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新增趋势跟踪入场逻辑, 保持原有超卖反弹入场逻辑

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zhangkun9038@dingtalk.com 2026-02-26 02:02:42 +08:00
parent 424069fc69
commit 2220b04ea4
1 changed files with 28 additions and 6 deletions
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34
freqtrade/templates/freqaiprimer.py
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@ -1081,12 +1081,32 @@ class FreqaiPrimer(IStrategy):
(volume_spike | bb_width_condition).astype(int) + # 成交量或布林带宽度满足其一即可
trend_confirmation.astype(int)
)
# 新增：价格必须低于15分钟EMA20的条件
price_below_ema20_15m = dataframe['close'] < dataframe['ema_20_15m']
# 最终条件：基本条件 + EMA趋势过滤 + 价格低于15分钟EMA20（方案2：宽松版）
# 条件1：超卖反弹入场（原逻辑）
# 要求：基本条件满足 + EMA趋势过滤 + 价格低于15分钟EMA20
price_below_ema20_15m = dataframe['close'] < dataframe['ema_20_15m']
basic_condition = condition_count >= self.min_condition_count.value
final_condition = basic_condition & ema_trend_filter & price_below_ema20_15m
pullback_entry = basic_condition & ema_trend_filter & price_below_ema20_15m
# 条件2：趋势跟踪入场（新增逻辑）
# 不要求价格低于EMA20，而是要求：
# - EMA趋势过滤满足
# - MACD上升趋势
# - 趋势确认（3m或15m趋势向上）
# - 价格高于15分钟EMA20（表明处于上涨趋势）
price_above_ema20_15m = dataframe['close'] >= dataframe['ema_20_15m']
# 趋势跟踪需要的条件数量较少，因为已经在明显上涨趋势中
trend_condition_count = (
macd_condition_1h.astype(int) +
trend_confirmation.astype(int) +
(volume_spike | bb_width_condition).astype(int)
)
# 趋势跟踪只需要满足2个条件即可，降低门槛
trend_basic_condition = trend_condition_count >= 2
trend_following_entry = trend_basic_condition & ema_trend_filter & price_above_ema20_15m
# 最终条件：超卖反弹入场 或 趋势跟踪入场
final_condition = pullback_entry | trend_following_entry
# 设置入场信号
dataframe.loc[final_condition, 'enter_long'] = 1
@ -1166,10 +1186,12 @@ class FreqaiPrimer(IStrategy):
self.strategy_log(f" - MACD 上升趋势: {macd_condition_1h.sum()} 次")
self.strategy_log(f" - 成交量或布林带宽度: {(volume_spike | bb_width_condition).sum()} 次")
self.strategy_log(f" - 价格低于15分钟EMA20: {price_below_ema20_15m.sum()} 次")
self.strategy_log(f" - 价格高于15分钟EMA20: {price_above_ema20_15m.sum()} 次")
self.strategy_log(f" - 趋势确认: {trend_confirmation.sum()} 次")
self.strategy_log(f" - EMA趋势过滤(在上方或20根K线内穿越): {ema_trend_count} 次")
self.strategy_log(f" - 基本条件满足: {basic_condition_count} 次")
self.strategy_log(f" - 最终条件(基本+EMA过滤): {final_condition_count} 次")
self.strategy_log(f" - 超卖反弹入场信号: {pullback_entry.sum()} 次")
self.strategy_log(f" - 趋势跟踪入场信号: {trend_following_entry.sum()} 次")
self.strategy_log(f" - 最终入场信号(总计): {final_condition.sum()} 次")
# ========== 新增：最近5个时间点的条件满足状况可视化 ==========
# 显示最近5个时间点的条件满足情况（更直观）