phyer/myTestFreqAI
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

入场出场阈值调整后回测结果胜率提升10%

Browse Source
This commit is contained in:
Ubuntu 2025-12-23 16:39:22 +08:00
parent 8043465472
commit afc964d8ba
2 changed files with 52 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

50
freqtrade/templates/freqaiprimer.json.backup.20251219_010036 Normal file
View File

@ -0,0 +1,50 @@
{
"strategy_name": "FreqaiPrimer",
"params": {
"roi": {},
"stoploss": {
"stoploss": -0.14
},
"trailing": {
"trailing_stop": true,
"trailing_stop_positive": 0.0125,
"trailing_stop_positive_offset": 0.045,
"trailing_only_offset_is_reached": false
},
"max_open_trades": {
"max_open_trades": 5
},
"buy": {
"add_position_callback": 0.043,
"add_position_growth": 4.5,
"add_position_multiplier": 1.15,
"max_entry_adjustments": 4,
"stake_divisor": 9.3,
"bb_length": 26,
"bb_lower_deviation": 1.01,
"bb_std": 2.0,
"bb_width_threshold": 0.011,
"h1_max_candles": 159,
"h1_max_consecutive_candles": 2,
"h1_rapid_rise_threshold": 0.118,
"min_condition_count": 3,
"rsi_bull_threshold": 45,
"rsi_length": 12,
"rsi_oversold": 30,
"stochrsi_bull_threshold": 32,
"stochrsi_neutral_threshold": 27,
"volume_multiplier": 2.0
},
"sell": {
"exit_bb_upper_deviation": 0.98,
"exit_volume_multiplier": 2.6,
"roi_param_a": -5e-05,
"roi_param_k": 117,
"roi_param_t": 0.159,
"rsi_overbought": 65
},
"protection": {}
},
"ft_stratparam_v": 1,
"export_time": "2025-12-15 14:19:00.824138+00:00"
}

4
freqtrade/templates/freqaiprimer.py
View File

@ -250,10 +250,10 @@ class FreqaiPrimer(IStrategy):
entry_interval_minutes = IntParameter(20, 200, default=42, optimize=True, load=True, space='buy')
# ML 审核官：entry_signal 拒绝入场的阈值（越高越宽松，越低越严格）
ml_entry_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.15, optimize=True, load=True, space='buy')
ml_entry_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.55, optimize=True, load=True, space='buy')
# ML 审核官：exit_signal 拒绝出场的阈值（越高越宽松，越低越严格）
ml_exit_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.15, optimize=True, load=True, space='buy')
ml_exit_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.35, optimize=True, load=True, space='buy')
# FreqAI 标签定义：entry_signal 的洛底上涨幅度（%）
freqai_entry_up_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=True, load=True, space='buy')