when bid price > ema1, using 3m data AND TD Sequential on hourly chart has a buy setup index of 8 or higher
Sell when TD sequential has a sell setup index of at least 11 and price is above break even
Use the lodash module to simplify some code
"real" strategy examples
The following examples are more or less ready made strategies you can build upon. Note that every custom strategy will require testing on your side. Do not blindly use these examples. One aspect that's absent in the examples is checking if referenced data is actually defined before firing orders, in some cases this will be an important aspect of a custom strategy. Also consider adding error handling to your code, especially for trading methods that have less chance to succeed than simple market orders.
How to create and run a custom strategy
To create a new custom strategy, use custom as buy and sell method:

Then specify the filename with your strategy logic and place that file with your strategy logic in your Gunbot root folder - next to the executable file

The data tab gives you control over how pre calculated indicator data is generated. These are indicators you can access in your strategy. You are not limited to using these indicators, this is just easily accessible data.

To run the strategy, simply assign it to a trading pair like you would with any other Gunbot strategy.
Trading methods
A strategy can use a number of methods to place or cancel orders, or fetch additional OHLCV data.
Trading methods can be called as function, without waiting for it's return value.
Alternatively, when calling a method you can wait for its Promise to resolve. This way you can create a promise chain using the then() method.
Built in modules
The require module allow you to use additional javascript modules, like those freely available on NPM.
With tulind you can easily calculate your own indicator values.
Method
Returns
Extra info
gb.method.buyMarket(amount, pair)
Promise
Places a market buy order, amount in quote
gb.method.sellMarket(amount, pair)
Promise
Places a market sell order, amount in quote
gb.method.buyLimit(amount, price, pair)
Promise
Places a limit buy order, amount in quote
gb.method.sellLimit(amount, price, pair)
Promise
Places a limit sell order, amount in quote
gb.method.closeMarket(pair, amount)
Promise
Places a market close order, for futures. Amount in quote.
gb.method.closeLimit(price, pair, amount)
Promise
Places a limit close order, for futures.
Amount in quote.
gb.method.cancelOrder(orderId, pair)
Promise
Cancels a specified open order.
gb.method.getCandles(interval, period, pair)
Promise
Get additional OHLCV data.
Easiest to call using await, see usage example in the example strategies.
Beware: frequent usage can quickly lead to exceeding exchange API rate limits.
gb.method.tulind [#parameters#]
array
Get 100+ different indicators. You can use the available OHLCV data, or use your own inputs.
See the example strategies for a usage example.
gunbot.method.require(module)
function
Bring your own modules using require.
See the example strategies for a usage example.
To use an external module, first place it in a folder called 'user_modules' in the Gunbot root folder. Then require it in your strategy code, like this:
On Linux (and likely macOS): const cryptopanic = gb.method.require(gb.modulesPath + '/cryptopanic')
On Windows:
const cryptopanic = gb.method.require(gb.modulesPath + '\cryptopanic')
The above assumes you have a module in a folder called cryptopanic in the user_modules folder. gb.modulesPath returns the path to whereever your gunbot folder is on your filesystem.
Available data
A strategy can use all available pair data in Gunbot, easily accessible with unique property names.
Indicators mentioned in the list below are pre calculated using the indicator settings in your Gunbot strategy. Some indicators don't have configurable strategy parameters and just use the generally accepted standard inputs for the indicator.
Property
Returns
Extra info
gb.data.pairLedger
object
Contains the complete pair ledger.
Can also be used to store and access your own persistent variables. Make sure to not overwrite existing properties.
This has the same data as you see in the pair JSON files. Most items below come from the ledger too, they are renamed for consistency and already parsed as floating point numbers.
gb.data.pairName
string
Current pair name, like USDT-BTC
gb.data.exchangeName
string
Current exchange name, like binance
gb.data.balances
object
Object with all balances on same exchange
gb.data.quoteBalance
float
Pair quote balance, like BTC balance on an USDT-BTC pair
Specific to spot trading
gb.data.baseBalance
float
Base balance, like USDT balance on an USDT-BTC pair
gb.data.onOrdersBalance
float
Quote balance value of open orders for current pair
gb.data.openOrders
array
Open orders for current pair
gb.data.orders
array
History of filled orders for current pair
gb.data.orderbook
object
First 10 bid and ask entries in orderbook, price and volume
gb.data.breakEven
float
