From 501be8a3bc2df259765bedf6ad6f3fd6f66cd4a8 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Tue, 16 Jan 2018 16:36:50 +0200 Subject: [PATCH] adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts --- freqtrade/optimize/hyperopt.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 02a64fa74..f8a494a0a 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -146,9 +146,9 @@ def log_results(results): def calculate_loss(total_profit: float, trade_count: int, trade_duration: float): """ objective function, returns smaller number for more optimal results """ - trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2) + trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8) profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT) - duration_loss = min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1) + duration_loss = 0.7 + 0.3 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1) return trade_loss + profit_loss + duration_loss