I've written a simple .NET Core app which is using Genetic Algorithms to tune the RSI BULL BEAR ADX strategy.

What I'm trying to work out, is, when measuring the "fitness" of a given set of strategy parameters, is it best to pick the parameter values that simply lead to the highest returns or the highest Sharpe Ratio?

I started off using the Sharpe Ratio - as I assumed this might lead me to tuning the strategy to be a mix of "reasonable risk" and "reasonable return" but I've found that in a lot cases, the highest Sharpe Ratio numbers can often produce pretty poor returns (whereas lower ratios can produce very good returns).

Anyone else done some work/research on this?
 
(PS for anyone interested, I'm using the GeneticSharp Nuget package for the GA implementation)

I've got most things open yet I still can't get the UI to open on a headless server in a trusted environment. I've tried putting in the IP of the server in both sections that says "host" still no luck...can anyone tell me what I am doing wrong please.  Thanks in advance.

const CONFIG = {
    headless: true,
    api: {
        host: '0.0.0.0',
        port: 3000,
    },
    ui: {
        ssl: false,
        host: '0.0.0.0', // Set this to the IP of the machine that will run Gekko
        port: 3000,
        path: '/'
    },
    adapter: 'sqlite'

}
if(typeof window === 'undefined')
  module.exports = CONFIG;
else
  window.CONFIG = CONFIG;

Hello people

I use Amibroker to develop systems that are then validated trough a walk forward analysis.
So they're live, constantly adapting to the latest market conditions.

I'm just looking to execute the signals in a crypto exchange 24/7.
The signals could be adapted to the software.

Could Gekko be useful for that? 
And if so, how should I send the alerts?

Hello guys,

I`m new here on this forum. I`d like gecko bot, but I need some advice/help.

I want to create a bot with only advice. Just want  receive message or telegram alert with a strategy. For example

Coin name: ARK
RSI is low (34)

Like this below.

https://ibb.co/fD9Ovo

Who can help me with this?

I'm busy adding support to a new exchange (lykke.com) and got more or less everything setup. The market watcher is getting the data and showing me a graph, but when I start a strat runner the Runtime part of the strat running keeps on showing the loading symbol. I tested with Kraken and there the Runtime part show this information quite quickly:

Watching since
2018-05-18 14:38
Received data until
2018-05-18 15:34
Data spanning
56 minutes
Amount of trades
0

Any idea what might be wrong?

I add to develop branch of BacktestTool (https://github.com/xFFFFF/Gekko-BacktestTool) import candles from CC API to gekko DB. So You can import bittrex datasets now. 

CC API has some limitations - only last 7 days are available to import, dont provide trades amount and wvp. Be sure does Your strategy dont use trades and wvp values!

I get the following error messages
\
gekko$ npm install talib@1.0.2 tulind

> talib@1.0.2 install /Users/PuneetJain/gekko/node_modules/talib
> node ./src/lib/build.js && node-gyp configure && node-gyp build

building talib functions...
make ✖ ERR  Missing Makefile / Bakefile 
make ℹ info Run "make init" to generate a Makefile.

> tulind@0.8.10 install /Users/PuneetJain/gekko/node_modules/tulind
> node-pre-gyp install --fallback-to-build

node-pre-gyp ERR! Tried to download(404): https://tulipnode.s3.amazonaws.com/tulin...x64.tar.gz 
node-pre-gyp ERR! Pre-built binaries not found for tulind@0.8.10 and node@8.11.1 (node-v57 ABI, unknown) (falling back to source compile with node-gyp) 
make ✖ ERR  Missing Makefile / Bakefile 
make ℹ info Run "make init" to generate a Makefile.
+ talib@1.0.2
+ tulind@0.8.10
updated 2 packages in 12.588s

I can't seem to get the UI opened on my headless server, was wondering if anyone has had success. Below is my code.

const CONFIG = {
headless: true,
api: {
host: '0.0.0.0',
port: 3000,
timeout: 120000 // 2 minutes
},
ui: {
ssl: false,
host: '192.168.1.xx', //Home IP
port: 3000,
path: '/'
},
adapter: 'sqlite'
}
if(typeof window === 'undefined')
module.exports = CONFIG;
else
window.CONFIG = CONFIG;


Thanks chris

I created a strategy in Tradeview because it's more user friendly. When I run it in Gekko the results are horrible. The data is not the same as in Tradeview.

For example, the Bollinger Bands top & bottom numbers on daily is not the same in Gekko as in Tradeview, why?

Anybody using sar indicators? I'm triying to config talib or Tulip sar indicators to get the same values I get in https://www.tradingview.com/ with the sar indicator with default config SAR (0.02, 0.02, 0.2) but no way to get the same values in gekko.

These are my params: