Add bollinger strategy to genetic backtesting #1102
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Sync current unstable
Updates the genetic backtested for the recently added bollinger strategy
| @@ -240,6 +241,23 @@ let RangeNeuralActivation = () => { | |||
| }; | |||
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| let strategies = { | |||
| bollinger: { | |||
| period_length: RangePeriod(1, 60, 'm'), | |||
| min_periods: Range(1, 20), | |||
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Any specific reason why you chose min_periods between 1-20? All the other strategies use 1-120, 1-200
| profit_stop_pct: Range(1,20), | ||
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| // -- strategy | ||
| bollinger_size: Range(1, 15), |
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bollinger_size defaults to 20 in the conf.js. So I'd assume it should be included in the range aswell?
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thank you, I missed that in my cleanup before check-in. I originally had it so low as I knew anything higher in my sample data would result in 0 trades. but you are correct, it should be +- atleast 100 % to allow the algorithm to evolve it properly.
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No problem. I had actually implemented bollinger to darwin locally, but wasn't sure on what would be the right parameter ranges.
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Removed to correct defaults for general use. |
Updates the genetic backtested for the recently added bollinger strategy