Automatic HyperOpt run every X days
Author: xwurgCreated Sep 23, 2021Updated Jul 22, 2026
LabelsHyperoptDiscussion
Hello, first of all, many thanks for this awesome library!
I am working on 5m timeframe strategies and found out that the profitable parameters can change from one week to another. Hence, I thought it might be time saving and efficient money-wise to add an 'Auto HyperOpt' functionality, that would, if turned on :
- automatically run an hyperopt loop for x days, on a daily/weekly basis
- compare with current parameters
- pick up the best parameters and reload the config/strategy
The config.json file would thus need another section :
"autohyperopt": {
"enabled" : true,
"run_every_x_days": 1,
"backtest_x_days": 5,
"epochs": 100,
"hyper opt_loss": SortinoHyperOptLossDaily,
"compare_with_current_parameters": false,
}
Let me know what you think and if you like part of this idea or this idea as a whole. I'm looking forward to discussing it!
Best xwurg
Source: freqtrade/freqtrade