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propertyGroup epochs update

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zhangkun9038@dingtalk.com 2025-11-24 15:34:49 +08:00
parent 81ab8c954e
commit 7b751a5d07
2 changed files with 362 additions and 4 deletions
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8
freqtrade/templates/freqaiprimer.py
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@ -82,7 +82,7 @@ class FreqaiPrimer(IStrategy):
can_short = False # 禁用做空
# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
# [propertiesGrp step="1" name="第一轮优化" epochs="160" space="buy " description="入场基础条件优化,入场确认条件优化"]
# [propertiesGrp step="1" name="第一轮优化" epochs="300" space="buy " description="入场基础条件优化,入场确认条件优化"]
bb_std = DecimalParameter(2.0, 5.0, decimals=1, default=3.5, optimize=True, load=True, space='buy') # 安全：2.0-5.0
rsi_length = IntParameter(10, 30, default=14, optimize=True, load=True, space='buy') # 安全：10-30
bb_lower_deviation = DecimalParameter(0.92, 1.15, decimals=3, default=1.00, optimize=True, load=True, space='buy') # 安全：0.92-1.15
@ -92,7 +92,7 @@ class FreqaiPrimer(IStrategy):
bb_length = IntParameter(20, 60, default=40, optimize=True, load=True, space='buy') # 安全：20-60
# [/propertiesGrp]
# [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" epochs="160" space="buy" description="防追高核心参数，绝对不能放宽！"]
# [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" epochs="300" space="buy" description="防追高核心参数，绝对不能放宽！"]
rsi_oversold = IntParameter(20, 50, default=30, optimize=True, load=True, space='buy') # 安全：20-50
rsi_bull_threshold = IntParameter(40, 68, default=58, optimize=True, load=True, space='buy') # 安全：40-68
stochrsi_neutral_threshold = IntParameter(15, 40, default=30, optimize=True, load=True, space='buy') # 安全：15-40
@ -102,7 +102,7 @@ class FreqaiPrimer(IStrategy):
h1_max_consecutive_candles = IntParameter(1, 2, default=1, optimize=True, load=True, space='buy') # 固定为1最稳，2也行
# [/propertiesGrp]
# [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="160" space="buy" description="加仓精准度与金额管理，严防爆仓"]
# [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="300" space="buy" description="加仓精准度与金额管理，严防爆仓"]
add_position_callback = DecimalParameter(0.025, 0.070, decimals=3, default=0.045, optimize=True, load=True, space='buy') # 2.5%-7.0% 回调才加
add_rsi_oversold_threshold = IntParameter(15, 40, default=25, optimize=True, load=True, space='buy') # 不能太低
add_stochrsi_oversold = IntParameter(10, 35, default=20, optimize=True, load=True, space='buy')
@ -112,7 +112,7 @@ class FreqaiPrimer(IStrategy):
adjust_multiplier = DecimalParameter(0.6, 1.6, decimals=2, default=1.0, optimize=True, load=True, space='buy') # 别让加仓金额指数爆炸
# [/propertiesGrp]
# [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="200" space="sell" description="出场条件与分级止盈,减仓与风险管理"]
# [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="360" space="sell" description="出场条件与分级止盈,减仓与风险管理"]
exit_bb_upper_deviation = DecimalParameter(0.90, 1.15, decimals=3, default=1.00, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(2.0, 7.0, decimals=1, default=4.5, optimize=True, load=True, space='sell')
exit_rsi_threshold = IntParameter(55, 72, default=65, optimize=True, load=True, space='sell') # 牛市也能出得了场

358
freqtrade/templates/jsons/result.json Normal file
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@ -0,0 +1,358 @@
{
"took": 0,
"timed_out": false,
"_shards": {
"total": 1,
"successful": 1,
"skipped": 0,
"failed": 0
},
"hits": {
"total": {
"value": 4,
"relation": "eq"
},
"max_score": 1,
"hits": [
{
"_index": "freqai.propertygroup-2025.11",
"_id": "RyqcYwhgVxsfGeVF",
"_score": 1,
"_source": {
"id": "RyqcYwhgVxsfGeVF",
"name": "第一轮优化",
"space": "buy ",
"step": 1,
"epoch": 0,
"description": "入场基础条件优化,入场确认条件优化",
"properties": {
"bb_length": {
"optimize": true,
"min": 20,
"max": 60,
"space": "buy",
"type": "int",
"default": 30,
"load": true
},
"bb_lower_deviation": {
"optimize": true,
"min": 0.92,
"max": 1.15,
"space": "buy",
"type": "decimal",
"default": 1.05,
"load": true
},
"bb_std": {
"optimize": true,
"min": 2,
"max": 5,
"space": "buy",
"type": "decimal",
"default": 2.691,
"load": true
},
"min_condition_count": {
"optimize": true,
"min": 1,
"max": 2,
"space": "buy",
"type": "int",
"default": 2,
"load": true
},
"rsi_length": {
"optimize": true,
