Do you want to run backtests against multiple candle sizes, coins, history sizes and store the data for every single run?
If the answer is yet then read on…
After getting a little bored of running backtests manually I wrote a new bruteforce backtester application for Gekko in Nodejs. It’s pretty straight forward to setup, and writes everything you backtest into a nice and neat csv file that allows you to sort to find the most profitable settings. This is what it can do:
- Set multiple history periods
- Set multiple candle sizes
- Set multiple strategies
- Set multiple exchange and trading pairs
- Set random ranges for each strategy config
- Writes all outputs and strategy configs out into a csv so you can review what strat and related settings are going to make you the most cold hard crypto
I’ve put it on the Gekkowarez github and you can find all the install instructions there.
I guess there is an obvious question to answer; why use this instead of the Gekko Genetic Algorithm ?
Well it’s a fair question. I use this after having just built or come across a new trading strategy and I don’t know basics like;
What’s the right candle size?
What’s the right history setting?
What type of trading pair is this best for – high volume, usd or btc currency?
I can do a certain amount of optimization with the brute force approach as well. Ultimately, in about 10 minutes I’ve got a pretty clear picture of whether a trading strategy will work – and that’s a big win for me!
Of course, I will then turn to the GA when it’s time to get really optimal!
Example csv output can be found here: