optimizeResultID: pair-1-hAMAkczZk1Z2-IcBxYJj7vLgX; score: 0.6154; reportId: report-task_1765763566368720386
This commit is contained in:
zhangkun
parent
b4c240bb9c
commit
34f0e47c80
@ -1,49 +1,60 @@
|
||||
{
|
||||
"strategy_name": "FreqaiPrimer",
|
||||
"export_time": "2025-12-11 03:11:56.522275+00:00",
|
||||
"ft_stratparam_v": 1,
|
||||
"minimal_roi": {
|
||||
"0": 0
|
||||
},
|
||||
"params": {
|
||||
"roi": {},
|
||||
"stoploss": {
|
||||
"stoploss": -0.14
|
||||
},
|
||||
"trailing": {
|
||||
"trailing_stop": true,
|
||||
"trailing_stop_positive": 0.0125,
|
||||
"trailing_stop_positive_offset": 0.045,
|
||||
"trailing_only_offset_is_reached": false
|
||||
"buy": {
|
||||
"add_position_callback": 0.035,
|
||||
"bb_length": 12,
|
||||
"bb_lower_deviation": 1.04,
|
||||
"bb_std": 2.1,
|
||||
"bb_width_threshold": 0.024,
|
||||
"exit_bb_upper_deviation": 0.99,
|
||||
"exit_volume_multiplier": 2.5,
|
||||
"h1_max_candles": 248,
|
||||
"h1_max_consecutive_candles": 3,
|
||||
"h1_rapid_rise_threshold": 0.147,
|
||||
"max_entry_adjustments": 3,
|
||||
"min_condition_count": 3,
|
||||
"roi_param_a": -0.00014,
|
||||
"roi_param_k": 23,
|
||||
"roi_param_t": 0.136,
|
||||
"rsi_bull_threshold": 52,
|
||||
"rsi_length": 16,
|
||||
"rsi_overbought": 58,
|
||||
"rsi_oversold": 48,
|
||||
"stake_divisor": 3.208,
|
||||
"step_coefficient": 0.73,
|
||||
"stochrsi_bull_threshold": 38,
|
||||
"stochrsi_neutral_threshold": 28,
|
||||
"volume_multiplier": 1.4
|
||||
},
|
||||
"max_open_trades": {
|
||||
"max_open_trades": 5
|
||||
},
|
||||
"buy": {
|
||||
"bb_std": 2.8,
|
||||
"bb_width_threshold": 0.011,
|
||||
"h1_max_candles": 218,
|
||||
"h1_max_consecutive_candles": 2,
|
||||
"max_entry_adjustments": 4,
|
||||
"rsi_bull_threshold": 55,
|
||||
"rsi_length": 8,
|
||||
"stochrsi_bull_threshold": 30,
|
||||
"volume_multiplier": 1.9,
|
||||
"add_position_callback": 0.03,
|
||||
"bb_length": 12,
|
||||
"bb_lower_deviation": 1.01,
|
||||
"h1_rapid_rise_threshold": 0.052,
|
||||
"min_condition_count": 3,
|
||||
"rsi_oversold": 43,
|
||||
"stake_divisor": 2.395,
|
||||
"step_coefficient": 1.08,
|
||||
"stochrsi_neutral_threshold": 21
|
||||
},
|
||||
"protection": {},
|
||||
"roi": {},
|
||||
"sell": {
|
||||
"roi_param_a": -6e-05,
|
||||
"exit_bb_upper_deviation": 0.98,
|
||||
"exit_volume_multiplier": 2,
|
||||
"roi_param_a": -0.00006,
|
||||
"roi_param_k": 118,
|
||||
"roi_param_t": 0.022,
|
||||
"exit_bb_upper_deviation": 0.98,
|
||||
"exit_volume_multiplier": 2.0,
|
||||
"rsi_overbought": 57
|
||||
},
|
||||
"protection": {}
|
||||
"stoploss": {
|
||||
"stoploss": -0.14
|
||||
},
|
||||
"trailing": {
|
||||
"trailing_only_offset_is_reached": false,
|
||||
"trailing_stop": true,
|
||||
"trailing_stop_positive": 0.0125,
|
||||
"trailing_stop_positive_offset": 0.045
|
||||
}
|
||||
},
|
||||
"ft_stratparam_v": 1,
|
||||
"export_time": "2025-12-11 03:11:56.522275+00:00"
|
||||
"strategy_name": "FreqaiPrimer",
|
||||
"trailing_only_offset_is_reached": false,
|
||||
"trailing_stop": false
|
||||
}
|
||||
@ -83,29 +83,29 @@ class FreqaiPrimer(IStrategy):
|
||||
#
|
||||
# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
|
||||
# [propertiesGrp step="1" name="第一轮优化" epochs="100" space="buy sell" description="自定义指标参数 - 使用Hyperopt可优化参数"]
|
||||
bb_length = IntParameter(10, 30, default=20, optimize=False, load=True, space='buy')
|
||||
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='buy')
|
||||
rsi_length = IntParameter(7, 21, default=14, optimize=False, load=True, space='buy')
|
||||
rsi_oversold = IntParameter(30, 50, default=42, optimize=False, load=True, space='buy')
