phyer/myTestFreqAI
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

降低ema门槛

Browse Source
This commit is contained in:
zhangkun9038@dingtalk.com 2026-02-05 12:53:01 +08:00
parent c541dceb24
commit 71e8e7dcaa
1 changed files with 5 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
freqtrade/templates/freqaiprimer.py
View File

@ -460,15 +460,9 @@ class FreqaiPrimer(IStrategy):
(df_1h['ema_5_1h'] > df_1h['ema_20_1h']) &
(df_1h['ema_5_1h'].shift(1) <= df_1h['ema_20_1h'].shift(1))
)
# 检测 EMA5 向下穿越 EMA20（用于防止趋势反转时入场）
df_1h['ema5_cross_below_ema20'] = (
(df_1h['ema_5_1h'] < df_1h['ema_20_1h']) &
(df_1h['ema_5_1h'].shift(1) >= df_1h['ema_20_1h'].shift(1))
)
else:
# 数据不足时，默认为False
df_1h['ema5_cross_above_ema20'] = False
df_1h['ema5_cross_below_ema20'] = False
# 使用 rolling 计算 RSI（减少看前偏差）
delta_1h = df_1h['close'].diff()
@ -725,18 +719,14 @@ class FreqaiPrimer(IStrategy):
# 条件3：EMA20斜率必须满足阈值（避免过于平缓的趋势）
if 'ema_20_1h' in dataframe.columns:
ema20_slope = (dataframe['ema_20_1h'] - dataframe['ema_20_1h'].shift(5)) / dataframe['ema_20_1h'].shift(5)
# 设置最小斜率阈值（例如0.002，即0.2%）
min_ema20_slope = 0.002
# 设置最小斜率阈值（降低到0.0001，即0.01%）- 更宽松的条件
min_ema20_slope = 0.0001
ema20_slope_condition = ema20_slope > min_ema20_slope
# 所有条件必须同时满足
ema_trend_filter = ema_trend_filter & ema20_slope_condition
# 条件4：防止趋势反转时入场（EMA5向下穿越EMA20时不允许入场）
if 'ema5_cross_below_ema20' in dataframe.columns:
# 检查当前是否发生了EMA5向下穿越EMA20的情况
ema5_downward_cross = dataframe['ema5_cross_below_ema20']
# 如果发生了向下穿越，则不允许入场
ema_trend_filter = ema_trend_filter & ~ema5_downward_cross
# 调试信息：输出EMA20斜率信息
# self.strategy_log(f"[调试] EMA20斜率检查: 当前斜率={ema20_slope.iloc[-1]:.6f}, 阈值={min_ema20_slope:.6f}, 条件={ema20_slope_condition.iloc[-1]}")
else:
# 如果列不存在，创建一个全False的Series（不允许入场）
self.strategy_log(f"[{metadata['pair']}] 警告：ema_5_1h或ema_20_1h列不存在，过滤条件设为False")