orehunt

> i still struggle to see why we need this - and what exactly this delivers. The point is to show how much volatility there was intra trade. You only...

I added an implementation as a loss function based on sortino. Bear in mind that this is basically an upsampling, which means, it adds noise, which is not what you...

I imagine that doesn't work with position stacking? ``` # df3 has the dates set correctly (one date per candle / trade). Date is only unique per pair. ``` This...

A couple of things I noticed: - the value is calculated using `open` while I was always using `close` except for the `close_time` candles(rows) that use the profits(abs) col. The...


this needs some docs

I should warn that I did play a bit with tqdm for loading but it required passing the IO writer object around processes and that caused problems so I did...

> > Thanks, > Same for other implementations of progress bar: > > https://github.com/freqtrade/freqtrade/blob/3a8b68c0fd721094c606286b4dce6a86d89442d9/freqtrade/optimize/hyperopt.py#L735 I think jobs still need access to progressbar otherwise the progressbar will only get updated once...

had to make some changes here because as it was optimizers were fitting almost similar models, because they all shared the results, duh, I knew it but left it as...

you can't do it with the sum, you have to match the close price at each candle for every non closed trade > But let me ask- what for /...