Backtest multiple date ranges with GekkoGA
#1
Hello,

I'd like to be able to have gekkoga do multiple date-ranges like it does multiple parameters for other parts of the config; i.e. I imagine it would be done like this (and maybe it already can do this and I'm just not doing it right? let me know):
Instead of this:
Code:
daterange: {
  from: '2018-02-13 05:54:00',
  to: ' 2018-02-25 04:12:00'
  },
Do this:

Code:
daterange: {
  from: ('2018-02-13 05:54:00', '2018-02-13 05:56:00', '2018-02-13 05:58:00', '2018-02-13 06:01'),
  to: ' 2018-02-25 04:12:00'
  },

It might look pointless, but I think sometimes the difference between a bot started at 5:04pm and a bot started at 5:08pm can be huge, and that by backtesting like this, you could determine where the "starting points" are that work well for your strategy for a given data set. It might be that your strategy always does better when started right on the hour, or 11 minutes after the hour, or 16 minutes after the hour, etc. -- I think that it's totally possible that "lining it up" by checking different start times could make a huge difference in performance.

What do you guys think?

Attached photo is two bots with identical config, 11 minute candles, one performing better than the other, seems to have caught the right cycle, while the other one missed the timing, and so took bigger losses. One started just a few minutes before the other.


Attached Files
.png   Screenshot_2018-05-16_16-30-15.png (Size: 292.93 KB / Downloads: 10)
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Backtest multiple date ranges with GekkoGA - by Henry151 - 05-16-2018, 08:32 PM

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