"min": 10,
"max": 30,
"space": "buy",
"type": "int",
"default": 19,
"load": true
},
"stochrsi_bull_threshold": {
"optimize": true,
"min": 20,
"max": 50,
"space": "buy",
"type": "int",
"default": 28,
"load": true
},
"volume_multiplier": {
"optimize": true,
"min": 1.5,
"max": 6,
"space": "buy",
"type": "decimal",
"default": 2.764,
"load": true
}
}
}
},
{
"_index": "freqai.propertygroup-2025.11",
"_id": "oZkA7AMsO0GANT7g",
"_score": 1,
"_source": {
"id": "oZkA7AMsO0GANT7g",
"name": "第二轮优化 - 剧烈拉升检测",
"space": "buy",
"step": 2,
"epoch": 0,
"description": "防追高核心参数，绝对不能放宽！",
"properties": {
"bb_width_threshold": {
"optimize": true,
"min": 0.003,
"max": 0.03,
"space": "buy",
"type": "decimal",
"default": 0.02,
"load": true
},
"h1_max_candles": {
"optimize": true,
"min": 16,
"max": 50,
"space": "buy",
"type": "int",
"default": 17,
"load": true
},
"h1_max_consecutive_candles": {
"optimize": true,
"min": 1,
"max": 2,
"space": "buy",
"type": "int",
"default": 2,
"load": true
},
"h1_rapid_rise_threshold": {
"optimize": true,
"min": 0.08,
"max": 0.22,
"space": "buy",
"type": "decimal",
"default": 0.084,
"load": true
},
"rsi_bull_threshold": {
"optimize": true,
"min": 40,
"max": 68,
"space": "buy",
"type": "int",
"default": 66,
"load": true
},
"rsi_oversold": {
"optimize": true,
"min": 20,
"max": 50,
"space": "buy",
"type": "int",
"default": 20,
"load": true
},
"stochrsi_neutral_threshold": {
"optimize": true,
"min": 15,
"max": 40,
"space": "buy",
"type": "int",
"default": 26,
"load": true
}
}
}
},
{
"_index": "freqai.propertygroup-2025.11",
"_id": "wxODMj4r08AXUy1J",
"_score": 1,
"_source": {
"id": "wxODMj4r08AXUy1J",
"name": "第三轮优化 - 加仓策略",
"space": "buy",
"step": 3,
"epoch": 0,
"description": "加仓精准度与金额管理，严防爆仓",
"properties": {
"add_bb_lower_proximity": {
"optimize": true,
"min": 0.85,
"max": 1.2,
"space": "buy",
"type": "decimal",
"default": 1.058,
"load": true
},
"add_position_callback": {
"optimize": true,
"min": 0.025,
"max": 0.07,
"space": "buy",
"type": "decimal",
"default": 0.04,
"load": true
},
"add_position_decrease_ratio": {
"optimize": true,
"min": 0.3,
"max": 0.8,
"space": "buy",
"type": "decimal",
"default": 0.384,
"load": true
},
"add_rsi_oversold_threshold": {
"optimize": true,
"min": 15,
"max": 40,
"space": "buy",
"type": "int",
"default": 23,
"load": true
},
"add_stochrsi_oversold": {
"optimize": true,
"min": 10,
"max": 35,
"space": "buy",
"type": "int",
"default": 18,
"load": true
},
"adjust_multiplier": {
"optimize": true,
"min": 0.6,
"max": 1.6,
"space": "buy",
"type": "decimal",
"default": 1.458,
"load": true
},
"max_entry_adjustments": {
"optimize": true,
"min": 2,
"max": 7,
"space": "buy",
"type": "int",
"default": 5,
"load": true
}
}
}
},
{
"_index": "freqai.propertygroup-2025.11",
"_id": "eyCLhZ84sHie18O1",
"_score": 1,
"_source": {
"id": "eyCLhZ84sHie18O1",
"name": "第四轮优化 - 出场与分级止盈",
"space": "sell",
"step": 4,
"epoch": 0,
"description": "出场条件与分级止盈,减仓与风险管理",
"properties": {
"exit_bb_upper_deviation": {
"optimize": true,
"min": 0.9,
"max": 1.15,
"space": "sell",
"type": "decimal",
"default": 0.94,
"load": true
},
"exit_profit_tier1": {
"optimize": true,
"min": 0.03,
"max": 0.12,
"space": "sell",
"type": "decimal",
"default": 0.108,
"load": true
},
"exit_profit_tier2": {
"optimize": true,
"min": 0.08,
"max": 0.2,
"space": "sell",
"type": "decimal",
"default": 0.132,
"load": true
},
"exit_reduce_tier1": {
"optimize": true,
"min": 0.2,
"max": 0.7,
"space": "sell",
"type": "decimal",
"default": 0.687,
"load": true
},
"exit_reduce_tier2": {
"optimize": true,
"min": 0.15,
"max": 0.6,
"space": "sell",
"type": "decimal",
"default": 0.399,
"load": true
},
"exit_rsi_threshold": {
"optimize": true,
"min": 55,
"max": 72,
"space": "sell",
"type": "int",
"default": 56,
"load": true
},
"exit_volume_multiplier": {
"optimize": true,
"min": 2,
"max": 7,
"space": "sell",
"type": "decimal",
"default": 5.185,
"load": true
},
"max_reduce_adjustments": {
"optimize": true,
"min": 1,
"max": 4,
"space": "sell",
"type": "int",
"default": 4,
"load": true
},
"reduce_coefficient": {
"optimize": true,
"min": 0.15,
"max": 0.55,
"space": "sell",
"type": "decimal",
"default": 0.18,
"load": true
},
"reduce_profit_base": {
"optimize": true,
"min": 0.02,
"max": 0.12,
"space": "sell",
"type": "decimal",
"default": 0.044,
"load": true
}
}
}
}
]
}
}