Hyperopt参数更新 - 阶段:0 | VM:lisa | ResponseID:ld1WdB9xy9n1 | 2025-11-22 15:29:55
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zhangkun
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@ -1,43 +1,45 @@
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{
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"strategy_name": "FreqaiPrimer",
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"export_time": "2025-11-21 06:28:39.836271+00:00",
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"ft_stratparam_v": 1,
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"max_open_trades": 5,
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"minimal_roi": {
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"0": 0.23099999999999998,
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"102": 0,
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"20": 0.077,
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"39": 0.028
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},
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"params": {
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"roi": {
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"0": 0.067,
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"400": 0.025,
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"1000": 0.015,
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"4000": 0
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},
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"trailing": {
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"trailing_stop": true,
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"trailing_stop_positive": 0.0125,
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"trailing_stop_positive_offset": 0.045,
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"trailing_only_offset_is_reached": false
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},
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"max_open_trades": {
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"max_open_trades": 5
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},
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"buy": {
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"add_position_callback": 0.035,
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"h1_max_candles": 246,
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"h1_max_consecutive_candles": 2,
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"h1_rapid_rise_threshold": 0.147,
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"add_bb_lower_proximity": 1.065,
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"add_position_callback": 0.035,
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"add_position_decrease_ratio": 0.48,
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"add_rsi_oversold_threshold": 64,
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"add_stochrsi_oversold": 48,
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"adjust_multiplier": 1.06,
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"bb_length": 40,
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"bb_lower_deviation": 0.9,
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"bb_std": 4.6,
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"bb_width_threshold": 0.01,
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"bb_length": 30,
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"bb_lower_deviation": 1.2,
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"bb_std": 1.435,
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"bb_width_threshold": 0.031,
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"h1_max_candles": 246,
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"h1_max_consecutive_candles": 2,
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"h1_rapid_rise_threshold": 0.147,
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"max_entry_adjustments": 5,
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"min_condition_count": 1,
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"rsi_bull_threshold": 51,
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"rsi_length": 13,
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"rsi_oversold": 16,
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"stochrsi_bull_threshold": 47,
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"stochrsi_neutral_threshold": 36,
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"volume_multiplier": 4.7
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"min_condition_count": 2,
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"rsi_bull_threshold": 35,
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"rsi_length": 33,
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"rsi_oversold": 61,
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"stochrsi_bull_threshold": 49,
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"stochrsi_neutral_threshold": 43,
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"volume_multiplier": 4.39
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},
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"max_open_trades": {
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"max_open_trades": 5
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},
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"roi": {
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"0": 0.174,
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"118": 0,
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"20": 0.067,
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"47": 0.015
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},
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"sell": {
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"exit_bb_upper_deviation": 1.13,
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@ -46,21 +48,25 @@
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"exit_reduce_tier1": 0.78,
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"exit_reduce_tier2": 0.27,
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"exit_rsi_threshold": 78,
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"exit_volume_multiplier": 3.0,
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"exit_volume_multiplier": 3,
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"max_reduce_adjustments": 1,
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"reduce_coefficient": 1.113,
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"reduce_profit_base": 0.28
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},
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"roi": {
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"0": 0.174,
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"20": 0.067,
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"47": 0.015,
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"118": 0
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},
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"stoploss": {
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"stoploss": -0.297
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},
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"trailing": {
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"trailing_only_offset_is_reached": false,
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"trailing_stop": true,
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"trailing_stop_positive": 0.0125,
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"trailing_stop_positive_offset": 0.045
