Gekko Forum
Parameter optimization of Neural strategies - Printable Version

+- Gekko Forum (https://forum.gekko.wizb.it)
+-- Forum: Gekko (https://forum.gekko.wizb.it/forum-13.html)
+--- Forum: Strategy Development (https://forum.gekko.wizb.it/forum-12.html)
+--- Thread: Parameter optimization of Neural strategies (/thread-57828.html)

Pages: 1 2


Parameter optimization of Neural strategies - Bychance - 01-13-2019

Hi friends,
Is there any guide on how to optimize the parameters for neural strategies? I found several posts about using the genetic algorithm to optimize the parameters. I did not see any information if it can be used for neural strategies as well. However, I could not run the genetic algorithm and appreciate if anybody could help. The steps mentioned by Gekko warez did not work for me. I found some others had the same problem with running the genetic algorithm.
Thanks,


RE: Parameter optimization of Neural strategies - Remo - 01-13-2019

I help you with the config.
All other things solve by yourself.
Apply that pull request from git.
Code:
const randomExt = require('random-ext');

const config = {
 stratName: 'neuralnet',
 gekkoConfig: {
   watch: {
     exchange: 'binance',
     currency: 'BTC',
     asset: 'NCASH'
   },

    daterange: {
       from: '2018-04-10 19:15',
       to: '2018-04-14 19:13'
   },

   simulationBalance: {
     'asset': 0,
     'currency': 100
   },

   slippage: 0.10,
   feeTaker: 0.10,
   feeMaker: 0.10,
   feeUsing: 'maker', // maker || taker

 },
 apiUrl: 'http://localhost:3000',

 // Population size, better reduce this for larger data
 populationAmt: 20,
 //  How many completely new units will be added to the population (populationAmt * variation must be a whole number!!)
 variation: 0.5,

 // How many components maximum to mutate at once
 mutateElements: 3,

 // How many parallel queries to run at once
 parallelqueries: 8,

 // profit || score
 // score = profit * sharpe -- feedback?
 // profit = recommended!
 mainObjective: 'profit',

 // optionally recieve and archive new all time high every new all time high
 notifications: {
   email: {
     enabled: false,
     receiver: '',
     senderservice: 'gmail',
     sender: '',
     senderpass: '',
   },
 },
 candleValues: [ 2, 3, 5 ],
 getProperties: () => ({
   // Strat settings must be flattened and cannot be nested for mutation to work properly!

 historySize: 20,
 threshold_buy: randomExt.float(1.20,0.30).toFixed(2),
 threshold_sell: randomExt.float(-0.30,-0.80).toFixed(2),
 price_buffer_len: 100,
 learning_rate: randomExt.float(1.10,0.01).toFixed(2),
 momentum: 0.10,
 decay: 0.10,
 min_predictions: 20,
 candleSize: randomExt.pick(config.candleValues)    
 })
};

module.exports = config;
And ofc tailor the parameters as you wish
Good luck


RE: Parameter optimization of Neural strategies - Bychance - 01-13-2019

Hi Remo,
I appreciate your help. It's working now, let's see what will be the best output. On a different note, if you are using the neural network, I'm wondering what is your impression about it. There are many classical strategies which use a combination of indicators like RSI and MACD. Do you think sophisticated strategies like neural network works better than those classical ones? Any advantage or disadvantage? Also, since we are in a bearish market now, what is your suggestion for the time period of backtesting? One month, two or more?
Thanks


RE: Parameter optimization of Neural strategies - cryptocurrency0 - 07-04-2021

Consequently i am just surely happy purchase this specific website and in many cases built similar to inspecting important content along with testimonials unveiled these kind of. That will possibilities from author can be outstanding, bless anyone inside get. Face mask


RE: Parameter optimization of Neural strategies - Xavier32 - 07-16-2021

Our credit repair services work to fix past credit mistakes and verify credit report accuracy. Talk to a credit repair expert today!  North American Bancard ISO


RE: Parameter optimization of Neural strategies - ElishaBrenden - 07-20-2021

I’m encouraged while using surpassing along with preachy list that you just adorn such minor timing. tienda budista


RE: Parameter optimization of Neural strategies - ElishaBrenden - 07-20-2021

It again has the opinion fantastic to study many of these instructive not to mention specific content pieces within your ınternet sites. merchant sales rep


RE: Parameter optimization of Neural strategies - cryptocurrency0 - 07-24-2021

You there, this is really good post here. Thanks for taking the time to post such valuable information. Quality content is what always gets the visitors coming. payment processing jobs


RE: Parameter optimization of Neural strategies - lucifar - 09-04-2021

Tunasbola adalah situs resmi Login SBOBET, judi SBOBET Bola & Casino, agen SBOBET88 dengan minimal deposit 50ribu dan bonus terbesar di indonesia sbobet


RE: Parameter optimization of Neural strategies - lucifar - 09-05-2021

Enjoy effective Pest Control Services in all London areas by Archers Pest Control. Our pest treatments are guaranteed! Contact us today or book online your emergency pest exterminator. Pest control Enfield