15 Commits

Author	SHA1	Message	Date
Samuel Husso	f43ba44b15	refactor backtesting to its own method as we use it also in hyperopt	2017-10-24 07:58:42 +03:00
Janne Sinivirta	6f5307fda7	use more aggressive stop loss for hyperopt	2017-10-22 17:15:57 +03:00
Janne Sinivirta	37004e331a	remove unused import and commented out code	2017-10-22 17:14:55 +03:00
Janne Sinivirta	57acf85b42	try a different objective function	2017-10-22 17:11:01 +03:00
Janne Sinivirta	913488910c	bump minimum evaluations to 40 rounds	2017-10-21 10:29:05 +03:00
Janne Sinivirta	17b984a7cd	adjust objective function to emphasize trade lenghts more	2017-10-21 10:28:43 +03:00
Janne Sinivirta	f79b44eefe	adjust ROI map for shorter trades	2017-10-21 10:28:02 +03:00
Janne Sinivirta	146c254c0f	start adding other triggers than just the lower BBands	2017-10-21 10:26:38 +03:00
Janne Sinivirta	ce2966dd7f	add uptrend_sma to hyperopt	2017-10-20 18:29:38 +03:00
Janne Sinivirta	0fbca8b8ef	add CCI to hyperopt	2017-10-20 13:14:28 +03:00
Janne Sinivirta	3f7a583de6	add SAR to hyperopt. add over/under sma options to hyperopt	2017-10-20 12:56:44 +03:00
Janne Sinivirta	1196983d5f	change objective to emphasize shorter trades and include average profit	2017-10-20 10:39:36 +03:00
Janne Sinivirta	bbb2c7cf62	more parametrizing. adjust ranges for previous parameters	2017-10-20 10:39:04 +03:00
Janne Sinivirta	ff100bdac4	the optimizer expects values in the order of smaller is better	2017-10-19 18:29:57 +03:00
Janne Sinivirta	1792e0fb9b	use hyperopt to find optimal parameter values for indicators	2017-10-19 17:12:49 +03:00