Gekko-GeneticAlgorithm
#2
Have you copied the sample-config.js in gekkoga/config into a file called your-new.js? That's the first step. (file name can be anything, so long as you use the matching name in the command)

GA needs a config to load from - they provide a sample for a 'customMACD' strategy, which you more than likely don't have.

To get running quickly I copied the gekko MACD strategy into custom.js. Next issue was that the settings didn't work - gekkoga doesn't seem to like mutating settings that are in a sub-array, i.e. [thresholds], so in the strategy I set it to look for the thresholds in settings, instead of settings.thresholds, and updated the GA config accordingly: eg. up:randomExt.float(20,0).toFixed(2)

I hadn't heard of gekkoga before your post, thanks for making me aware. The poor little RPi I have Gekko on has needed an extra heatsink after running GA for a few hours. Definitely giving results I wouldn't have tried myself, but so far I've found them to be incredibly specific to the training data and not very transferable.

i.e.
MACD, USD:BTC 04Oct'17-01Jan'18
Candle Size: 120 min
short = 15
long = 16
signal = 11
down = -16.07
up = 7.82
persistence = 3

Gives ~350% profit, beating the market, but shift it to older data and it does nothing
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Messages In This Thread
Gekko-GeneticAlgorithm - by susitronix - 01-25-2018, 11:52 PM
RE: Gekko-GeneticAlgorithm - by Gryphon - 01-26-2018, 02:51 PM
RE: Gekko-GeneticAlgorithm - by susitronix - 01-26-2018, 03:15 PM
RE: Gekko-GeneticAlgorithm - by susitronix - 01-27-2018, 02:58 AM
RE: Gekko-GeneticAlgorithm - by Gryphon - 01-30-2018, 09:33 AM
RE: Gekko-GeneticAlgorithm - by susitronix - 01-30-2018, 03:18 PM

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