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Remove CalmarDaily hyperopt loss

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Matthias
2021-10-29 06:42:17 +02:00
parent 88b96d5d1b
commit 5cdae2ce3f
4 changed files with 2 additions and 87 deletions
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docs/hyperopt.md
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@@ -116,8 +116,7 @@ optional arguments:
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily,
CalmarHyperOptLoss, CalmarHyperOptLossDaily,
MaxDrawDownHyperOptLoss
CalmarHyperOptLoss, MaxDrawDownHyperOptLoss
--disable-param-export
Disable automatic hyperopt parameter export.
--ignore-missing-spaces, --ignore-unparameterized-spaces
@@ -526,7 +525,6 @@ Currently, the following loss functions are builtin:
* `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
* `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
* `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
* `CalmarHyperOptLossDaily` Optimizes Calmar Ratio calculated on **daily** trade returns relative to max drawdown.
Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.