Batch backtests + BruteForce written in node.js
#1
Batch backtest tool for Gekko

CLI tool helps to put together testing and optimizing strategies that extend the Gekko's Trading Bot capabilities – and thus you may get the most of it, and see what combinations were the best and the worst, backed up by statistics.

The results appear in a CSV report file. It provides key statistics describing the overall performance of the selected strategies over the chosen historical timing of the simulation.

It uses Gekko's API, one gekko instance running required only.

You can set up multiple…
  • Candle sizes
  • HistorySizes
  • Strategies
  • Trading Pairs
  • Range of strategy config's paraments (BruteForce)

Features
  • Ability to set up the priority of where to get method's config (be it TOML, gekko's config.js or gekko-batcher's config itself)
  • Generating all possible combinations of configs for backtests and shuffle it
  • Multithreading
  • Exporting results to CSV file
  • Evaluating approximately remaining time

Requirements
  • Node.js
  • Gekko trading framework

Before start

1. Install dependencies:
Code:
npm install

2. Start Gekko in ui mod. Go to folder with gekko and type:
Code:
node gekko --ui

3. Don't forget to create config file. Just copy sample-config.js like this:
Code:
cp sample-config.js config.js

4. Set up everything you need in config.js

Usage

To run Backtest Batcher (it's tool for multiple strategies and pairs)  type:

Code:
node batcher

To run Bruteforce Searcher (all possible parameter combinations for specific method with given ranges for strategy optimization) type:
 
Code:
node bruteforce


Github
For more info, check our git repository: https://github.com/nicolay-zlobin/gekko-batcher
You can see sample file output here
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