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RE: Gekko Architecture question - Gryphon - 06-01-2018
That was a while ago... It implements a similar strategy - I can't remember exactly how far I went with it.
Essentially it can be good at catching larger market movements, but during low volatility periods it would make loads of bad trades. I think it could be pretty decent if you run another strategy for low volatility and this to catch spikes - I haven't spent much time trying it though, too little time!