hyperopted taskID: task_1765211720617408195
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zhangkun
parent
922bd56ab6
commit
0442bae02b
@ -6,27 +6,27 @@
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},
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"params": {
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"buy": {
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"add_bb_lower_proximity": 1.133,
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"add_position_callback": 0.057,
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"add_position_decrease_ratio": 0.61,
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"add_rsi_oversold_threshold": 21,
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"add_stochrsi_oversold": 30,
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"adjust_multiplier": 1.48,
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"bb_length": 33,
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"bb_lower_deviation": 1.014,
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"bb_std": 2.19,
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"bb_width_threshold": 0.004,
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"h1_max_candles": 34,
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"h1_max_consecutive_candles": 2,
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"h1_rapid_rise_threshold": 0.126,
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"max_entry_adjustments": 4,
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"add_bb_lower_proximity": 1.039,
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"add_position_callback": 0.055,
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"add_position_decrease_ratio": 0.62,
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"add_rsi_oversold_threshold": 27,
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"add_stochrsi_oversold": 28,
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"adjust_multiplier": 1.26,
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"bb_length": 46,
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"bb_lower_deviation": 0.97,
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"bb_std": 4.55,
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"bb_width_threshold": 0.023,
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"h1_max_candles": 42,
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"h1_max_consecutive_candles": 1,
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"h1_rapid_rise_threshold": 0.103,
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"max_entry_adjustments": 7,
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"min_condition_count": 2,
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"rsi_bull_threshold": 55,
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"rsi_length": 18,
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"rsi_oversold": 22,
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"stochrsi_bull_threshold": 26,
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"stochrsi_neutral_threshold": 39,
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"volume_multiplier": 4.5
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"rsi_bull_threshold": 49,
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"rsi_length": 10,
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"rsi_oversold": 39,
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"stochrsi_bull_threshold": 39,
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"stochrsi_neutral_threshold": 27,
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"volume_multiplier": 5.6
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},
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"max_open_trades": {
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"max_open_trades": 5
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@ -34,16 +34,16 @@
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"protection": {},
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"roi": {},
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"sell": {
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"exit_bb_upper_deviation": 1.038,
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"exit_profit_tier1": 0.055,
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"exit_profit_tier2": 0.108,
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"exit_reduce_tier1": 0.46,
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"exit_reduce_tier2": 0.34,
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"exit_rsi_threshold": 59,
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"exit_volume_multiplier": 5.3,
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"max_reduce_adjustments": 1,
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"reduce_coefficient": 0.497,
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"reduce_profit_base": 0.048
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"exit_bb_upper_deviation": 1.013,
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"exit_profit_tier1": 0.12,
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"exit_profit_tier2": 0.167,
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"exit_reduce_tier1": 0.32,
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"exit_reduce_tier2": 0.49,
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"exit_rsi_threshold": 62,
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"exit_volume_multiplier": 3.8,
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"max_reduce_adjustments": 4,
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"reduce_coefficient": 0.317,
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"reduce_profit_base": 0.028
