Genetic "algo"

[tommiehansen]

Great that it works for you.
I need something that's easier to work with and doesn't require that i debug the codebase.

[Nima]

absolutly right.
i was thinking of genetic-js to manage the population mutations and cross overs. Almost the whole complexity ist in genetic.js file without external dependencies. https://github.com/subprotocol/genetic-j...genetic.js

Each Run:
{
for each entity it generates, will start a backtest in gekko and get "sharpe ratio" as fitness factor back.

genetic.fitness = function(entity){ call Gekko(entity); GetSharpeRatio(); return sharpe ratio; }
https://github.com/subprotocol/genetic-j...itter.html

after the run, using the result on some random Dates. (to test if the result not just works on sample Dataset)
}
having many runs and comparing the Results.

similar Algorithm from Gekkowarez: https://github.com/gekkowarez/gekkoga/bl...e/index.js (we shoul find here the communication part with gekko)

does it make sense?

[tommiehansen]

absolutly right.
i was thinking of genetic-js to manage the population mutations and cross overs. Almost the whole complexity ist in genetic.js file without external dependencies. https://github.com/subprotocol/genetic-j...genetic.js

Each Run:
{
for each entity it generates, will start a backtest in gekko and get "sharpe ratio" as fitness factor back.

genetic.fitness = function(entity){ call Gekko(entity);  GetSharpeRatio();  return sharpe ratio; }
https://github.com/subprotocol/genetic-j...itter.html

after the run, using the result on some random Dates. (to test if the result not just works on  sample Dataset)
}
having many runs and comparing the Results.

similar Algorithm from Gekkowarez: https://github.com/gekkowarez/gekkoga/bl...e/index.js (we shoul find here the communication part with gekko)

does it make sense?

No, because you skipped anything that has to do with saving/ouputting/formatting/viewing/user input.
Basically the entire way of actually getting something out of that script.


If you like it why don't you create something out of it?

It seems that you underestimate what one has to do in order to get stuff running.
I want it to be as simple as possible, then one can start thinking about adding complexity.

[Nima]

I know, I know. all the stuff are not to understimate How ever i already started to get deeper in gekko and GA in JavaScript. Will let you know if a have some improvements. Could take longer due to my Free Time.

[tommiehansen]

Yes. having free time is somewhat of a problem unfortunately.

[donkykong017]

-I am not that prof in javascripting but in genetic-js there are some examples. After installation you can see them also in action.
-japonicus is working meanwhile for me too but still not with adx version.

japonicus is running also with adx now. but still have to get to 400th epoch.

so still my question. what do you think about japonicus. it seems to exactly do the job you want, doesn't it?
cheers

[tommiehansen]

-I am not that prof in javascripting but in genetic-js there are some examples. After installation you can see them also in action.
-japonicus is working meanwhile for me too but still not with adx version.

japonicus is running also with adx now. but still have to get to 400th epoch.

so still my question. what do you think about japonicus. it seems to exactly do the job you want, doesn't it?
cheers

No, it fails at the core part of just being able to run things in a simple manor (like a simple ui similar to the Gekko 'backtest' screen where one just can select things etc).

I couldn't even get it installed due to things such as conflicting python versions and stuff like that (other python stuff runs fine though).

If there was something that just solved it in a simple way this request, in the feature request forums, would not exist.
japonicus might be better in the future though, who knows.

[ManuManu]

Hey Tommie,

I solved all my Python conflict issues with using Conda / Anaconda, that I use as a python environment manager.
Basically, quite everytime I need to start some Python dev, I create a new isolated environment, with its own Python version and its own libraries.

I use it on Windows, but I imagine it's the same on Linux.

[tommiehansen]

Might be a solution, but i still think what i purpose should be a core part of Gekko since a simple way of running multiple backtests is something that one would want to do anyway.
The first iteration just doesn't need to be that fancy or have a cool name.

[donkykong017]

-I am not that prof in javascripting but in genetic-js there are some examples. After installation you can see them also in action.
-japonicus is working meanwhile for me too but still not with adx version.

japonicus is running also with adx now. but still have to get to 400th epoch.

so still my question. what do you think about japonicus. it seems to exactly do the job you want, doesn't it?
cheers

No, it fails at the core part of just being able to run things in a simple manor (like a simple ui similar to the Gekko 'backtest' screen where one just can select things etc).

I couldn't even get it installed due to things such as conflicting python versions and stuff like that (other python stuff runs fine though).

If there was something that just solved it in a simple way this request, in the feature request forums, would not exist.
japonicus might be better in the future though, who knows.

 

yes i kinda agree with you. took me a long time as a noob to set everything up. managed to run the first 400th epoch but the results did not seem to be right. i have to do further testing 
it takes pretty long. i think that would be an issue whenever you use gekko as the backtesting platform, but testing externally would complicate the whole setup. 
so for now i will run my strat and use the results from japonicus backtesting to optimize it. it seems as japonicus is the only good solution for now. lets hope it gets easier