Backtest multiple date ranges with GekkoGA
#2
So, my initial thought was that if a bot is not resilient enough to handle being started at any particular moment, that it was a failing of the strategy or configuration of the parameters, and that if you were to find a config that works great but only if started at just the right moment, that your config would fail, being too carefully fit to the backdata.

But after thinking about it a while, and looking at the two live trade bots and their performance, compared with backtest data, I've begun to suspect that it's possible that even a very good strategy may fail simply due to being started during the wrong minute, resulting in the wrong candles, preventing the strategy from being profitable.

Really looking forward to hearing more input on this.
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RE: Backtest multiple date ranges with GekkoGA - by Henry151 - 05-16-2018, 11:53 PM

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