Hyperopt参数更新 - 阶段:2 | VM:lisa | ResponseID:vdwhZnVLQXBs | 2025-11-23 00:30:32

This commit is contained in:
zhangkun 2025-11-23 00:30:32 +08:00
parent e1cf3a08cd
commit ab2f20df57
2 changed files with 19 additions and 19 deletions

View File

@ -3,19 +3,19 @@
"ft_stratparam_v": 1,
"max_open_trades": 5,
"minimal_roi": {
"0": 0.098,
"14": 0.02,
"22": 0.008,
"92": 0
"0": 0.096,
"22": 0.047,
"41": 0.012,
"62": 0
},
"params": {
"buy": {
"add_bb_lower_proximity": 0.873,
"add_position_callback": 0.035,
"add_position_decrease_ratio": 0.37,
"add_rsi_oversold_threshold": 20,
"add_stochrsi_oversold": 48,
"adjust_multiplier": 1.13,
"add_bb_lower_proximity": 1.24,
"add_position_callback": 0.067,
"add_position_decrease_ratio": 0.702,
"add_rsi_oversold_threshold": 28,
"add_stochrsi_oversold": 4,
"adjust_multiplier": 1.904,
"bb_length": 20,
"bb_lower_deviation": 0.96,
"bb_std": 2.083,
@ -23,7 +23,7 @@
"h1_max_candles": 254,
"h1_max_consecutive_candles": 3,
"h1_rapid_rise_threshold": 0.136,
"max_entry_adjustments": 3,
"max_entry_adjustments": 11,
"min_condition_count": 3,
"rsi_bull_threshold": 58,
"rsi_length": 5,
@ -64,7 +64,7 @@
"trailing_stop_positive_offset": 0.045
}
},
"stoploss": -0.045,
"stoploss": -0.126,
"strategy_name": "FreqaiPrimer",
"trailing_only_offset_is_reached": false,
"trailing_stop": true,

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@ -98,13 +98,13 @@ class FreqaiPrimer(IStrategy):
# [/propertiesGrp]
# [propertiesGrp id="3" name="第三轮优化" epochs="120" 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"]
add_position_callback = DecimalParameter(0.055, 0.125, decimals=3, default=0.035, optimize=False, load=True, space='buy') # 加仓回调百分比
add_rsi_oversold_threshold = IntParameter(5, 65, default=16, optimize=True, load=True, space='buy') # 极致放宽5-65
add_stochrsi_oversold = IntParameter(1, 55, default=55, optimize=True, load=True, space='buy') # 极致放宽1-55
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
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
max_entry_adjustments = IntParameter(1, 12, default=5, optimize=True, load=True, space='buy') # 极致放宽1-12
adjust_multiplier = DecimalParameter(0.01, 2.0, decimals=2, default=1.06, optimize=True, load=True, space='buy') # 极致放宽0.01-2.0
add_position_callback = DecimalParameter(0.055, 0.125, decimals=3, default=0.067, optimize=False, load=True, space='buy') # 加仓回调百分比
add_rsi_oversold_threshold = IntParameter(5, 65, default=28, optimize=True, load=True, space='buy') # 极致放宽5-65
add_stochrsi_oversold = IntParameter(1, 55, default=4, optimize=True, load=True, space='buy') # 极致放宽1-55
add_bb_lower_proximity = DecimalParameter(0.70, 1.35, decimals=3, default=1.24, optimize=True, load=True, space='buy') # 极致放宽0.70-1.35
add_position_decrease_ratio = DecimalParameter(0.2, 1.0, decimals=2, default=0.702, optimize=True, load=True, space='buy') # 极致放宽0.2-1.0
max_entry_adjustments = IntParameter(1, 12, default=11, optimize=True, load=True, space='buy') # 极致放宽1-12
adjust_multiplier = DecimalParameter(0.01, 2.0, decimals=2, default=1.904, optimize=True, load=True, space='buy') # 极致放宽0.01-2.0
# [/propertiesGrp]
# [propertiesGrp id="4" 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"]