diff --git a/docs/hyperopt.md b/docs/hyperopt.md index aaad0634f..1077ff503 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -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.