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Added Calmar Ratio Daily to hyperopt.md file

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Robert Roman 2021-09-25 16:40:02 -05:00 committed by GitHub
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@ -118,7 +118,7 @@ optional arguments:
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily,
CalmarHyperOptLoss
CalmarHyperOptLoss, CalmarHyperOptLossDaily
--disable-param-export
Disable automatic hyperopt parameter export.
@ -523,6 +523,7 @@ Currently, the following loss functions are builtin:
* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
* `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.