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Hyperopt参数更新 - 阶段:2 | VM:emma | ResponseID:77PnfZZPqAFl | 2025-11-22 15:51:56

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zhangkun 2025-11-22 15:51:56 +08:00
parent 5856ae92f6
commit 50b4ef613e
2 changed files with 25 additions and 25 deletions
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30
freqtrade/templates/freqaiprimer.json
View File

@ -3,10 +3,10 @@
"ft_stratparam_v": 1,
"max_open_trades": 5,
"minimal_roi": {
"0": 0.17300000000000001,
"24": 0.039,
"56": 0.014,
"96": 0
"0": 0.179,
"43": 0.022,
"8": 0.061,
"92": 0
},
"params": {
"buy": {
@ -42,16 +42,16 @@
"47": 0.015
},
"sell": {
"exit_bb_upper_deviation": 1.13,
"exit_profit_tier1": 0.192,
"exit_profit_tier2": 0.213,
"exit_reduce_tier1": 0.78,
"exit_reduce_tier2": 0.27,
"exit_rsi_threshold": 78,
"exit_volume_multiplier": 3,
"max_reduce_adjustments": 1,
"reduce_coefficient": 1.113,
"reduce_profit_base": 0.28
"exit_bb_upper_deviation": 1.139,
"exit_profit_tier1": 0.142,
"exit_profit_tier2": 0.256,
"exit_reduce_tier1": 0.875,
"exit_reduce_tier2": 0.135,
"exit_rsi_threshold": 72,
"exit_volume_multiplier": 2.237,
"max_reduce_adjustments": 8,
"reduce_coefficient": 0.058,
"reduce_profit_base": 0.158
},
"stoploss": {
"stoploss": -0.297
@ -63,7 +63,7 @@
"trailing_stop_positive_offset": 0.045
}
},
"stoploss": -0.183,
"stoploss": -0.223,
"strategy_name": "FreqaiPrimer",
"trailing_only_offset_is_reached": false,
"trailing_stop": true,

20
freqtrade/templates/freqaiprimer.py
View File

@ -105,16 +105,16 @@ class FreqaiPrimer(IStrategy):
# [/propertiesGrp]
# [propertiesGrp id="3" name="第五轮优化" epochs="200" space="sell roi stoploss" description="出场条件与分级止盈,减仓与风险管理"]
exit_bb_upper_deviation = DecimalParameter(0.80, 1.25, decimals=2, default=0.99, optimize=True, load=True, space='sell') # 极致放宽：0.80-1.25
exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=4.39, optimize=True, load=True, space='sell') # 极致放宽：0.8-6.0
exit_rsi_threshold = IntParameter(40, 85, default=58, optimize=True, load=True, space='sell') # 极致放宽：40-85
exit_profit_tier1 = DecimalParameter(0.005, 0.20, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 极致放宽：0.005-0.20
exit_reduce_tier1 = DecimalParameter(0.05, 0.9, decimals=2, default=0.5, optimize=True, load=True, space='sell') # 极致放宽：0.05-0.9
exit_profit_tier2 = DecimalParameter(0.01, 0.35, decimals=3, default=0.10, optimize=True, load=True, space='sell') # 极致放宽：0.01-0.35
exit_reduce_tier2 = DecimalParameter(0.03, 0.75, decimals=2, default=0.3, optimize=True, load=True, space='sell') # 极致放宽：0.03-0.75
reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.05, space='sell', optimize=True) # 极致放宽：0.005-0.30
reduce_coefficient = DecimalParameter(0.01, 1.5, default=0.289, space='sell', optimize=True) # 极致放宽：0.01-1.5
max_reduce_adjustments = IntParameter(1, 12, default=3, space='sell', optimize=True) # 极致放宽：1-12
exit_bb_upper_deviation = DecimalParameter(0.80, 1.25, decimals=2, default=1.139, optimize=True, load=True, space='sell') # 极致放宽：0.80-1.25
exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=2.237, optimize=True, load=True, space='sell') # 极致放宽：0.8-6.0
exit_rsi_threshold = IntParameter(40, 85, default=72, optimize=True, load=True, space='sell') # 极致放宽：40-85
exit_profit_tier1 = DecimalParameter(0.005, 0.20, decimals=3, default=0.142, optimize=True, load=True, space='sell') # 极致放宽：0.005-0.20
exit_reduce_tier1 = DecimalParameter(0.05, 0.9, decimals=2, default=0.875, optimize=True, load=True, space='sell') # 极致放宽：0.05-0.9
exit_profit_tier2 = DecimalParameter(0.01, 0.35, decimals=3, default=0.256, optimize=True, load=True, space='sell') # 极致放宽：0.01-0.35
exit_reduce_tier2 = DecimalParameter(0.03, 0.75, decimals=2, default=0.135, optimize=True, load=True, space='sell') # 极致放宽：0.03-0.75
reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.158, space='sell', optimize=True) # 极致放宽：0.005-0.30
reduce_coefficient = DecimalParameter(0.01, 1.5, default=0.058, space='sell', optimize=True) # 极致放宽：0.01-1.5
max_reduce_adjustments = IntParameter(1, 12, default=8, space='sell', optimize=True) # 极致放宽：1-12
# [/propertiesGrp]
# [propertiesGrp id="4" name="第六轮优化" epochs="80" space="roi stoploss" description="roi和stoploss优化" /]