BacktestTool - batch backtest, import and strategy parameters optimalization

[crypto49er]

xFFFFF,

Will this work on the Mac? I was able to install it using the "Open Source: Other Unix-like OS" instructions (used sudo instead of su) and was able to install it. But when I tried to run it, I got the following error message twice.

Cannot start another process while you are in the child process at /Library/Perl/5.18/Parallel/ForkManager.pm

[xFFFFF]

Remove from @strategies and @exchanges 'ALL' and other strategies and datasets which You havent in backtest-config.pl. Try use small time period perl backtest.pl -f 2017-01-01 -t 2017-01-03

Let me know do it help.

[crypto49er]

Remove from @strategies and @exchanges 'ALL' and other strategies and datasets which You havent in backtest-config.pl. Try use small time period perl backtest.pl -f 2017-01-01 -t 2017-01-03

Let me know do it help.

Thanks! That worked. I originally removed a lot of strategies but removing more did the trick.

On a side note, even though things are working now, I'm getting this message "Failed to load indicator STC" even though I don't call it in my config file or anywhere that I can think of.

[Kris191]

got it working of sorts but going to migrate this onto a standalone unit as the memory draw kills my gekko bots. Looks good mate awesome work.

[xFFFFF]

At the beginning you can check the ranges of parameters in which the strategy works satisfactorily:
interval: 5,10,20,30,50,100

And then choose the best range and use the method:
20...50:2

[crypto49er]

xFFFFF,

Thanks again for creating this.

I used the search best parameters feature and found this to be the best parameters for RSI Bull Bear ADX:
[SMA]
long = 250
short = 20

[BULL]
rsi = 24
high = 80
low = 41
mod_high = 7
mod_low = -8

[BEAR]
rsi = 25
high = 56
low = 13
mod_high = 20
mod_low  = -8

[ADX]
adx = 3
high = 90
low = 30

I obviously won't be using these parameters, still testing at this point. But I noticed in your Backtest tool, this still underperforms the market while in Gekko UI, these parameters outperforms the market. I made sure the date range 4/1/2018 - 4/22/2018 matched and the candle and warm up period matched as well. So why am I getting different results?

[Kris191]

Hi ,

Fully working now after some tinkering, one questions does the tool check for previous results if you restart the backtest?

[xFFFFF]

@crypto49er The difference results from other settings for amount currency, asset, slippage and market fee. Currently, to change values for currency and asset, a little trick is needed, here a temporary solution: https://forum.gekko.wizb.it/thread-1670-page-3.html

BTW its "profit minus market" of different word: profit above market change.

Kris191 unfortunately not. I thought about it, but too much work and it would require more dependencies such as a database. You can always stop the gecko processes in the Task Manager, and after some time, get to resume.

[crypto49er]

@xFFFFF

The link you provided links back to this page of this forum thread. Is it the correct link?

Thanks,

Update: It looks like it matches up now. I think it was the slippage setting. In backtest-config.pl, it was set to 0.5, but in Gekko was at 0.05. Everything is matching up now once I made that change.

[ankasem]

hi
thanks for sharing
ubuntu 16.04
gekko 0.5.14
node v9.10.1
sqlite3
------------------------------------------------------------------

Gekko-BacktestTool-v0.6.1-Ubuntu-amd64.zip    (ok)
Install dependies:      (ok)
./backtest
perl backtest.pl -p binance:ALL
                                                                                                                     
                                                                                                        (this folder does not exist)                               
                                                                                                                                        
Error: Cannot find module '/home/s1/1/gekko9/node_modules/sqlite3/lib/binding/node-v59-linux-x64/node_sqlite3.node'
   at Function.Module._resolveFilename (module.js:543:15)                                 node-v57-linux-x64 
   at Function.Module._load (module.js:470:25)
   at Module.require (module.js:593:17)
   at require (internal/module.js:11:18)
   at Object.<anonymous> (/home/s1/1/gekko9/node_modules/sqlite3/lib/sqlite3.js:4:15)
   at Module._compile (module.js:649:30)
   at Object.Module._extensions..js (module.js:660:10)
   at Module.load (module.js:561:32)
   at tryModuleLoad (module.js:501:12)
   at Function.Module._load (module.js:493:3)
BTC-XRP Backtest is failed.
module.js:545
   throw err;
2018-05-12 05:41:27 (WARN): TALIB indicators could not be loaded, they will be unavailable.
-------------------------------------------------
node-v57-linux-x64 (this folder exists)
where am I doing wrong