staticgrid update
This commit is contained in:
zhangkun9038@dingtalk.com
parent
e7268a84ea
commit
5e1f966b6d
@ -1,35 +1,21 @@
|
||||
{
|
||||
"strategy": "StaticGrid",
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"trading_mode": "spot",
|
||||
"margin_mode": "isolated",
|
||||
"max_open_trades": 100,
|
||||
"strategy": "EthTrueStaticGrid",
|
||||
"max_open_trades": 150,
|
||||
"stake_currency": "USDT",
|
||||
"stake_amount": "unlimited",
|
||||
"tradable_balance_ratio": 1,
|
||||
"process_only_new_candles": false,
|
||||
"dry_run": true,
|
||||
"timeframe": "4h",
|
||||
"dry_run_wallet": 3500,
|
||||
"cancel_open_orders_on_exit": true,
|
||||
"max_entry_position_adjustment": -1,
|
||||
"stake_amount": 40,
|
||||
"tradable_balance_ratio": 0.99,
|
||||
"dry_run": false,
|
||||
"timeframe": "1h",
|
||||
"position_adjustment_enable": true,
|
||||
"amount_reserve_percent": 0.05,
|
||||
"max_entry_position_adjustment": -1,
|
||||
|
||||
"unfilledtimeout": {
|
||||
"entry": 5,
|
||||
"exit": 15
|
||||
},
|
||||
"startup_candle_count": 1,
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"pair_whitelist": ["ETH/USDT"],
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500
|
||||
}
|
||||
},
|
||||
|
||||
"entry_pricing": {
|
||||
"price_side": "same",
|
||||
"price_side": "other",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1
|
||||
},
|
||||
@ -38,13 +24,13 @@
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1
|
||||
},
|
||||
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"pair_whitelist": ["ETH/USDT"],
|
||||
"ccxt_config": {"enableRateLimit": true}
|
||||
},
|
||||
|
||||
"pairlists": [{"method": "StaticPairList"}],
|
||||
"bot_name": "StaticGrid-ETH",
|
||||
"initial_state": "running",
|
||||
"force_entry_enable": false,
|
||||
"internals": {
|
||||
"process_throttle_secs": 5,
|
||||
"heartbeat_interval": 20,
|
||||
"loglevel": "INFO"
|
||||
}
|
||||
"bot_name": "ETH-1500to4500-Grid"
|
||||
}
|
||||
@ -1,85 +1,47 @@
|
||||
# user_data/strategies/EthTrueStaticGrid.py ← 复制整个文件
|
||||
from freqtrade.strategy import IStrategy
|
||||
from pandas import DataFrame
|
||||
import numpy as np
|
||||
|
||||
class StaticGrid(IStrategy):
|
||||
"""
|
||||
纯静态网格策略 - ETH/USDT
|
||||
价格范围：1500 ~ 4800
|
||||
网格间距：50点
|
||||
网格数量：66个
|
||||
"""
|
||||
|
||||
INTERFACE_VERSION = 3
|
||||
timeframe = '4h'
|
||||
timeframe = '1h' # 1h 或 4h 都行，建议 1h 更灵敏
|
||||
can_short = False
|
||||
|
||||
# 基础配置
|
||||
minimal_roi = {"0": 100}
|
||||
stoploss = -0.99
|
||||
startup_candle_count = 1
|
||||
use_exit_signal = True
|
||||
exit_profit_only = False
|
||||
ignore_roi_if_entry_signal = True
|
||||
|
||||
# 加仓配置
|
||||
position_adjustment_enable = True
|
||||
max_entry_position_adjustment = -1 # 无限加仓
|
||||
max_entry_position_adjustment = -1
|
||||
|
||||
# ========== 静态网格参数 ==========
|
||||
GRID_LOW = 1500 # 网格下限
|
||||
GRID_HIGH = 4800 # 网格上限
|
||||
GRID_STEP = 50 # 网格间距
|
||||
GRID_COUNT = 66 # 网格数量
|
||||
# ================== 永续静态网格参数 ==================
|
||||
LOWER = 1500.0
|
||||
UPPER = 4500.0
|
||||
GRID_STEP = 50.0 # 每格 50 USDT
|
||||
GRID_COUNT = int((UPPER - LOWER) / GRID_STEP) # = 60 格
|
||||
|
||||
# 计算网格点
|
||||
GRID_LEVELS = np.linspace(GRID_LOW, GRID_HIGH, GRID_COUNT)
|
||||
STAKE_PER_ORDER = 40 # 每张单 40 USDT（60格 × 40 × 2 ≈ 4800 USDT 吃满）
|
||||
|
||||
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
# 静态网格不需要复杂的指标，仅需要价格
|
||||
return dataframe
|
||||
|
||||
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
入场逻辑：
|
||||
- 只要价格低于或等于任何网格点，就在该网格点买入
|
||||
- 简单机械化：price <= grid_level * 1.002 就买入
|
||||
"""
|
||||
dataframe['enter_long'] = False
|
||||
|
||||
# 检查价格是否接近任何网格点
|
||||
for grid_level in self.GRID_LEVELS[:-1]: # 不包括最高点
|
||||
# 价格接近该网格点就买入（给 0.2% 容差以处理浮点数）
|
||||
dataframe.loc[
|
||||
(dataframe['close'] <= grid_level * 1.002) &
|
||||
(dataframe['volume'] > 0),
|
||||
'enter_long'
|
||||
] = True
|
||||
price = dataframe['close'].iloc[-1]
|
||||
|
||||
# 从 1500 到 4450 每 50 USDT 一个价位，只要价格跌到或跌破这个价，就买入
|
||||
for level in range(self.GRID_COUNT):
|
||||
buy_price = self.LOWER + level * self.GRID_STEP
|
||||
if price <= buy_price:
|
||||
dataframe.loc[dataframe['low'] <= buy_price, 'enter_long'] = True
|
||||
return dataframe
|
||||
|
||||
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
出场逻辑：
|
||||
- 价格上升超过 GRID_STEP（50点），就卖出获利
|
||||
- 相对于入场点上升 50 点
|
||||
- 在 2650 价位，50 点 ≈ 1.89%，保险起见用 1.5%
|
||||
"""
|
||||
dataframe['exit_long'] = False
|
||||
|
||||
# 只要价格反弹 1.5% 以上，就卖出
|
||||
# 这样平均每层网格获利接近 50 点
|
||||
dataframe['exit_long'] = (
|
||||
dataframe['close'] >= dataframe['close'].shift(1) * 1.015
|
||||
)
|
||||
price = dataframe['close'].iloc[-1]
|
||||
|
||||
# 从 1550 到 4500 每 50 USDT 一个价位，只要价格涨到或超过这个价，就卖出
|
||||
for level in range(1, self.GRID_COUNT + 1):
|
||||
sell_price = self.LOWER + level * self.GRID_STEP
|
||||
if price >= sell_price:
|
||||
dataframe.loc[dataframe['high'] >= sell_price, 'exit_long'] = True
|
||||
return dataframe
|
||||
|
||||
def custom_stake_amount(self, pair: str, current_time, current_rate,
|
||||
proposed_stake, min_stake, max_stake,
|
||||
entry_tag, **kwargs) -> float:
|
||||
"""
|
||||
每笔投入金额：固定 50 USDT
|
||||
目标：总投入 = 50 * 66 = 3300 USDT
|
||||
"""
|
||||
return 50.0
|
||||
def custom_stake_amount(self, **kwargs) -> float:
|
||||
return self.STAKE_PER_ORDER
|
||||
Loading…
x
Reference in New Issue
Block a user