This repository has been archived by the owner on Feb 16, 2020. It is now read-only.
Batch the backtest with variation in parameters, result in CSV (new pull request from develop branch) #1109
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This extension launch many times a back test, with different parameters.
All the results are added in a CSV file. It's easy to try different parameters values for the same data, or
to check a strategy in a sliding windows.
See
config.lab
insample-config.js
To start, check the backtest
node gekko --config <...> --backtest
then use
node labgekko --config <...> --backtest
What is the current behavior? (You can also link to an open issue here)
What is the new behavior (if this is a feature change)?
Other information: