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KenSu2003 / Buffet

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Need to optimize strategy (w/ ML) #1

Open KenSu2003 opened 1 month ago

KenSu2003 commented 1 month ago

Need to control loss and optimize strategy. Only tested the strategy and haven't trained a model to optimize the strategy.

KenSu2003 commented 1 month ago

Still need to use ML to fix but currently using BayesianOptimizaiton in optimioze_strategy.py

KenSu2003 commented 4 weeks ago

Need to create a new file with the ML model that looks at past parameters to adjust the current parameters accordingly: RSI levels, profit and loss levels, time-interval levels, technical-indicator weight distributions, and the size of the positions.

KenSu2003 commented 4 weeks ago

Optimizing strategy does not work. The given parameters only improve one trade and perform horribly on the overall ROI. Have to adjust the parameters including the weights and include another variable to look at how much more profit this new optimized strategy can increase on the overall trades and not just one trade.

KenSu2003 commented 3 weeks ago

By including the weights of the technical indicators as parameters to be optimized the optimized strategy was able to generate a positive PnL on 2022 but still had a less significant PnL on every other year.