optimizeResultID: pair-39-iUAl07GUdZeX-fSGEYqkQBo0f; score: 0.3623; reportId: report-task_1765612263310154370
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zhangkun
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@ -6,24 +6,24 @@
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},
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"params": {
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"buy": {
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"add_position_callback": 0.032,
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"bb_length": 25,
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"bb_lower_deviation": 1.04,
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"bb_std": 1.6,
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"bb_width_threshold": 0.028,
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"h1_max_candles": 202,
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"h1_max_consecutive_candles": 3,
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"h1_rapid_rise_threshold": 0.104,
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"max_entry_adjustments": 4,
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"min_condition_count": 2,
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"rsi_bull_threshold": 54,
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"rsi_length": 12,
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"rsi_oversold": 40,
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"stake_divisor": 2.227,
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"step_coefficient": 1.3,
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"stochrsi_bull_threshold": 31,
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"stochrsi_neutral_threshold": 28,
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"volume_multiplier": 1.8
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"add_position_callback": 0.031,
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"bb_length": 12,
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"bb_lower_deviation": 1.02,
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"bb_std": 2.9,
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"bb_width_threshold": 0.029,
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"h1_max_candles": 298,
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"h1_max_consecutive_candles": 1,
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"h1_rapid_rise_threshold": 0.085,
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"max_entry_adjustments": 3,
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"min_condition_count": 4,
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"rsi_bull_threshold": 45,
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"rsi_length": 17,
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"rsi_oversold": 31,
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"stake_divisor": 2.765,
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"step_coefficient": 1.15,
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"stochrsi_bull_threshold": 32,
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"stochrsi_neutral_threshold": 20,
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"volume_multiplier": 2
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},
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"max_open_trades": {
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"max_open_trades": 5
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@ -32,11 +32,11 @@
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"roi": {},
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"sell": {
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"exit_bb_upper_deviation": 0.98,
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"exit_volume_multiplier": 2.4,
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"roi_param_a": -0.0001,
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"roi_param_k": 83,
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"roi_param_t": 0.046,
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"rsi_overbought": 59
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"exit_volume_multiplier": 2.8,
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"roi_param_a": -0.00007,
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"roi_param_k": 130,
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"roi_param_t": 0.116,
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"rsi_overbought": 58
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},
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"stoploss": {
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"stoploss": -0.14
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@ -83,39 +83,39 @@ class FreqaiPrimer(IStrategy):
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#
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# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
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# [propertiesGrp step="1" name="第一轮优化" epochs="100" space="buy" description="自定义指标参数 - 使用Hyperopt可优化参数"]
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bb_length = IntParameter(10, 30, default=25, optimize=False, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=1.6, optimize=False, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=12, optimize=False, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=40, optimize=False, load=True, space='buy')
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bb_length = IntParameter(10, 30, default=12, optimize=False, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.9, optimize=False, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=17, optimize=False, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=31, optimize=False, load=True, space='buy')
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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="260" space="buy" description="入场条件阈值参数"]
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.04, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=54, optimize=False, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=31, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=28, optimize=False, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.8, optimize=False, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.028, optimize=False, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy')
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.02, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=45, optimize=False, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=32, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=20, optimize=False, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=2, optimize=False, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.029, optimize=False, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=4, optimize=False, load=True, space='buy')
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# [/propertiesGrp]
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# [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="265" space="buy" description="剧烈拉升检测参数 - 使用Hyperopt可优化参数"]
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h1_max_candles = IntParameter(100, 300, default=202, optimize=False, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.104, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=3, optimize=False, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=4, optimize=False, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.032, optimize=False, load=True, space='buy') # 加仓回调百分比
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stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.227, optimize=False, load=True, space='buy') # 加仓金额分母
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step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=1.3, optimize=False, load=True, space='buy') # 加仓金额分母
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h1_max_candles = IntParameter(100, 300, default=298, optimize=False, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.085, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=1, optimize=False, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.031, optimize=False, load=True, space='buy') # 加仓回调百分比
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stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.765, optimize=False, load=True, space='buy') # 加仓金额分母
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step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=1.15, optimize=False, load=True, space='buy') # 加仓金额分母
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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="270" space="sell" description="线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t"]
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roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
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roi_param_k = IntParameter(20, 150, default=83, optimize=False, load=True, space='sell') # 偏移量k
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roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.046, optimize=False, load=True, space='sell') # 常数项t
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roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-7e-05, optimize=False, load=True, space='sell') # 系数a
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roi_param_k = IntParameter(20, 150, default=130, optimize=False, load=True, space='sell') # 偏移量k
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roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.116, optimize=False, load=True, space='sell') # 常数项t
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exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.98, optimize=False, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.4, optimize=False, load=True, space='sell')
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rsi_overbought = IntParameter(57, 59, default=59, optimize=False, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.8, optimize=False, load=True, space='sell')
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rsi_overbought = IntParameter(57, 59, default=58, optimize=False, load=True, space='sell')
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# [/propertiesGrp]
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# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------
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