diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index c49660a..b227014 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -15,7 +15,6 @@ "max_open_trades": 5 }, "buy": { - "stake_divisor": 2, "add_position_callback": 0.053, "bb_length": 13, "bb_lower_deviation": 1.04, @@ -31,7 +30,8 @@ "rsi_oversold": 47, "stochrsi_bull_threshold": 36, "stochrsi_neutral_threshold": 30, - "volume_multiplier": 1.6 + "volume_multiplier": 1.6, + "stake_divisor": 2.867 }, "sell": { "exit_bb_upper_deviation": 0.99, @@ -44,5 +44,5 @@ "protection": {} }, "ft_stratparam_v": 1, - "export_time": "2025-09-12 15:49:20.688983+00:00" -} + "export_time": "2025-09-30 11:24:57.117719+00:00" +} \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 28c0fc3..c55a0a6 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -81,40 +81,40 @@ class FreqaiPrimer(IStrategy): can_short = False # 禁用做空 # 自定义指标参数 - 使用Hyperopt可优化参数 - bb_length = IntParameter(10, 30, default=20, optimize=True, load=True, space='buy') - bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='buy') - rsi_length = IntParameter(7, 21, default=14, optimize=True, load=True, space='buy') - rsi_oversold = IntParameter(30, 50, default=42, optimize=True, load=True, space='buy') + 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') # 入场条件阈值参数 - bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=True, load=True, space='buy') - rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=True, load=True, space='buy') - stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=True, load=True, space='buy') - stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=True, load=True, space='buy') - volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=True, load=True, space='buy') - bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=True, load=True, space='buy') - min_condition_count = IntParameter(2, 4, default=3, optimize=True, 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') + min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy') # 剧烈拉升检测参数 - 使用Hyperopt可优化参数 - h1_max_candles = IntParameter(100, 300, default=200, optimize=True, load=True, space='buy') - h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=True, load=True, space='buy') - h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, 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') # 定义可优化参数 - max_entry_adjustments = IntParameter(2, 5, default=3, optimize=True, load=True, space='buy') # 最大加仓次数 - add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.047, optimize=True, load=True, space='buy') # 加仓回调百分比 - stake_divisor = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy') # 加仓金额分母 + 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=0.047, optimize=False, load=True, space='buy') # 加仓回调百分比 + stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.00, optimize=True, load=True, space='buy') # 加仓金额分母 # 线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t - roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=True, load=True, space='sell') # 系数a - roi_param_k = IntParameter(20, 150, default=50, optimize=True, load=True, space='sell') # 偏移量k - roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=True, load=True, space='sell') # 常数项t + 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 # 出场条件阈值参数 - exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell') - exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell') + 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') - rsi_overbought = IntParameter(50, 70, default=58, optimize=True, load=True, space='sell') + rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell') def informative_pairs(self): diff --git a/tools/hyperopt_org.sh b/tools/hyperopt_org.sh index 34fd250..921854e 100755 --- a/tools/hyperopt_org.sh +++ b/tools/hyperopt_org.sh @@ -165,8 +165,9 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \ --enable-protections \ --strategy-path /freqtrade/templates \ --timerange ${START_DATE}-${END_DATE} \ - -e 500 \ - -j 4 \ + --random-state 42 \ + -e 1000 \ + -j 28 \ --hyperopt-loss SharpeHyperOptLossDaily \ --spaces buy sell \ --fee 0.0016