From dc8fd641ad04fff3be77e457fe3885d36f799cb0 Mon Sep 17 00:00:00 2001 From: Pialat Date: Thu, 12 Sep 2019 16:55:33 +0200 Subject: [PATCH] smooth normelization --- 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 caa11ed83..a09abf41f 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -59,8 +59,8 @@ class CalmarHyperOptLoss(IHyperOptLoss): abs_mediam_simulated_drawdowns = Series(simulated_drawdowns).median() calmar_ratio = return_avg_per_year/abs_mediam_simulated_drawdowns - # Normalize loss value to be float between (0, 1) - calmar_loss = 1 - (norm.cdf(calmar_ratio, 0, 100)) + # Normalize loss value to be float between (0, 1) : 0.5 value mean no profit + calmar_loss = 1 - (norm.cdf(calmar_ratio, 0, 10)) # feel free to add other criterias (e.g avg expected time duration) loss = (calmar_loss * CALMAR_LOSS_WEIGHT)