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ema20,50相关入场条件调整

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zhangkun9038@dingtalk.com 2025-08-28 13:46:04 +08:00
parent 0366e692ea
commit 0125e3481e
1 changed files with 5 additions and 6 deletions
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11
freqtrade/templates/freqaiprimer.py
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@ -845,8 +845,7 @@ class FreqaiPrimer(IStrategy):
dataframe["ema50"] = ta.EMA(dataframe, timeperiod=50)
dataframe["ema20"] = ta.EMA(dataframe, timeperiod=20)
price_below_ema50 = dataframe["close"] < dataframe["ema50"]
price_above_ema50 = dataframe["close"] > dataframe["ema50"]
price_below_ema20 = dataframe["close"] < dataframe["ema20"]
price_above_ema20 = dataframe["close"] > dataframe["ema20"]
# 动态调整成交量和 RSI 阈值
volume_z_score_min = 0.5
@ -921,7 +920,7 @@ class FreqaiPrimer(IStrategy):
logger.info(f"[{pair}] 🚀 牛市正常通道：持仓{open_trades}>2个，75USDT入场，必须满足全部7个条件")
elif trend_status == "bearish":
# 下跌趋势：严格入场条件，只抄底，且价格必须高于EMA50
# 下跌趋势：严格入场条件，只抄底，且价格必须高于EMA20
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 0.7) # 严格到0.7倍
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold * 1.3) # 提高成交量要求
cond3 = (dataframe["rsi"] < rsi_threshold * 0.8) # 严格RSI要求
@ -929,11 +928,11 @@ class FreqaiPrimer(IStrategy):
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 0.8) # 严格STOCHRSI要求
cond6 = ~bearish_signal_aligned # 保持熊市过滤
cond7 = ~stochrsi_overbought_aligned # 保持超买过滤
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7 & price_above_ema50 & ~is_unstable_region
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7 & price_above_ema20 & ~is_unstable_region
logger.info(f"[{pair}] 📉 下跌趋势策略：严格入场条件")
else: # ranging
# 震荡趋势：close必须低于ema20，且高于ema50
# 震荡趋势：close必须低于ema50
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold)
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold)
cond3 = (dataframe["rsi"] < rsi_threshold)
@ -941,7 +940,7 @@ class FreqaiPrimer(IStrategy):
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold)
cond6 = ~bearish_signal_aligned
cond7 = ~stochrsi_overbought_aligned
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7 & price_below_ema20 & price_above_ema50 & ~is_unstable_region
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7 & price_below_ema50 & ~is_unstable_region
logger.info(f"[{pair}] ⚖️ 震荡趋势策略：close必须低于ema20，且高于ema50")
# 绿色通道和趋势状态的条件已经设置好buy_condition