diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 9aa7620e..de014779 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -81,42 +81,43 @@ class FreqaiPrimer(IStrategy): timeframe = "3m" # 主时间框架为 3 分钟 can_short = False # 禁用做空 - # 自定义指标参数 - 使用Hyperopt可优化参数 + # [propertiesGrp_List]-------------------------------------------------------------------------------------------------------------------------------------- + # [propertiesGrp step="1" name="第一轮优化" epochs="300" space="buy " description="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=False, load=True, space='buy') - rsi_length = IntParameter(7, 21, default=14, optimize=False, 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') + # [/propertiesGrp] - - - # 入场条件阈值参数 + # [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" epochs="300" space="buy" description="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=False, load=True, space='buy') - stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, 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=False, load=True, space='buy') - bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=False, 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') + # [/propertiesGrp] - # 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=False, load=True, space='buy') + # [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="300" space="buy" description="剧烈拉升检测参数"] + 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=False, load=True, space='buy') - # 定义可优化参数 - max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 最大加仓次数 + h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, load=True, space='buy') + 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=0.053, optimize=True, load=True, space='buy') # 加仓回调百分比 stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=True, load=True, space='buy') # 加仓金额分母 step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, 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=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=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(57, 59, default=58, optimize=False, load=True, space='sell') + # [/propertiesGrp] + + # [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="360" space="sell" description="线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t", 出场条件阈值参数] + 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 + 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') + rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell') + # [/propertiesGrp] + # [/propertiesGrp_List]----------------------------------------------------------------------------------------------------------------------------- def informative_pairs(self):