当前行情价格必须低于ema50
This commit is contained in:
parent
c5b5c8e235
commit
1763df6b55
@ -798,7 +798,7 @@ class FreqaiPrimer(IStrategy):
|
||||
logger.info(f"[{pair}] 🟢 牛市绿色通道:持仓{open_trades}≤2个,25USDT入场,5条件需要满足{satisfied_count}/4个")
|
||||
|
||||
elif trend_status == "bullish":
|
||||
# 牛市正常通道:持仓>2个,75USDT入场,必须满足全部7个条件
|
||||
# 牛市正常通道:持仓>2个,75USDT入场,必须满足全部7个条件,且价格必须低于EMA50
|
||||
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 1.5) # 放宽到1.5倍
|
||||
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold * 0.7) # 降低成交量要求
|
||||
cond3 = (dataframe["rsi"] < rsi_threshold * 1.2) # 放宽RSI要求
|
||||
@ -806,12 +806,12 @@ class FreqaiPrimer(IStrategy):
|
||||
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 1.2) # 放宽STOCHRSI要求
|
||||
cond6 = pd.Series([True] * len(dataframe), index=dataframe.index) # 取消熊市过滤
|
||||
cond7 = pd.Series([True] * len(dataframe), index=dataframe.index) # 取消超买过滤
|
||||
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
|
||||
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7 & price_below_ema50 # 必须低于EMA50
|
||||
entry_tag = "bull_normal"
|
||||
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
|
||||
# 下跌趋势:严格入场条件,只抄底,且价格必须低于EMA50
|
||||
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
|
||||
@ -819,12 +819,12 @@ 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
|
||||
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7 & price_below_ema50 # 必须低于EMA50
|
||||
entry_tag = "bearish"
|
||||
logger.info(f"[{pair}] 📉 下跌趋势策略:严格入场条件")
|
||||
|
||||
else: # ranging
|
||||
# 震荡趋势:使用原策略
|
||||
# 震荡趋势:使用原策略,且价格必须低于EMA50
|
||||
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold)
|
||||
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold)
|
||||
cond3 = (dataframe["rsi"] < rsi_threshold)
|
||||
@ -832,7 +832,7 @@ 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
|
||||
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7 & price_below_ema50 # 必须低于EMA50
|
||||
entry_tag = "ranging"
|
||||
logger.info(f"[{pair}] ⚖️ 震荡趋势策略:标准入场条件")
|
||||
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user