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综合3m,15m,1h的各个指标的入场出场

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Ubuntu 2025-08-31 20:07:35 +08:00
parent e627cca90f
commit afcf7e51dc
1 changed files with 11 additions and 9 deletions
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20
freqtrade/templates/freqaiprimer.py
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@ -395,11 +395,11 @@ class FreqaiPrimer(IStrategy):
close_to_bb_lower_1h = (dataframe['close'] <= dataframe['bb_lower_1h'] * 1.03) # 放宽到3%偏差
# 条件2: RSI 不高于阈值（根据市场状态动态调整）
rsi_threshold = 45 if current_state in ['strong_bull', 'weak_bull'] else 40
rsi_threshold = 50 if current_state in ['strong_bull', 'weak_bull'] else 45
rsi_condition_1h = dataframe['rsi_1h'] < rsi_threshold
# 条件3: StochRSI 处于超卖区域（根据市场状态动态调整）
stochrsi_threshold = 30 if current_state in ['strong_bull', 'weak_bull'] else 20
stochrsi_threshold = 35 if current_state in ['strong_bull', 'weak_bull'] else 25
stochrsi_condition_1h = (dataframe['stochrsi_k_1h'] < stochrsi_threshold) & (dataframe['stochrsi_d_1h'] < stochrsi_threshold)
# 条件4: MACD 上升趋势
@ -416,14 +416,16 @@ class FreqaiPrimer(IStrategy):
trend_confirmation = (dataframe['trend_3m'] == 1) | (dataframe['trend_15m'] == 1)
# 合并所有条件（减少强制性条件）
final_condition = (
close_to_bb_lower_1h &
rsi_condition_1h &
stochrsi_condition_1h &
macd_condition_1h &
(volume_spike | bb_width_condition) & # 成交量或布林带宽度满足其一即可
trend_confirmation
# 至少满足5个条件中的3个
condition_count = (
close_to_bb_lower_1h.astype(int) +
rsi_condition_1h.astype(int) +
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)
)
final_condition = condition_count >= 3
# 设置入场信号
dataframe.loc[final_condition, 'enter_long'] = 1