Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Result ratings and parameter testing mode #11

Open
eristoddle opened this issue Jul 8, 2018 · 0 comments
Open

Result ratings and parameter testing mode #11

eristoddle opened this issue Jul 8, 2018 · 0 comments
Labels
enhancement New feature or request

Comments

@eristoddle
Copy link
Owner

Make sure not to over-optimize or overfit, but create a process to find the best middle of the road parameters for say the dual simple moving average algo with ETH/BTC on bittrex. Backtesting and walk-forward testing automatically and finding the set of parameters that worked best on average.

In order to do this, i need a new set of classes or functions to determine fitness, since i know this can vary using data like total profit, average profit per interval, drawdown, # of trades. These should be able to built up or composed or mix and matched like indicators can in signals.

@eristoddle eristoddle added the enhancement New feature or request label Jul 8, 2018
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

1 participant