04-18-2018, 09:09 PM
I appreciate the information, the video was informative.
I do test across multiple time periods to make sure I get a positive result in different market scenarios. I'll be widening those tests now though.
I just learned today that the current version of Gekko has an issue with its Sharpe Ratio results, so the ratio result can't be trusted.
Another thing I do when using GA to back test is to slightly increase the slippage and maker fees to make it more difficult to return as positive result. Once I get a good result from GA, I then use those settings to manually fine tune a strategy across different time periods.
It's still too early to tell if my back testing strategy is going to successful.
I do test across multiple time periods to make sure I get a positive result in different market scenarios. I'll be widening those tests now though.
I just learned today that the current version of Gekko has an issue with its Sharpe Ratio results, so the ratio result can't be trusted.
Another thing I do when using GA to back test is to slightly increase the slippage and maker fees to make it more difficult to return as positive result. Once I get a good result from GA, I then use those settings to manually fine tune a strategy across different time periods.
It's still too early to tell if my back testing strategy is going to successful.