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},
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"stoploss": {
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"stoploss": -0.085
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@ -84,46 +84,46 @@ class FreqaiPrimer(IStrategy):
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# [propertiesGrp_List]
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# [propertiesGrp step="1" name="第一轮优化" space="buy" epochs="50" description="入场基础条件优化,入场确认条件优化"]
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bb_length=IntParameter(20, 60, optimize=True, load=True, default=33, space='buy') # [PARAM]
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bb_lower_deviation=DecimalParameter(0.92, 1.15, decimals=3, optimize=True, load=True, default=1.014, space='buy') # [PARAM]
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bb_std=DecimalParameter(2, 6, decimals=2, optimize=True, load=True, default=2.19, space='buy') # [PARAM]
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bb_length=IntParameter(20, 60, optimize=True, load=True, default=46, space='buy') # [PARAM]
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bb_lower_deviation=DecimalParameter(0.92, 1.15, decimals=3, optimize=True, load=True, default=0.97, space='buy') # [PARAM]
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bb_std=DecimalParameter(2, 6, decimals=2, optimize=True, load=True, default=4.55, space='buy') # [PARAM]
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min_condition_count=IntParameter(1, 2, optimize=True, load=True, default=2, space='buy') # [PARAM]
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rsi_length=IntParameter(10, 30, optimize=True, load=True, default=18, space='buy') # [PARAM]
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stochrsi_bull_threshold=IntParameter(20, 50, optimize=True, load=True, default=55, space='buy') # [PARAM]
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volume_multiplier=DecimalParameter(1.5, 6, decimals=1, optimize=True, load=True, default=4.5, space='buy') # [PARAM]
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rsi_length=IntParameter(10, 30, optimize=True, load=True, default=10, space='buy') # [PARAM]
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stochrsi_bull_threshold=IntParameter(20, 50, optimize=True, load=True, default=49, space='buy') # [PARAM]
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volume_multiplier=DecimalParameter(1.5, 6, decimals=1, optimize=True, load=True, default=5.6, space='buy') # [PARAM]
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# [/propertiesGrp]
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# [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" epochs="250" space="buy" description="防追高核心参数，绝对不能放宽！"]
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bb_width_threshold=DecimalParameter(0.003, 0.03, decimals=3, optimize=True, load=True, default=0.004, space='buy') # [PARAM]
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h1_max_candles=IntParameter(16, 50, optimize=True, load=True, default=34, space='buy') # [PARAM]
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h1_max_consecutive_candles=IntParameter(1, 2, optimize=True, load=True, default=2, space='buy') # [PARAM]
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h1_rapid_rise_threshold=DecimalParameter(0.08, 0.22, decimals=3, optimize=True, load=True, default=0.126, space='buy') # [PARAM]
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rsi_bull_threshold=IntParameter(40, 68, optimize=True, load=True, default=55, space='buy') # [PARAM]
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rsi_oversold=IntParameter(20, 50, optimize=True, load=True, default=22, space='buy') # [PARAM]
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stochrsi_neutral_threshold=IntParameter(15, 40, optimize=True, load=True, default=39, space='buy') # [PARAM]
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bb_width_threshold=DecimalParameter(0.003, 0.03, decimals=3, optimize=True, load=True, default=0.023, space='buy') # [PARAM]
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h1_max_candles=IntParameter(16, 50, optimize=True, load=True, default=42, space='buy') # [PARAM]
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h1_max_consecutive_candles=IntParameter(1, 2, optimize=True, load=True, default=1, space='buy') # [PARAM]
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h1_rapid_rise_threshold=DecimalParameter(0.08, 0.22, decimals=3, optimize=True, load=True, default=0.103, space='buy') # [PARAM]
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rsi_bull_threshold=IntParameter(40, 68, optimize=True, load=True, default=49, space='buy') # [PARAM]
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rsi_oversold=IntParameter(20, 50, optimize=True, load=True, default=39, space='buy') # [PARAM]
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stochrsi_neutral_threshold=IntParameter(15, 40, optimize=True, load=True, default=27, space='buy') # [PARAM]
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# [/propertiesGrp]
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# [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="250" space="buy" description="加仓精准度与金额管理，严防爆仓"]
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add_bb_lower_proximity=DecimalParameter(0.85, 1.2, decimals=3, optimize=True, load=True, default=1.133, space='buy') # [PARAM]
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add_position_callback=DecimalParameter(0.047, 0.09, decimals=3, optimize=True, load=True, default=0.057, space='buy') # [PARAM]
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add_position_decrease_ratio=DecimalParameter(0.3, 0.8, decimals=2, optimize=True, load=True, default=0.61, space='buy') # [PARAM]
