[SHARE] GAB - Gekko Automated Backtests

[tommiehansen]

awesome! thanks for sharing this.

so this is bruteforce and will just run all possible combinations.
would it make any sense to implement something like GA that tends to find better results in fewer runs?

Yes.
Yes, but the problem is -- when to optimize? Some datasets could have 2 years of data so optimizing after X time never makes sense and 1000 runs could take quite a while. It's simpler to just do 1000x runs, check the averages and optimize manually. There's a reason there's a Strategy average in the view.php screen and there's even more work going into it in the future.

Otherwise you could simply use the GA-stuff that's already available.