Hyper-parameters optimization
amor71 opened this issue · comments
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.