Sharpe Ratio
(09-12-2018, 05:22 AM)askmike Wrote: There is a bug with the latest sharpe calculations. I will fix asap!

Great. Well I only got this up and running two days ago so it's no problem for now. I have to say it's a massively awesome feeling to get this up and running. Today I connected via ssh to my server from my smart phone while at work and watch gekkoga do it's thing. So awesome finally to see Gekkoga, gekko and neuralnet strat working together..

Just for extra insight it looks like I had overfitted .. For now I'll keep experimenting.. Sharpe is not that important for me yet. I need to work on my optimisation process.

Messages In This Thread
Sharpe Ratio - by Blade - 01-06-2018, 01:12 PM
RE: Sharpe Ratio - by askmike - 01-19-2018, 05:22 PM
RE: Sharpe Ratio - by aketekt - 09-11-2018, 06:11 PM
RE: Sharpe Ratio - by askmike - 09-12-2018, 05:22 AM
RE: Sharpe Ratio - by aketekt - 09-12-2018, 09:03 PM

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