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Stochastic ETH-BTC betaarchived

A breakout strategy for ETH and BTC using Stochastic RSI indicators

Strategy Logs

Main loop terminated. Entering to the web server wait mode. Run-time version was: Trade-executor Docker version: v945 Commit hash: f68d95a4f96fca1622bd49fefaf9cadc31abecba Commit message: Close frozen positions
UnexpectedAccountingCorrectionIssue('Aborting execution as we cannot reliable trade with incorrect balances.')
Traceback (most recent call last): (5 lines) File "/usr/src/trade-executor/tradeexecutor/cli/commands/start.py", line 591, in start loop.run_with_state(state) File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 1502, in run_with_state return self.run_live(state) ^^^^^^^^^^^^^^^^^^^^ File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 1132, in run_live self.runner.check_accounts( File "/usr/src/trade-executor/tradeexecutor/strategy/runner.py", line 1129, in check_accounts raise UnexpectedAccountingCorrectionIssue("Aborting execution as we cannot reliable trade with incorrect balances.") tradeexecutor.strategy.account_correction.UnexpectedAccountingCorrectionIssue: Aborting execution as we cannot reliable trade with incorrect balances.
trade-executor enzyme-ethereum-btc-eth-stoch-rsi execution loop crashed
Aborting execution as we cannot reliable trade with incorrect balances.
Accounting differences detected for: 0x773C9f40a7aeCcB307dFFFD237Fc55e649bf375a at block <latest>, cycle None Differences are: Address Position Actual amount Expected amount Diff Dusty Mismatch Dust epsilon Relative epsilon WBTC 0x2260fac5e5542a773aa44fbcfedf7c193bc2c599 WBTC-USDC 0.000000 0.000000 0.0000 N N 0.0000 0.0005 aEthUSDC 0x98c23e9d8f34fefb1b7bd6a91b7ff122f4e16f5c aEthUSDC-USDC 25920.587624 25468.975757 451.6119 Y 1.77% 0.1000 0.0005 USDC 0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48 Reserves 43.417301 43.417299 0.0000 Y N 0.1000 0.0050 WETH 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 WETH-USDC 0.000000 0.000000 0.0000 N N 0.0000 0.0005
Trading universe is: base quote exchange fee % type: price price_at volume tvl tvl_at id 2697647 WBTC USDC uniswap-v3 0.30 traded 101065.52 0 days 3.412061e+07 <not loaded> - 2697765 WETH USDC uniswap-v3 0.05 traded 3258.75 0 days 8.022662e+07 <not loaded> -
forward_fill_until could not be determined, assuming legacy test path and does the slow method
The execution state was last saved 2025-01-08 15:10:33
Starting with strategy parameters: Parameter Value ----------------------------------- --------------------------------- backtest_end 2024-07-15 00:00:00 backtest_start 2020-01-01 00:00:00 backtest_trading_fee 0.0005 binance_data True candle_time_bucket TimeBucket.d7 chain_id 1 credit_allocation 1.0 cycle_duration CycleDuration.cycle_7d id enzyme-ethereum-btc-eth-stoch-rsi initial_cash 10000 required_history_period 511 days, 0:00:00 routing TradeRouting.default rsi_length 26 stoch_rsi_high 40 stoch_rsi_length 19 stoch_rsi_low 20 stop_loss_pct 0.9 stop_loss_time_bucket TimeBucket.h4 trading_strategy_engine_version 0.5 trailing_stop_loss_activation_level 1.0 trailing_stop_loss_pct 0.8 grid_search False
Stochastic ETH-BTC (enzyme-ethereum-btc-eth-stoch-rsi): trade execution starting
Parameters.slippage_tolerance missing - needed for live trading. Please add.
Connected to chain: ethereum, gas pricing method: london, providers ['rpc.mevblocker.io', 'lb.drpc.org', 'eth-mainnet.g.alchemy.com']