optimization_run
Optimize trading strategy hyperparameters using Bayesian optimization to find the best-performing parameter combinations for improved metrics like Sharpe ratio or total return.
Instructions
Auto-optimize strategy hyperparameters using Bayesian optimization.
Automatically tests many parameter combinations to find best metrics.
Example: Improve Sharpe ratio by optimizing EMA periods
param_space: {"ema_fast": [5, 30], "ema_slow": [20, 100]}
metric: "sharpe_ratio"
Returns best parameters found and their performance metrics.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| strategy | Yes | ||
| symbol | Yes | ||
| timeframe | Yes | ||
| start_date | Yes | ||
| end_date | Yes | ||
| param_space | Yes | ||
| metric | No | total_return | |
| n_trials | No | ||
| n_jobs | No | ||
| exchange | No | Binance | |
| starting_balance | No | ||
| fee | No | ||
| leverage | No | ||
| exchange_type | No | futures |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||