01-30-2018, 09:33 AM
(01-27-2018, 02:58 AM)susitronix Wrote: I shortly tested your MACD Strat setting.
dosent make positive trades. Itested only 1month
The settings looks pretty scrambled.
Scrambled is the word - that's what I'd meant by results I wouldn't have tried myself. The issue applying machine learning to a data set is it gives a result that's highly specific to that data set. I was using USD:BTC from Bitfinex. I ran the same settings on USDT:BTC from Binance over the same time frame and it didn't make a single trade.
I thought running GA on data from a bear market, and setting it's target to score (Based on profit and sharpe ratio) instead of profit might give a result making better trades... tried it on some LTC history that was half bear, half bull and it started getting good results. I looked into it and found that it had set the required history to a large number that essentially stopped trades in the bear half of the data, then it traded in the bull half and made a profit.
Again, it managed the objective in a way very specific to the training data. I've no doubt it has potential to find really effective settings, but we need to learn what to train it on first.