Hyperopt参数更新 - 阶段:0 | VM:lisa | ResponseID:InpEnLi9yaNf | 2025-12-16 01:24:19
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zhangkun
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{
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"strategy_name": "FreqaiPrimer",
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"export_time": "2025-12-11 03:11:56.522275+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
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},
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"params": {
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"roi": {},
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"stoploss": {
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"stoploss": -0.14
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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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"buy": {
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"add_position_callback": 0.057,
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"bb_length": 23,
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"bb_lower_deviation": 1.05,
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"bb_std": 2.1,
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"bb_width_threshold": 0.029,
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"exit_bb_upper_deviation": 1,
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"exit_volume_multiplier": 2.7,
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"h1_max_candles": 185,
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"h1_max_consecutive_candles": 4,
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"h1_rapid_rise_threshold": 0.126,
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"max_entry_adjustments": 4,
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"min_condition_count": 2,
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"roi_param_a": -0.00018,
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"roi_param_k": 86,
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"roi_param_t": 0.178,
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"rsi_bull_threshold": 54,
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"rsi_length": 21,
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"rsi_overbought": 58,
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"rsi_oversold": 30,
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"stake_divisor": 3.554,
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"step_coefficient": 0.57,
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"stochrsi_bull_threshold": 38,
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"stochrsi_neutral_threshold": 23,
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"volume_multiplier": 2.0
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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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"bb_std": 3.0,
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"bb_width_threshold": 0.012,
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"h1_max_candles": 200,
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"h1_max_consecutive_candles": 3,
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"max_entry_adjustments": 4,
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"rsi_bull_threshold": 54,
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"rsi_length": 16,
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"stochrsi_bull_threshold": 36,
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"volume_multiplier": 1.6,
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"add_position_callback": 0.055,
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"bb_length": 19,
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"bb_lower_deviation": 1.05,
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"h1_rapid_rise_threshold": 0.141,
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"min_condition_count": 2,
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"rsi_oversold": 30,
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"stake_divisor": 3.144,
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"step_coefficient": 0.53,
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"stochrsi_neutral_threshold": 29
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},
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"protection": {},
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"roi": {},
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"sell": {
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"roi_param_a": -6e-05,
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"roi_param_k": 132,
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"roi_param_t": 0.168,
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"exit_bb_upper_deviation": 1.01,
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"exit_volume_multiplier": 2.7,
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"roi_param_a": -0.00006,
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"roi_param_k": 132,
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"roi_param_t": 0.168,
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"rsi_overbought": 59
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},
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"protection": {}
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"stoploss": {
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"stoploss": -0.14
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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": "2025-12-11 03:11:56.522275+00:00"
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"stoploss": -0.14,
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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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@ -83,29 +83,29 @@ class FreqaiPrimer(IStrategy):
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#
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# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
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# [propertiesGrp step="1" name="第一轮优化" epochs="100" space="buy sell" description="自定义指标参数 - 使用Hyperopt可优化参数"]
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bb_length = IntParameter(10, 30, default=20, optimize=False, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=14, optimize=False, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=42, optimize=False, load=True, space='buy')
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=False, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=False, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy')
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h1_max_candles = IntParameter(100, 300, default=200, optimize=False, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=False, load=True, space='buy') # 加仓回调百分比
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stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=False, load=True, space='buy') # 加仓金额分母
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step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=False, load=True, space='buy') # 加仓金额分母
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roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
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roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k
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roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t
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exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell')
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bb_length = IntParameter(10, 30, default=23, optimize=False, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.1, optimize=False, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=21, optimize=False, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=30, optimize=False, load=True, space='buy')
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.05, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=54, optimize=False, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=38, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=23, optimize=False, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=2, optimize=False, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.029, optimize=False, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy')
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h1_max_candles = IntParameter(100, 300, default=185, optimize=False, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.126, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=4, optimize=False, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=4, optimize=False, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.057, optimize=False, load=True, space='buy') # 加仓回调百分比
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stake_divisor = DecimalParameter(2, 4, decimals=3, default=3.554, optimize=False, load=True, space='buy') # 加仓金额分母
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step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.57, optimize=False, load=True, space='buy') # 加仓金额分母
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roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.00018, optimize=False, load=True, space='sell') # 系数a
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roi_param_k = IntParameter(20, 150, default=86, optimize=False, load=True, space='sell') # 偏移量k
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roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.178, optimize=False, load=True, space='sell') # 常数项t
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exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1, optimize=False, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.7, optimize=False, load=True, space='sell')
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rsi_overbought = IntParameter(57, 59, default=58, optimize=False, load=True, space='sell')
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# [/propertiesGrp]
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# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------
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