18 month speed back test

Not using Talib was a revelation to me, I was running back tests for hours and it was driving me mad. After working with the GA and the time back tests were taking I just gave up and instead started trying to work on native Gekko indicators.

The following back test took over 30 minutes to run with talib.

Talib and windows

Talib is a nodejs library that Gekko can use to run more complex technical indicators that are not natively included in Gekko. Things like Bollinger Bands etc. But there are a couple of things to consider:

  1. Talib is just horrifically slow, so much so it basically renders using the Genetic Algorithm backtester pointless. I should note that the speed does not impact live trading, just backtesting.
  2. Talib is horrible to get working with Windows. Some people have achieved it and there is a useful thread here, but after the 3rd day I gave up. I recommend that you use Bash on Windows and install Nodejs and Gekko on that. It’s absolutely brilliant, and one of the best things Microsoft have ever created.

Here is a guide to installing Nodejs on Windows Bash.