|
||||
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy')
|
||||
rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy')
|
||||
stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, load=True, space='buy')
|
||||
stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=False, load=True, space='buy')
|
||||
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy')
|
||||
bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=False, load=True, space='buy')
|
||||
bb_length = IntParameter(10, 30, default=12, optimize=False, load=True, space='buy')
|
||||
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.1, optimize=False, load=True, space='buy')
|
||||
rsi_length = IntParameter(7, 21, default=16, optimize=False, load=True, space='buy')
|
||||
rsi_oversold = IntParameter(30, 50, default=48, optimize=False, load=True, space='buy')
|
||||
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.04, optimize=False, load=True, space='buy')
|
||||
rsi_bull_threshold = IntParameter(45, 55, default=52, optimize=False, load=True, space='buy')
|
||||
stochrsi_bull_threshold = IntParameter(30, 40, default=38, optimize=False, load=True, space='buy')
|
||||
stochrsi_neutral_threshold = IntParameter(20, 30, default=28, optimize=False, load=True, space='buy')
|
||||
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.4, optimize=False, load=True, space='buy')
|
||||
bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.024, optimize=False, load=True, space='buy')
|
||||
min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy')
|
||||
h1_max_candles = IntParameter(100, 300, default=200, optimize=False, load=True, space='buy')
|
||||
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=False, load=True, space='buy')
|
||||
h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
|
||||
h1_max_candles = IntParameter(100, 300, default=248, optimize=False, load=True, space='buy')
|
||||
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.147, optimize=False, load=True, space='buy')
|
||||
h1_max_consecutive_candles = IntParameter(1, 4, default=3, optimize=False, load=True, space='buy')
|
||||
max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 最大加仓次数
|
||||
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=False, load=True, space='buy') # 加仓回调百分比
|
||||
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
|
||||
roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k
|
||||
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t
|
||||
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell')
|
||||
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell')
|
||||
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.035, optimize=False, load=True, space='buy') # 加仓回调百分比
|
||||
stake_divisor = DecimalParameter(2, 4, decimals=3, default=3.208, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.73, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.00014, optimize=False, load=True, space='sell') # 系数a
|
||||
roi_param_k = IntParameter(20, 150, default=23, optimize=False, load=True, space='sell') # 偏移量k
|
||||
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.136, optimize=False, load=True, space='sell') # 常数项t
|
||||
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.99, optimize=False, load=True, space='sell')
|
||||
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.5, optimize=False, load=True, space='sell')
|
||||
rsi_overbought = IntParameter(57, 59, default=58, optimize=False, load=True, space='sell')
|
||||
# [/propertiesGrp]
|
||||
# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user