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tommiehansen / gab

Gekko Automated Backtests
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GAB

Gekko Automated Backtests

THIS IS BETA

If something does not work, it simply does not work since time hasn't existed yet to get it working.

Compatibility Updates

17/01 2019

Gekko has been updated to work with the latest major branch of gekko (v0.6.x)

Breaking changes

14/4 2018 Added MySQL (InnoDB) option but this also forced a new format to be used. A conversion tool for old SQLite db's is included under the new /tools/ -folder. Goto /tools/ and run it if you would like to convert your old data to the new database format. For massive runs it is also recommended to use the new MySQL option.

26/3 2018 Cleaned up most stuff and optimized many more + added a lot of things 'under the hood'. A lot of changes and changes to things such as the databases etc. This make this a version incompatible with the prior (first released) version.

Why

I needed a way to run backtests for Gekko in a 'brute-force' manner automated and with multi-threading. I also needed a way to compare all these runs and get extra data such as win% etc.

Prerequisites (required)
  1. Gekko installed and working
  2. Webserver + PHP (preferrably 7.1+) with cURL and PDO SQLite installed
  3. A user with write access
How-to
  1. Create a copy of user.config.sample.php and rename it to user.config.php and set stuff up. Make sure $server is pointing at YOUR running Gekko instance e.g. http://localhost:3000
  2. Go to your-localhost/gab/
  3. Run something..
  4. After you got some runs check 'View runs' and check all the results
Dynamic parameters

GAB uses dynamic parameters, these work for all strategy paramers. Example, RSI BULL/BEAR:

# SMA
SMA_long = 100:1000,100
SMA_short = 10:90,10

# BULL
BULL_RSI = 5:20,5
BULL_RSI_high = 70:90,5
BULL_RSI_low = 40:60,5

# BEAR
BEAR_RSI = 5:20,5
BEAR_RSI_high = 40:60,5
BEAR_RSI_low = 10:30,5

The format is MIN:MAX,STEPPING. This means that e.g. 10:20,5 will generate the range: 10,15,20 The params are inclusive meaning that odd stepping e.g. 5:15,10 will become 5,10,15 - the first and last of range is always kept. Also note that negative values also need to follow MIN/MAX. This is wrong: -5:-15,5, this is right: -15:-5,5.

Donate or coffee?

People keeps asking about this so i'll just leave it here for future reference: