[SHARE] GAB - Gekko Automated Backtests

[tommiehansen]

1. done
2. ok well thats a bummer. will try with up to 3. it makes no sense to change the timeout, because if its queued it will not be faster anyways. on the other hand this should not be a problem with gekko itself as i can run 8 backtests at a time in parallel with other tools.
3.
4.

Resuming:
well thats awesome. just as i would have done it. 

Error. 
i found an issue on github that tries to solve that.
https://github.com/askmike/gekko/issues/2040
https://github.com/askmike/gekko/issues/1879

this could have something to do with the strat using tulib/talind. im using your "old" strat. will try updating to the new version with built in indicators.

Edit:
ok sry. it was obviously that. runs butter smooth now and 10 times faster than before. now i am just shaking my head over me.


btw i thought a little bit about reading the results of GAB and just to use the Strats with the best test results is not always the best way. as one should consider e.g sharpe ratio and other things.
wouldn't it be a good idea to somehow mix the listing of the best results that had good results (profit) and good sharpe ratio not just one of the two?


and i think it could also be a good idea to put in the slippage value as that allows you to get more realistic results to real trading.

Edit2:
to get the average from the best results i can only choose the best 99 tests. wouldn't it be good to have even more when we have more than 1000 or even 10000 tests done. what would you recommentd for average?


thanks
cheers 
DK

1. Ok
2. If you can run 8x with other tools you can run 8x with this, all the tools uses the same thing (the localhost:3000/api/ endpoint). GAB doesn't really use any resources in itself and when you run the only thing taking resources is the AJAX stuff... but that's basically 0.
I still would watch the que though. My older laptop using a 4720HQ starts queing stuff up after around 3 threads and your newer is only about +14% faster.
3. Yes, the new version is faster. Don't create new versions for the fun of it.   (except the last unpublished version that is more of a cleanup) 
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4. The 'best profit' is only one way to sort it. You got multiple ways of sorting the data like sorting it by Sharpe, Win% etc. Use the tool?


5. Slippage: Yes, more options would be good but i personally think the defaults for slippage is a good "worst case scenario" since the slippage and loss for each trade is usually qute a bit higher then at the less expensive exchanges.

Also adding slippade etc would make RUNS A incompatible with RUNS B since if you run with the same strategy, same params and same daterange but have different slippage these two will not be comparable any longer so each such change would create a new dataset.

6. Max 99: Yes, problem is that with many runs there will be a lot of junk runs; runs that simply wasn't that great anyway. I changed that now, new limit is 10,000. Do note that looping trough 10,000 of datapoints take longer time though since there will be more data to process etc.
How many results in the average depends, i find that 10 is usually a good value. It totally depends on how many successful runs one got in total.