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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 |