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Pialat 2019-09-16 14:47:35 +02:00
parent 3de0f1b4fe
commit a246b2ec3f
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freqtrade/optimize/hyperopt_loss_calmar.py
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@ -46,7 +46,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
backtest_duration_years = ((max_date-min_date).days/365)
trade_count_average_per_year = trade_count/backtest_duration_years
# add slipage to be closed to live
# add extra slipage to be closed to live?
results['profit_percent'] -= SLIPPAGE_PERCENT
sample_size = round(trade_count_average_per_year * SIMULATION_YEAR_DURATION)