adjust default target values for hyperopt
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@ -30,19 +30,19 @@ logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
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logger = logging.getLogger(__name__)
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# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
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TARGET_TRADES = 1100
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TARGET_TRADES = 600
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TOTAL_TRIES = 0
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_CURRENT_TRIES = 0
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CURRENT_BEST_LOSS = 100
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# max average trade duration in minutes
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# if eval ends with higher value, we consider it a failed eval
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MAX_ACCEPTED_TRADE_DURATION = 240
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MAX_ACCEPTED_TRADE_DURATION = 300
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# this is expexted avg profit * expected trade count
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# for example 3.5%, 1100 trades, EXPECTED_MAX_PROFIT = 3.85
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# check that the reported Σ% values do not exceed this!
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EXPECTED_MAX_PROFIT = 3.85
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EXPECTED_MAX_PROFIT = 3.0
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# Configuration and data used by hyperopt
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PROCESSED = None # optimize.preprocess(optimize.load_data())
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