Comments (1)
I myself have also sought out ways to prevent over fitting in both strat and gekkoga. Alot of this is your strat.. Though I believe it can be partially solved in gekkoga with a scoring system where less trades produces higher score. So if something had slightly higher profit but a ton more trades, less profit and less trades would have the higher score... To an extent obviously 10 trades with 0.2 btc profit wouldn't score higher than 100 btc profit with 1000 trades... And that is the hard part to wrap my head around, at least for me.
from gekkoga.
Related Issues (20)
- Feature request: log all backtests HOT 2
- Error when starting a genetic simulation on actual config (macos)
- Calculation error of yearlyProfit HOT 1
- no "stratName" and "daterange" in result file
- One random number for two parameters HOT 1
- tulindError: needs to be number HOT 1
- update for gekko 0.6 HOT 2
- 500 - "Internal Server Error" HOT 6
- Score as mainObjective HOT 2
- General purpose of this project HOT 1
- Cannot read property 'exchange' of undefined HOT 4
- Parameter units HOT 1
- sharpe: null - global maximums can't get filled HOT 1
- Startprice/Endprice question HOT 1
- Critical security vulnerability during npm install HOT 4
- Questions - Number of Epochs & relaunch of GA session HOT 2
- "Global maximum" not persistent when profits are negative
- always picking up and working through default parameters.. // HOT 3
- Manual backtest results don't match GA results HOT 1
- Your website HOT 1
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from gekkoga.