全新的策略

freqtrade/templates/freqaiprimer.py

@@ -61,48 +61,4 @@ class FreqaiPrimer(IStrategy):
             (dataframe['close'].shift(1) < dataframe['open'].shift(1)) &  # 前一根是阴线
             (dataframe['close'] > dataframe['open']) &  # 当前是阳线
             (dataframe['close'] > dataframe['open'].shift(1)) &  # 吞没前一根
-            (dataframe['open'] < dataframe['close'].shift(1))
-        )
 
-        return dataframe
-
-    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        # 做多条件
-        dataframe.loc[
-            (
-                # 3m 周期：价格触碰下轨且 RSI 超卖
-                (dataframe['close'] <= dataframe['bb_lower_3m']) &
-                (dataframe['rsi_3m'] < self.rsi_oversold) &
-                # 15m 周期：RSI 超卖
-                (dataframe['rsi_15m'] < self.rsi_oversold) &
-                # 1h 周期：价格在下轨附近
-                (dataframe['close'] <= dataframe['bb_lower_1h']) &
-                # K线形态确认
-                (dataframe['bullish_engulfing']) &
-                # 成交量过滤：成交量高于 20 周期均量
-                (dataframe['volume'] > dataframe['volume_ma'])
-            ),
-            'enter_long'] = 1
-
-        return dataframe
-
-    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        # 做多退出：价格触碰布林带上轨或 RSI 超买
-        dataframe.loc[
-            (
-                (dataframe['close'] >= dataframe['bb_upper_3m']) |
-                (dataframe['rsi_3m'] > self.rsi_overbought)
-            ),
-            'exit_long'] = 1
-
-        return dataframe
-
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time, current_rate: float,
-                        current_profit: float, **kwargs) -> float:
-        # 动态止损基于 ATR
-        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-        last_candle = dataframe.iloc[-1]
-        atr = last_candle['atr']
-        if atr > 0:
-            return -1.5 * atr / current_rate  # 动态止损为 1.5 倍 ATR
-        return self.stoploss  # 回退到固定止损