darwin.js - crossover strategy (#1060)

noticed that generational output was static from gen to gen for smalen1 and smalen2. sure enough, those are coded into the strategy itself, but were left out of the darwin.js strategy config for mutation.

Author: shr00mie

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}`,
@@ -254,6 +254,8 @@ 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
   },