Explore Indicators

[slavakurilyak]

Goal

As a developer, I want to use computational methods to explore indicators, so that I can find the best indicators based on backtesting results.

As a developer, I want to explore as many indicator parameters as possible, so that I can determine the combinations of parameters which perform well based on backtesting results.

Consider

• Using Justin McCormick's Automating Cryptocurrency Algorithms script. Justin commented about his work on the gekko library.

• Consider using genetic algorithms or bayesian optimization to solve this parameter optimization problem