phyer/myTestFreqAI
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调整入场逻辑

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Ubuntu 2025-08-31 19:35:31 +08:00
parent 54effd23c1
commit 3210610282
1 changed files with 9 additions and 8 deletions
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17
freqtrade/templates/freqaiprimer.py
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@ -392,11 +392,11 @@ class FreqaiPrimer(IStrategy):
# 条件1: 价格接近布林带下轨
close_to_bb_lower_1h = (dataframe['close'] <= dataframe['bb_lower_1h'] * 1.02)
# 条件2: RSI 不高于阈值（放宽阈值）
rsi_condition_1h = dataframe['rsi_1h'] < 50 # 放宽 RSI 阈值
# 条件2: RSI 不高于阈值（更严格）
rsi_condition_1h = dataframe['rsi_1h'] < 45 # 更严格的 RSI 阈值
# 条件3: StochRSI 处于超卖区域（放宽阈值）
stochrsi_condition_1h = (dataframe['stochrsi_k_1h'] < 30) & (dataframe['stochrsi_d_1h'] < 30) # 放宽 StochRSI 阈值
# 条件3: StochRSI 处于超卖区域（更严格）
stochrsi_condition_1h = (dataframe['stochrsi_k_1h'] < 25) & (dataframe['stochrsi_d_1h'] < 25) # 更严格的 StochRSI 阈值
# 条件4: MACD 上升趋势
macd_condition_1h = dataframe['macd_1h'] > dataframe['macd_signal_1h']
@ -414,7 +414,8 @@ class FreqaiPrimer(IStrategy):
# 合并所有条件（增加成交量和布林带宽度过滤）
final_condition = (
close_to_bb_lower_1h &
(rsi_condition_1h | stochrsi_condition_1h) & # 允许 RSI 或 StochRSI 满足其一
rsi_condition_1h & # 严格要求RSI满足条件
stochrsi_condition_1h & # 严格要求StochRSI满足条件
macd_condition_1h &
volume_spike & # 成交量显著放大
bb_width_condition & # 布林带宽度过滤
@ -606,11 +607,11 @@ class FreqaiPrimer(IStrategy):
# 动态调整止损范围
if current_profit > 0.05: # 利润超过5%时
return -2.5 * atr / current_rate # 大幅扩大止损范围，让利润奔跑
return -3.0 * atr / current_rate # 更大幅扩大止损范围，让利润奔跑
elif current_profit > 0.03: # 利润超过3%时
return -2.0 * atr / current_rate # 中等扩大止损范围
return -2.5 * atr / current_rate # 更中等扩大止损范围
elif current_profit > 0.01: # 利润超过1%时
return -1.5 * atr / current_rate # 轻微扩大止损范围
return -2.0 * atr / current_rate # 更轻微扩大止损范围
# 在强劲牛市中，即使小亏损也可以容忍更大回调
if current_state == 'strong_bull' and current_profit > -0.01: