Commit Graph

7 Commits

Author SHA1 Message Date
Yazeed Al Oyoun
a5911bae7f fixed standard deviation line 2020-02-01 20:46:43 +01:00
Yazeed Al Oyoun
08011c82e2 added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily 2020-02-01 20:17:07 +01:00
Yazeed Al Oyoun
c4e303aa66 replaced use of old value total_profit 2020-02-01 20:17:07 +01:00
Yazeed Al Oyoun
79727f3d7d added proper slippage to each trade 2020-02-01 20:17:07 +01:00
Yazeed Al Oyoun
782493f418 removed unused profit_abs 2020-02-01 20:17:07 +01:00
Yazeed Al Oyoun
1ef139031f removed commented code 2020-02-01 20:17:07 +01:00
Yazeed Al Oyoun
50cafc26fb added daily sharpe ratio hyperopt loss method, ty @djacky 2020-02-01 20:17:07 +01:00