The Sortino strategy is designed to generate numerous potential buy signals and aim for small profits on each trade. It is recommended to have at least 60 parallel trades active at any given time to account for unavoidable losses. The strategy has a minimal ROI (Return on Investment) set to 0.01, meaning it aims to achieve a profit of at least 1% on each trade.
The stoploss is set at -0.5, indicating that if a trade incurs a loss of 50%, it should be closed.
The strategy operates on a ticker interval of 1 minute, meaning it analyzes and executes trades based on 1-minute intervals of price data.
The _reward function is responsible for calculating the reward or performance metric of the strategy. It calculates the returns based on the net worth of the strategy and a specified reward length. The reward can be calculated using different metrics such as Sortino ratio, Calmar ratio, Omega ratio, or the mean of the returns. Overall, the Sortino strategy aims to generate small profits on numerous trades and utilizes different reward metrics to evaluate its performance.
The stoploss is set at -0.5, indicating that if a trade incurs a loss of 50%, it should be closed.
The strategy operates on a ticker interval of 1 minute, meaning it analyzes and executes trades based on 1-minute intervals of price data.
The _reward function is responsible for calculating the reward or performance metric of the strategy. It calculates the returns based on the net worth of the strategy and a specified reward length. The reward can be calculated using different metrics such as Sortino ratio, Calmar ratio, Omega ratio, or the mean of the returns. Overall, the Sortino strategy aims to generate small profits on numerous trades and utilizes different reward metrics to evaluate its performance.
stoploss: -0.5 timeframe: 1m hash(sha256): 9b72ae1d566d2bf8320525e8aa632b1965e5ca21741dc2336f94558fb28c4ce7
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last change: 2024-04-28 08:55:14