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KDJ 作为加分项，而非强制条件

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zhangkun9038@dingtalk.com 2026-01-30 15:17:37 +08:00
parent 1c9b1310a1
commit 81ce357297
1 changed files with 19 additions and 26 deletions
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45
freqtrade/templates/freqaiprimer.py
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@ -682,32 +682,23 @@ class FreqaiPrimer(IStrategy):
# 这样既能捕捉趋势启动，又能在趋势延续时继续入场
# ========== KDJ 过滤逻辑（1h + 3m 组合）==========
# 1h KDJ：大级别底部确认/方向过滤
kdj_1h_filter = True
if 'kdj_k_1h' in dataframe.columns and 'kdj_j_1h' in dataframe.columns:
# 1h 允许做多条件（宽松版）：
# - K < 40 且 J 上拐（J[t] > J[t-1]）
# - 或 K 从 <20 上穿 20（从超卖区抬头）
kdj_1h_low_upturn = (dataframe['kdj_k_1h'] < 40) & (dataframe['kdj_j_1h'] > dataframe['kdj_j_1h'].shift(1))
kdj_1h_from_oversold = (dataframe['kdj_k_1h'] >= 20) & (dataframe['kdj_k_1h'].shift(1) < 20)
kdj_1h_allow = kdj_1h_low_upturn | kdj_1h_from_oversold
# 1h 禁止做多条件：K > 80 且 J 下拐
kdj_1h_block = (dataframe['kdj_k_1h'] > 80) & (dataframe['kdj_j_1h'] < dataframe['kdj_j_1h'].shift(1))
# 最终过滤：允许且不被禁止
kdj_1h_filter = kdj_1h_allow & ~kdj_1h_block
# KDJ 作为辅助信号，不作为强制条件
# 3m KDJ：具体入场触发
kdj_3m_trigger = True
# 1h KDJ：大级别底部确认/方向过滤（只禁止极端高位）
kdj_1h_block = False
if 'kdj_k_1h' in dataframe.columns and 'kdj_j_1h' in dataframe.columns:
# 只禁止极端高位：K > 85 且 J 下拐
kdj_1h_block = (dataframe['kdj_k_1h'] > 85) & (dataframe['kdj_j_1h'] < dataframe['kdj_j_1h'].shift(1))
# 3m KDJ：作为额外加分条件（满足则增加信号质量）
kdj_3m_bonus = 0
if 'kdj_k_3m' in dataframe.columns and 'kdj_d_3m' in dataframe.columns:
# 3m 低位金叉：K < 30 且 K 上穿 D
kdj_3m_golden_cross = (dataframe['kdj_k_3m'] < 30) & (dataframe['kdj_k_3m'] > dataframe['kdj_d_3m']) & (dataframe['kdj_k_3m'].shift(1) <= dataframe['kdj_d_3m'].shift(1))
# 可选：J 从 <0 回到 0 以上（防抖）
# 3m 低位金叉：K < 40 且 K 上穿 D（放宽到 40）
kdj_3m_golden_cross = (dataframe['kdj_k_3m'] < 40) & (dataframe['kdj_k_3m'] > dataframe['kdj_d_3m']) & (dataframe['kdj_k_3m'].shift(1) <= dataframe['kdj_d_3m'].shift(1))
# 或 J 从负值区回正
kdj_3m_j_recovery = (dataframe['kdj_j_3m'] > 0) & (dataframe['kdj_j_3m'].shift(1) <= 0)
kdj_3m_trigger = kdj_3m_golden_cross | kdj_3m_j_recovery
# 作为加分项（+1 分）
kdj_3m_bonus = (kdj_3m_golden_cross | kdj_3m_j_recovery).astype(int)
# 合并 KDJ 过滤到最终条件
# ========== 原有 EMA 趋势过滤 ==========
@ -737,11 +728,13 @@ class FreqaiPrimer(IStrategy):
stochrsi_condition_1h.astype(int) +
macd_condition_1h.astype(int) +
(volume_spike | bb_width_condition).astype(int) + # 成交量或布林带宽度满足其一即可
trend_confirmation.astype(int)
trend_confirmation.astype(int) +
kdj_3m_bonus # KDJ 3m 作为加分项
)
# 最终条件：基本条件 + EMA趋势过滤（方案2：宽松版）+ KDJ过滤
# 最终条件：基本条件 + EMA趋势过滤 - KDJ高位禁止
# KDJ 不再是必需条件，只在极端高位时禁止入场
basic_condition = condition_count >= self.min_condition_count.value
final_condition = basic_condition & ema_trend_filter & kdj_1h_filter & kdj_3m_trigger
final_condition = basic_condition & ema_trend_filter & ~kdj_1h_block
# 设置入场信号
dataframe.loc[final_condition, 'enter_long'] = 1