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}
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},
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"ft_stratparam_v": 1,
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"export_time": "2025-11-21 06:28:39.836271+00:00"
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}
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"stoploss": -0.173,
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"strategy_name": "FreqaiPrimer",
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"trailing_only_offset_is_reached": false,
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"trailing_stop": true,
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"trailing_stop_positive": 0.0125,
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"trailing_stop_positive_offset": 0.045
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}
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@ -78,17 +78,17 @@ class FreqaiPrimer(IStrategy):
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# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
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# [propertiesGrp id="1" name="第一轮优化" epochs="200" space="buy roi stoploss" description="入场基础条件优化,入场确认条件优化"]
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bb_std = DecimalParameter(1.0, 5.0, decimals=1, default=4.6, optimize=True, load=True, space='buy') # 极致放宽：1.0-5.0
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rsi_length = IntParameter(5, 35, default=13, optimize=True, load=True, space='buy') # 极致放宽：5-35
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bb_lower_deviation = DecimalParameter(0.90, 1.20, decimals=2, default=0.9, optimize=True, load=True, space='buy') # 极致放宽：0.90-1.20
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stochrsi_bull_threshold = IntParameter(15, 55, default=47, optimize=True, load=True, space='buy') # 极致放宽：15-55
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volume_multiplier = DecimalParameter(0.5, 5.0, decimals=1, default=4.7, optimize=True, load=True, space='buy') # 极致放宽：0.5-5.0
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min_condition_count = IntParameter(1, 3, default=1, optimize=True, load=True, space='buy') # 开启优化：1-3（降低入场门槛）
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bb_length = IntParameter(5, 50, default=40, optimize=True, load=True, space='buy') # 极致放宽：5-50
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rsi_oversold = IntParameter(15, 65, default=16, optimize=True, load=True, space='buy') # 极致放宽：15-65
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rsi_bull_threshold = IntParameter(30, 70, default=51, optimize=True, load=True, space='buy') # 极致放宽：30-70
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stochrsi_neutral_threshold = IntParameter(5, 45, default=36, optimize=True, load=True, space='buy') # 极致放宽：5-45
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bb_width_threshold = DecimalParameter(0.001, 0.060, decimals=3, default=0.01, optimize=True, load=True, space='buy') # 极致放宽：0.001-0.060
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bb_std = DecimalParameter(1.0, 5.0, decimals=1, default=1.435, optimize=True, load=True, space='buy') # 极致放宽：1.0-5.0
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rsi_length = IntParameter(5, 35, default=33, optimize=True, load=True, space='buy') # 极致放宽：5-35
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bb_lower_deviation = DecimalParameter(0.90, 1.20, decimals=2, default=1.2, optimize=True, load=True, space='buy') # 极致放宽：0.90-1.20
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stochrsi_bull_threshold = IntParameter(15, 55, default=35, optimize=True, load=True, space='buy') # 极致放宽：15-55
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volume_multiplier = DecimalParameter(0.5, 5.0, decimals=1, default=4.39, optimize=True, load=True, space='buy') # 极致放宽：0.5-5.0
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min_condition_count = IntParameter(1, 3, default=2, optimize=True, load=True, space='buy') # 开启优化：1-3（降低入场门槛）
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bb_length = IntParameter(5, 50, default=30, optimize=True, load=True, space='buy') # 极致放宽：5-50
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rsi_oversold = IntParameter(15, 65, default=61, optimize=True, load=True, space='buy') # 极致放宽：15-65
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rsi_bull_threshold = IntParameter(30, 70, default=35, optimize=True, load=True, space='buy') # 极致放宽：30-70
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stochrsi_neutral_threshold = IntParameter(5, 45, default=43, optimize=True, load=True, space='buy') # 极致放宽：5-45
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bb_width_threshold = DecimalParameter(0.001, 0.060, decimals=3, default=0.031, optimize=True, load=True, space='buy') # 极致放宽：0.001-0.060
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# [/propertiesGrp]
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# [propertiesGrp id="2" name="第三轮优化" epochs="200" space="buy roi stoploss" description="剧烈拉升检测与加仓策略优化,加仓精准度与金额管理"]
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@ -97,7 +97,7 @@ class FreqaiPrimer(IStrategy):
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
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add_position_callback = DecimalParameter(0.03, 0.08, decimals=3, default=0.035, optimize=False, load=True, space='buy') # 加仓回调百分比
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add_rsi_oversold_threshold = IntParameter(5, 65, default=16, optimize=True, load=True, space='buy') # 极致放宽：5-65
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add_stochrsi_oversold = IntParameter(1, 55, default=16, optimize=True, load=True, space='buy') # 极致放宽：1-55
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add_stochrsi_oversold = IntParameter(1, 55, default=61, optimize=True, load=True, space='buy') # 极致放宽：1-55
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add_bb_lower_proximity = DecimalParameter(0.70, 1.35, decimals=3, default=1.065, optimize=True, load=True, space='buy') # 极致放宽：0.70-1.35
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add_position_decrease_ratio = DecimalParameter(0.2, 1.0, decimals=2, default=0.48, optimize=True, load=True, space='buy') # 极致放宽：0.2-1.0
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max_entry_adjustments = IntParameter(1, 12, default=5, optimize=True, load=True, space='buy') # 极致放宽：1-12
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@ -106,7 +106,7 @@ class FreqaiPrimer(IStrategy):
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# [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"]
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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
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exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=4.7, optimize=True, load=True, space='sell') # 极致放宽：0.8-6.0
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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
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exit_rsi_threshold = IntParameter(40, 85, default=58, optimize=True, load=True, space='sell') # 极致放宽：40-85
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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
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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
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