Cybergrany
/ WeightedMultiParameterHyperOptLoss.py
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April 9, 2022 22:45
WeightedMultiparameterHyperOptLoss.py V 0.3
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| """ | |
| WeightedMultiparameterHyperOptLoss.py V 0.3 | |
| -by Cybergrany | |
| A loss function for Freqtrade's hyperopt feature, which allowes the user | |
| to choose weights, which influence how much each parameter affects the objective. | |
| For example, if I want quick trades and don't care too much about risk, I would | |
| give more weight to trades and less to the sortino. | |
| Most of the code here is based on existing freqtrade code, namely the sortino | |
| function and max drawdown calculations. I've just added a way to incorporate |