From 7c6167fb5bb08efe5a69deb13eba1b2901ee8e98 Mon Sep 17 00:00:00 2001 From: Pialat Date: Mon, 16 Sep 2019 12:01:24 +0200 Subject: [PATCH] total loss depends on multi criterias --- freqtrade/optimize/hyperopt_loss_calmar.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index ccab69583..759db2573 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -77,8 +77,8 @@ class CalmarHyperOptLoss(IHyperOptLoss): """ expected_trade_loss_penalty = 1 - norm.cdf(trade_count-NB_EXPECTED_TRADES,-NB_EXPECTED_TRADES,(NB_EXPECTED_TRADES*(2/3))*EXPECTED_TRADES_WEIGHT) - # feel free to add other criterias (e.g avg expected time duration) - loss = (calmar_loss * CALMAR_LOSS_WEIGHT) + # want to see the loss -> shorturl.at/DHX34 + loss = calmar_loss + expected_trade_loss_penalty # print('calmar_ratio {}'.format(calmar_ratio))