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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
The text was updated successfully, but these errors were encountered:
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',
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
The text was updated successfully, but these errors were encountered: