diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index e570243589..06e898b1b0 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -41,7 +41,7 @@ let iterationCount = 0; let runCommand = (taskStrategyName, phenotype, cb) => { let commonArgs = `--strategy=${taskStrategyName} --period_length=${phenotype.period_length} --min_periods=${phenotype.min_periods} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct} --order_type=${phenotype.order_type} --sell_stop_pct=${phenotype.sell_stop_pct} --buy_stop_pct=${phenotype.buy_stop_pct} --profit_stop_enable_pct=${phenotype.profit_stop_enable_pct} --profit_stop_pct=${phenotype.profit_stop_pct}`; let strategyArgs = { - crossover_vwap: `--emalen1=${phenotype.emalen1} --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max}`, + crossover_vwap: `--emalen1=${phenotype.emalen1} --smalen1=${phenotype.smalen1} --smalen2=${phenotype.smalen2} --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max}`, trendline: `--lastpoints=${phenotype.lastpoints} --avgpoints=${phenotype.avgpoints} --lastpoints2=${phenotype.lastpoints2} --avgpoints2=${phenotype.avgpoints2} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct}`, cci_srsi: `--cci_periods=${phenotype.rsi_periods} --rsi_periods=${phenotype.srsi_periods} --srsi_periods=${phenotype.srsi_periods} --srsi_k=${phenotype.srsi_k} --srsi_d=${phenotype.srsi_d} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --oversold_cci=${phenotype.oversold_cci} --overbought_cci=${phenotype.overbought_cci} --constant=${phenotype.constant}`, srsi_macd: `--rsi_periods=${phenotype.rsi_periods} --srsi_periods=${phenotype.srsi_periods} --srsi_k=${phenotype.srsi_k} --srsi_d=${phenotype.srsi_d} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold}`, @@ -253,6 +253,8 @@ let strategies = { // -- strategy emalen1: Range(1, 300), + smalen1: Range(1, 300), + smalen2: Range(1, 300), vwap_length: Range(1, 300), vwap_max: RangeFactor(0, 10000, 10)//0 disables this max cap. Test in increments of 10 },