Break even price for current spot holdings. Includes trading fees as defined in Gunbot exchange settings
gb.data.gotBag
boolean
Indicates if value of quoteBalancefor spot trading (including on orders volume) exceeds min volume to sell as defined in Gunbot strategy
gb.data.leverage
float
Leverage of current futures position
gb.data.walletBalance
float
Wallet balance. Specific to futures
gb.data.availableMargin
float
Available margin balance. Specific to futures
gb.data.maintenanceMargin
float
Maintenance margin requirement for futures account
gb.data.maxNotionalValue
float
Max notional value for futures position at current leverage
gb.data.totalPositionInitialMargin
float
Total initial position margin requirement for all current futures positions
gb.data.totalOpenOrderInitialMargin
float
Total initial margin requirement for open futures orders
gb.data.currentQty
float
Futures position size
gb.data.currentSide
string
Indicates current futures position side
Possible values: long, short, none
gb.data.liquidationPrice
float
Futures position liquidation price
gb.data.period
float
Candle size as set in Gunbot strategy PERIOD setting.
This period is used for all pre calculated indicator values
gb.data.bid
float
Highest bid price
gb.data.ask
float
Lowest ask price
gb.data.ema1
float
Latest indicator value
gb.data.ema2
float
Latest indicator value
gb.data.ema3
float
Latest indicator value
gb.data.BTCUSDprice
float
Latest BTC/USD price on same exchange (or equivalent spot pair, depending on availability)
gb.data.mfi
float
Latest indicator value
gb.data.rsi
float
Latest indicator value
gb.data.lowBB
float
Latest indicator value
gb.data.highBB
float
Latest indicator value
gb.data.tenkan
float
Latest indicator value
gb.data.chikou
float
Latest indicator value
gb.data.kijun
float
Latest indicator value
gb.data.senkouSpanA
float
Latest indicator value
gb.data.senkouSpanB
float
Latest indicator value
gb.data.fastSma
float
Latest indicator value
gb.data.slowSma
float
Latest indicator value
gb.data.R1
float
Latest indicator value
gb.data.S1
float
Latest indicator value
gb.data.R2
float
Latest indicator value
gb.data.S2
float
Latest indicator value
gb.data.macd
float
Latest indicator value
gb.data.macdSignal
float
Latest indicator value
gb.data.macdHistogram
float
Latest indicator value
gb.data.stochK
float
Latest indicator value
gb.data.stochD
float
Latest indicator value
gb.data.stochRsi
float
Latest indicator value
gb.data.atr
float
Latest indicator value
gb.data.fib
object
Object with high and low Fibonacci retracement levels
gb.data.vwma
float
Latest indicator value
gb.data.diPlus
float
Latest indicator value
gb.data.diMinus
float
Latest indicator value
gb.data.adx
float
Latest indicator value
gb.data.candlesOpen
array
Array of open values for OHLCV
Sorted old to new (newest last)
gb.data.candlesHigh
array
Array of high values for OHLCV
Sorted old to new (newest last)
gb.data.candlesLow
array
Array of low values for OHLCV
Sorted old to new (newest last)
gb.data.candlesClose
array
Array of close values for OHLCV
Sorted old to new (newest last)
gb.data.candlesVolume
array
Array of volume values for OHLCV
Sorted old to new (newest last)
gb.data.candlesTimestamp
array
Array of timestamp values for OHLCV
Sorted old to new (newest last)
gb.data.candles
object
Combined object with OHLCV data
Storing data
The strategy code runs once every time Gunbot processes the pair. This means that any variable you assign inside the strategy gets reinitialized every time the code runs.
To store variables in a more persistent way, use this object:
gb.data.pairLedger.customStratStore
By default customStratStore is undefined, you need to create it before storing anything in there.
Data saved here generally stays available, and persists between bot restarts. However, there is no guarantee the data stays intact - if for example the process gets killed it is possible the pair ledger gets reinitialized on next run. Gunbot native strategies are coded so that they depend as little as possible on internal persistently stored data, working with exchange provided data as much as possible possible. Consider doing the same when coding custom strategies.
Visualize strategy targets
To easily monitor a custom strategy, trading targets can be visualized as lines on the chart in the GUI. If you set any of the following targets to a price, it's automatically drawn on the chart.
Control strategy parameters from the GUI
Just like with every other strategy in Gunbot you can use pair overrides to control individual parameters of a strategy for a specific pair. This example shows how you can refer to an override value:
The whatstrat object is a merged object of all parameters in a Gunbot strategy and pair overrides, where pair overrides always take precedence over strategy values. Always make sure to parseFloat() inputs where you expect a number, because the GUI saves these as string value.
Parameters saved as pair override do not have to be known parameters in Gunbot, you can create your own settings this way.
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