• Stars
    star
    153
  • Rank 243,368 (Top 5 %)
  • Language
    Go
  • Created over 6 years ago
  • Updated over 3 years ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Building a population of models that trade crypto and mutate iteratively

NeuroEvolution BTC Trader

The goal of this project was to create a model that would trade on technicals through neuroevolution. The initial population is built given a specified network topology and assigned random weights. For each generation, these weights are randomly mutated and each network is assigned a fitness value based on its performance. A pooling algorithm is then used to select models for the next generation and the process is repeated. Models with a higher fitness tend to make it to the next generation where their weights are mutated and ideally create a higher performing generation.

See python branch for original implementation