Optimizer

Genetic optimizer

You can use the genetic optimizer to find your best setting for a strategy.

For example here we try to optimizer a MACD strategy which is using 3 options (fast/slow/signal Period)

You can use the api route: POST: /traders/optimize

{
    "opts": {
        "threads": 5, // number of parallele trader simulation
        "generation": 200, // Generation number
        "popSize": 25, // Population size
        "elitism": 4, // Elitism (keep 4 best indiv unchanged for next generation)
        "mutationRate": 0.5, // Mutation probabilities when breeding new generation
        "envs": [ // You can use multiple environment to simulate (the fitness will be the average of the envs scores)
            {
                "start": "2018-07-10 00:00:00",
                "stop": "2018-08-25 00:00:00"
            },
            {
                "start": "2018-10-01 00:00:00",
                "stop": "2018-11-01 00:00:00"
            },
        ],
        "genes": [
            // The options to optimize in the strategy and set mutation rules
            // For numeric options (min/max -- int/float)
            // For string options (list of value)
            {
                "key": "fastPeriod",
                "min": 5,
                "max": 80,
                "integer": true
            },
            {
                "key": "slowPeriod",
                "min": 15,
                "max": 150,
                "integer": true
            },
            {
                "key": "signalPeriod",
                "min": 5,
                "max": 150,
                "integer": true
            },
            {
                "key": "aggTime",
                "list": [
                    "5m",
                    "15m",
                    "30m",
                    "1h",
                    "2h",
                    "4h",
                    "6h"
                ]
            }
        ]
    },
    "trader": {
        "name": "MACD",
        "test": true,
        "strategie": "MACD",
        "stratOpts": {
            "fastPeriod": 25,
            "slowPeriod": 57,
            "signalPeriod": 16,
            "aggTime": "5m"
        },
        "capital": 1000,
        "percentInvest": 0.95,
        "base": "BTC",
        "quote": "USDT",
        "exchange": {
            "name": "binance"
        },
        "env": {
            "watchList": [
                {
                    "base": "BTC",
                    "quote": "USDT",
                    "exchange": "binance"
                }
            ],
            "aggTimes": [],
            "warmup": 20000,
            "batchSize": 1000,
            "bufferSize": 5000,
            "backtest": {
                // SETTED but will not be used if opts.envs properties set in genetic params
                "start": "2018-02-22 00:00:00",
                "stop": "2019-03-15 00:00:00"
            },
            "candleSetPlugins": []
        }
    }
}