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sharpe: null - global maximums can't get filled #55

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iscotzan opened this issue Sep 26, 2018 · 1 comment
Open

sharpe: null - global maximums can't get filled #55

iscotzan opened this issue Sep 26, 2018 · 1 comment

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@iscotzan
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Am I missing something?
gekkoGA works great with the MACD example,
I'm having some issue where the backtest is returning sharpe: null
and also, max globals are an empty object since they don't pass the sharpe condition,
down the rabbit hole I see the performanceAnalyzer uses stdev on this.roundTrips.map(r=> r.profit), which in the MACD case is an array of multiple values, and in this other strat its mostly an empty array and sometimes an array with a single number in it.. tried to fix and dig for an answer but getting lost and thought maybe someone here faced this before? thanks

@WilbertNL
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You can change mainObjective: 'profitForMinSharpe' to mainObjective: 'profit', and it will at least display results. Although the Global Maximums don't seem to be persistent then, see #59

 // profit || score || profitForMinSharpe
  // score = ideas? feedback?
  // profit = recommended!
  // profitForMinSharpe = same as profit but sharpe will never be lower than minSharpe
  // mainObjective: 'profitForMinSharpe',
  mainObjective: 'profit',

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