mkmarek / forex.analytics

Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithm
MIT License
180 stars 75 forks source link

Also optimize lookback periods for indicators #11

Open crubb opened 6 years ago

crubb commented 6 years ago

Hey,

currently, zenbot, a cryptocurrency trading bot, is evaluating two different genetic optimization approaches.

It would be very interesting to not only optimize the selection of indicators for buy/sell decision, but also optimize the lengths of the lookback period for those decisions. Currently the length is fixed, for example at 14 for RSI.

Is forex.analytics still actively maintained and would this be in the scope of development?

Thanks! -crubb

FLYBYME commented 6 years ago

My c++ sucks so I cant figure out how to send indicators settings from js to c. The only way I can think of doing it is just change the source then rebuild the module. If someone can show me one example of how to send settings for an indicator to c land then I will figure out the rest.

talentoscope commented 6 years ago

Zenbot user here. This fork https://github.com/Jamby93/forex.analytics/tree/dev appears to be actively maintained and seems to have someone quite interested in GA/AI. It may be worth zenbot devs consulting with @Jamby93