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add_rsi_oversold_threshold=IntParameter(15, 40, optimize=True, load=True, default=21, space='buy') # [PARAM]
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add_stochrsi_oversold=IntParameter(10, 35, optimize=True, load=True, default=30, space='buy') # [PARAM]
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adjust_multiplier=DecimalParameter(0.6, 1.6, decimals=2, optimize=True, load=True, default=1.48, space='buy') # [PARAM]
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max_entry_adjustments=IntParameter(2, 7, optimize=True, load=True, default=4, space='buy') # [PARAM]
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add_bb_lower_proximity=DecimalParameter(0.85, 1.2, decimals=3, optimize=True, load=True, default=1.039, space='buy') # [PARAM]
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add_position_callback=DecimalParameter(0.047, 0.09, decimals=3, optimize=True, load=True, default=0.055, space='buy') # [PARAM]
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add_position_decrease_ratio=DecimalParameter(0.3, 0.8, decimals=2, optimize=True, load=True, default=0.62, space='buy') # [PARAM]
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add_rsi_oversold_threshold=IntParameter(15, 40, optimize=True, load=True, default=27, space='buy') # [PARAM]
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add_stochrsi_oversold=IntParameter(10, 35, optimize=True, load=True, default=28, space='buy') # [PARAM]
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adjust_multiplier=DecimalParameter(0.6, 1.6, decimals=2, optimize=True, load=True, default=1.26, space='buy') # [PARAM]
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max_entry_adjustments=IntParameter(2, 7, optimize=True, load=True, default=7, space='buy') # [PARAM]
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# [/propertiesGrp]
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# [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="250" space="sell" description="出场条件与分级止盈,减仓与风险管理"]
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exit_bb_upper_deviation=DecimalParameter(0.9, 1.15, decimals=3, optimize=True, load=True, default=1.038, space='sell') # [PARAM]
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exit_profit_tier1=DecimalParameter(0.03, 0.12, decimals=3, optimize=True, load=True, default=0.055, space='sell') # [PARAM]
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exit_profit_tier2=DecimalParameter(0.08, 0.2, decimals=3, optimize=True, load=True, default=0.108, space='sell') # [PARAM]
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exit_reduce_tier1=DecimalParameter(0.2, 0.7, decimals=2, optimize=True, load=True, default=0.46, space='sell') # [PARAM]
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exit_reduce_tier2=DecimalParameter(0.15, 0.6, decimals=2, optimize=True, load=True, default=0.34, space='sell') # [PARAM]
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exit_rsi_threshold=IntParameter(55, 72, optimize=True, load=True, default=59, space='sell') # [PARAM]
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exit_volume_multiplier=DecimalParameter(2, 7, decimals=1, optimize=True, load=True, default=5.3, space='sell') # [PARAM]
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max_reduce_adjustments=IntParameter(1, 4, optimize=True, load=True, default=1, space='sell') # [PARAM]
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reduce_coefficient=DecimalParameter(0.15, 0.55, decimals=3, optimize=True, load=True, default=0.497, space='sell') # [PARAM]
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reduce_profit_base=DecimalParameter(0.02, 0.12, decimals=3, optimize=True, load=True, default=0.048, space='sell') # [PARAM]
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exit_bb_upper_deviation=DecimalParameter(0.9, 1.15, decimals=3, optimize=True, load=True, default=1.013, space='sell') # [PARAM]
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exit_profit_tier1=DecimalParameter(0.03, 0.12, decimals=3, optimize=True, load=True, default=0.12, space='sell') # [PARAM]
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exit_profit_tier2=DecimalParameter(0.08, 0.2, decimals=3, optimize=True, load=True, default=0.167, space='sell') # [PARAM]
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exit_reduce_tier1=DecimalParameter(0.2, 0.7, decimals=2, optimize=True, load=True, default=0.32, space='sell') # [PARAM]
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exit_reduce_tier2=DecimalParameter(0.15, 0.6, decimals=2, optimize=True, load=True, default=0.49, space='sell') # [PARAM]
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exit_rsi_threshold=IntParameter(55, 72, optimize=True, load=True, default=62, space='sell') # [PARAM]
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exit_volume_multiplier=DecimalParameter(2, 7, decimals=1, optimize=True, load=True, default=3.8, space='sell') # [PARAM]
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max_reduce_adjustments=IntParameter(1, 4, optimize=True, load=True, default=4, space='sell') # [PARAM]
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reduce_coefficient=DecimalParameter(0.15, 0.55, decimals=3, optimize=True, load=True, default=0.317, space='sell') # [PARAM]
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reduce_profit_base=DecimalParameter(0.02, 0.12, decimals=3, optimize=True, load=True, default=0.028, space='sell') # [PARAM]
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# [/propertiesGrp]
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# [/propertiesGrp_List]
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