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Hyper-parameters optimization #191

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amor71 opened this issue Jun 19, 2021 · 0 comments · Fixed by #192
Closed

Hyper-parameters optimization #191

amor71 opened this issue Jun 19, 2021 · 0 comments · Fixed by #192
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in-process research Researching possible solutions

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@amor71
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amor71 commented Jun 19, 2021

Is your feature request related to a problem? Please describe.
Most strategies/scanners receive external parameters (e.g. "hyperparameters"), but in most cases, there is no real way to optimize the selection of the parameters towards a specific goal. The feature request, adds a layer of on-top backtesting, which attempts to select the best hyper parameters.

Describe the solution you'd like
Add a layer on top of back-testing, which specifies the parameters that should be optimized, and the "trade-plan", and conjure the distribution of the hyperparameters towards achieving maximal returns over a period of time.

Describe alternatives you've considered
Using external tools.

Additional context
Add any other context or screenshots about the feature request here.

@amor71 amor71 self-assigned this Jun 19, 2021
@amor71 amor71 added the research Researching possible solutions label Jun 19, 2021
@amor71 amor71 pinned this issue Jun 19, 2021
@amor71 amor71 linked a pull request Jun 19, 2021 that will close this issue
@amor71 amor71 unpinned this issue Jun 24, 2021
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