Genetic "algo"

[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?