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DEAP and ConvnetJS - Genetic Algorithm vs Neural Networks - Same or Different? #69

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BradT7 opened this issue Jan 31, 2018 · 14 comments

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@BradT7
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BradT7 commented Jan 31, 2018

Hey again,

Quick question, are DEAP and ConvnetJS essentially doing the same thing?
Or is there a difference between Genetic Algorithm and Neural Networks?

The reason I ask is I stumbled upon these threads using convnetjs in gekko, and if they are indeed different methods of testing, perhaps they could be used together somehow to complement each other?

Here's the links to the findings: Gekko Bot Resources
Which was linked from: Bestone Strategy which is what gave me faith in the possibility of gekko actually being profitable, would love to mimic these results!
And this is where I found you! Integrating Machine Learning AI instead Technical Analysis to Gekko

If they're different then I thought you might find this interesting, would be interested in your thoughts on how the two differ!

I know I'm getting ahead of myself here as I'm still running some preliminary GA tests with japonicus, and doubt I could figure out how to implement this git I came across, but maybe you could understand it better and make use of it, maybe even blend them together, assuming convnetjs differs from deap's methodology.

Thanks!

@Gab0
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Gab0 commented Feb 1, 2018

Hi @BradT7, thats a nice material that I'm reading on the following hours.
Genetic Algorithm and Neural Networks are both methods of da famous "machine learning", both inspired by biologic life, but much different on purpose and workings. GA simulates biological evolution, and we use it here to evolve the parameters of a gekko strat, to find a good-maybe-best set of settings.

Neural networks simulates the workings of neurons in the brain, widely used on classification of input data. In our context of crytocoin trading botz it would be inside a strategy, maybe taking candles as input and spitting 'buy', 'sell' or 'do nothing'.
A strat that includes a Neural Network (could be easily implemented with the lib ConvnetJS) sadly would be hard on CPU time, so probably not suitable for use with japonicus. NN's need to be trained prior to use and that would should be sufficient for pr0fit.

In my opinion NNs could be good as cryptobot brains but implementation will not be a simple one. I don't believe on current NN strats on github, but I'm checking those you posted.

Keep testing some strats, if you find some good, please tell x] .. Cheers!

@Gab0
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Gab0 commented Feb 1, 2018

Just tested Gekko-bot-resources/bestone-tulind strategy. Seems to never trade.

@BradT7
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BradT7 commented Feb 1, 2018

Thanks for the great feedback Gab, that does make more sense now to me! That's awesome you got it running! Too bad the results seem poor at the moment. I'll keep plugging away at these different GA's. Just a lot of "hurry up and wait!" going on now :p I'll keep you posted!

@Gab0
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Gab0 commented Feb 1, 2018

Thanks. Note that most of strats from github have settings hardcoded on them.
That way does not work with japonicus.
Indicators inside strategies must get their settings from strategy.settings AKA this.settings on the strategy init function. And then feed those settings ranges on configStrategies.py from japonicus.

@Gab0
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Gab0 commented Feb 1, 2018

@stfnschfr Can you explain the general workings of your ConvNet strat?
And, for example, on that 11-02-17 to 01-30-18 run, you trained the network for that specific time period, or the network was previously trained on a larger dataset?
Thanks. I have tried to write some NN strategies without practical results.

@riesgorafael
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@stfnschfr Wooow..very..very nice! Can you send me your settings and strategies? Thank u!

@riesgorafael
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@stfnschfr
Thanks for the help you gave me, I will continue testing neural networks for the moment, I know that is the way to continue .. if you want you can write me at [email protected] .. I am grateful for the information! Regards..

@Gab0
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Gab0 commented Feb 2, 2018

@stfnschfr haah so the neural stuff runs more like an indicator on your strat..
I may just transform mounirs-ga-version-2 in an indicator and try to combine it with others.
PS dunno why in hell they call that neural strat a ga.

@riesgorafael
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@stfnschfr they have deleted the post.. why???

@riesgorafael
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@stfnschfr I was not looking for anything, I just visited the post to see if there was something new with respect to your script. I was testing what you mentioned, but without positive results in bear markets. Luckily document everything you said before you erased it. I can not reach the same values as your backtest. Thanks for the concern and the help.

@riesgorafael
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@stfnschfr I was interested in his strategy, I can not get similar results. I've been backtesting for days now and nothing! Please, some tip, help, advice, whatever I would appreciate it! thank you for your time ... regards

@riesgorafael
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@stfnschfr yes it is! BB/MACD/Stoch or RSI.. Thanks.

@JoeNoPhoto
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This reads like a "who's on first" skit.

I didn't see your OP, but I assume he wants to know a strategy you used that netted a ridiculous result,

@riesgorafael
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@stfnschfr no dude! Your strategy of 2700%.. pleaseeee! Send me strategy..

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