Published On Feb 18, 2023
Finding optimal candlestick patterns for Bitcoin using a evolutionary algorithm. Multiple trading rules from a set of candlestick data and are tested out of sample forming a potential trading strategy.
Martin Ratio: https://www.tangotools.com/ui/ui.htm
0:00 Intro
0:29 Pattern Schema
1:10 Random Patterns
1:27 Genetic Algorithm Overview
1:44 Initialization
1:54 Evaluation
2:22 Fitness Functions
2:42 Fitness - Total Return
3:05 Fitness - Profit Factor
3:56 Fitness - Martin Ratio
4:47 Evaluation
5:07 Elitism
5:36 Parent Selection
6:19 Reproduction
7:02 Mutation
7:59 Stopping Criteria
8:21 Genetic Algorithm Parameters
8:35 BTC-USDT Test
9:24 Finding Multiple Patterns
10:16 BTC-USDT Test
10:39 Monte Carlo Test
11:53 Walkforward Analysis
13:12 Conclusions
Patreon: / neurotrader
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