[SHARE] GAB - Gekko Automated Backtests
#7
Now that I got it to work I can start asking content related questions.

Any Strategy is only as good as the past data you test it with. Or in other words, we are fitting strategies to past data. The success depends on the correlation between past and future. Nobody knows the future, so we try to make the correlation as robust as possible. 

Is that the reason for averaging?
Do you plan to automate the fitting further? i.e. Automatically iterating one parameter. At the moment I just make a 50 to a 40:60,10 and so on.

If so, then you could also iterate over strategies to detect fundamental changes in the market to switch to a better fitting strategy. Bigger scale trend changes, increases in volatility
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RE: [SHARE] GAB - Gekko Automated Backtests - by simpsus - 03-24-2018, 09:22 AM

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