NeuroEvolutionMarketTrader
Publisher-claimed ML strategy on Indices by daniloaleixo. BotFinder score 37 out of 100.
Neuro evolution agent to buy and sell stocks atumatically
Source: github
BotFinder analysis pending.
NeuroEvolutionMarketTrader
Neuro Evolution Market Trader Neuro evolution agent to trade If you like this project you can support me. It took me several experiments to get to this agent. I tried several deep learning architectures and technical analysis parameters. Agent v 3.0141 The agent has the following characteristics: Using neuro evolution Receives OHLC as parameters Generates RSI and MACD technical indicators to be used as parameters Also run through a pretrained CNN buy and sell classifier to get the last set of parameters Running Results Right now the best agent v3.0141, the agent uses OHLC, RSI and MACD inputs, as well as the output of a pretrained CNN buy and sell classifier. The agent has these results applied to EURUSD with 30M candles: Mean over backtest returns: 14.17% Points above buy and hold mean: 12.26% Winning Percent mean: 80% Training Max fitness for each generation Mean fitness for each generation Backtesting 2016 15M candles 2017 30M candles 2018 30M candles RUNINFO: v3.0141 - OHLC + CNN Classifier B/S w10 15x15 + RSI&MACD Params - layers: 16, 32, 64, 32, 16 - populationsize: 256 - gener
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