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新思路优化adjust_trade_position

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zhangkun 2025-10-01 15:02:58 +08:00
parent 64f749eb20
commit 1038a92998
3 changed files with 9 additions and 7 deletions
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5
freqtrade/templates/freqaiprimer.json
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@ -28,10 +28,11 @@
"rsi_bull_threshold": 54,
"rsi_length": 16,
"rsi_oversold": 47,
"stake_divisor": 2.867,
"stochrsi_bull_threshold": 36,
"stochrsi_neutral_threshold": 30,
"volume_multiplier": 1.6,
"stake_divisor": 2.867
"step_coefficient": 0.96
},
"sell": {
"exit_bb_upper_deviation": 0.99,
@ -44,5 +45,5 @@
"protection": {}
},
"ft_stratparam_v": 1,
"export_time": "2025-09-30 11:24:57.117719+00:00"
"export_time": "2025-10-01 04:05:41.897882+00:00"
}

9
freqtrade/templates/freqaiprimer.py
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@ -103,8 +103,9 @@ class FreqaiPrimer(IStrategy):
h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
# 定义可优化参数
max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 最大加仓次数
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.047, optimize=False, load=True, space='buy') # 加仓回调百分比
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.00, optimize=True, load=True, space='buy') # 加仓金额分母
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=True, load=True, space='buy') # 加仓回调百分比
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=True, load=True, space='buy') # 加仓金额分母
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=True, load=True, space='buy') # 加仓金额分母
# 线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
@ -114,7 +115,7 @@ class FreqaiPrimer(IStrategy):
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=False, load=True, space='sell')
def informative_pairs(self):
@ -631,7 +632,7 @@ class FreqaiPrimer(IStrategy):
adjustment_count = entry_count - 1 # 已加仓次数
# 计算加仓金额: (initial_stake / stake_divisor) ^ (adjustment_count + 1)
additional_stake = (initial_stake / self.stake_divisor.value) ** (adjustment_count + 1)
additional_stake = (self.step_coefficient.value * initial_stake / self.stake_divisor.value) ** (adjustment_count + 1)
# 确保加仓金额在允许的范围内
additional_stake = max(min_stake, min(additional_stake, max_stake - trade.stake_amount))

2
tools/hyperopt_org.sh
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@ -169,5 +169,5 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
-e 1000 \
-j 28 \
--hyperopt-loss SharpeHyperOptLossDaily \
--spaces buy sell \
--spaces buy \
--fee 0.0016