diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index 8e4d0afa..b972264a 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -1,19 +1,7 @@ { - "strategy_name": "FreqaiPrimer", + "export_time": "2025-12-03 00:03:56.464370+00:00", + "ft_stratparam_v": 1, "params": { - "roi": {}, - "stoploss": { - "stoploss": -0.085 - }, - "trailing": { - "trailing_stop": true, - "trailing_stop_positive": 0.012, - "trailing_stop_positive_offset": 0.025, - "trailing_only_offset_is_reached": true - }, - "max_open_trades": { - "max_open_trades": 5 - }, "buy": { "add_bb_lower_proximity": 0.871, "add_position_callback": 0.057, @@ -21,9 +9,9 @@ "add_rsi_oversold_threshold": 37, "add_stochrsi_oversold": 14, "adjust_multiplier": 0.87, - "bb_length": 58, - "bb_lower_deviation": 0.931, - "bb_std": 4.4, + "bb_length": 31, + "bb_lower_deviation": 1.143, + "bb_std": 2.53, "bb_width_threshold": 0.016, "h1_max_candles": 40, "h1_max_consecutive_candles": 1, @@ -31,12 +19,17 @@ "max_entry_adjustments": 6, "min_condition_count": 2, "rsi_bull_threshold": 44, - "rsi_length": 30, + "rsi_length": 17, "rsi_oversold": 27, - "stochrsi_bull_threshold": 33, + "stochrsi_bull_threshold": 47, "stochrsi_neutral_threshold": 18, - "volume_multiplier": 3.4 + "volume_multiplier": 2.6 }, + "max_open_trades": { + "max_open_trades": 5 + }, + "protection": {}, + "roi": {}, "sell": { "exit_bb_upper_deviation": 0.913, "exit_profit_tier1": 0.034, @@ -49,8 +42,17 @@ "reduce_coefficient": 0.229, "reduce_profit_base": 0.02 }, - "protection": {} + "stoploss": { + "stoploss": -0.085 + }, + "trailing": { + "trailing_only_offset_is_reached": true, + "trailing_stop": true, + "trailing_stop_positive": 0.012, + "trailing_stop_positive_offset": 0.025 + } }, - "ft_stratparam_v": 1, - "export_time": "2025-12-03 00:03:56.464370+00:00" -} + "strategy_name": "FreqaiPrimer", + "trailing_only_offset_is_reached": false, + "trailing_stop": false +} \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 54c0f636..5d3b816d 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -81,50 +81,52 @@ class FreqaiPrimer(IStrategy): timeframe = "3m" # 主时间框架为 3 分钟 can_short = False # 禁用做空 - # [propertiesGrp_List]-------------------------------------------------------------------------------------------------------------------------------------- - # [propertiesGrp step="1" name="第一轮优化" epochs="160" space="buy" description="入场基础条件优化,入场确认条件优化"] - bb_std = DecimalParameter(2.0, 6.0, decimals=2, default=3.2, optimize=True, load=True, space='buy') # 安全：2.0-5.0 - rsi_length = IntParameter(10, 30, default=30, optimize=True, load=True, space='buy') # 安全：10-30 - bb_lower_deviation = DecimalParameter(0.92, 1.15, decimals=3, default=1.006, optimize=True, load=True, space='buy') # 安全：0.92-1.15 - stochrsi_bull_threshold = IntParameter(20, 50, default=48, optimize=True, load=True, space='buy') # 安全：20-50 - volume_multiplier = DecimalParameter(1.5, 6.0, decimals=1, default=3.6, optimize=True, load=True, space='buy') # 安全：1.5-6.0 - min_condition_count = IntParameter(1, 2, default=2, optimize=True, load=True, space='buy') # 最多只允许2个条件！ - bb_length = IntParameter(20, 60, default=21, optimize=True, load=True, space='buy') # 安全：20-60 - # [/propertiesGrp] - - # [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" epochs="240" space="buy" description="防追高核心参数，绝对不能放宽！"] - rsi_oversold = IntParameter(20, 50, default=23, optimize=True, load=True, space='buy') # 安全：20-50 - rsi_bull_threshold = IntParameter(40, 68, default=45, optimize=True, load=True, space='buy') # 安全：40-68 - stochrsi_neutral_threshold = IntParameter(15, 40, default=16, optimize=True, load=True, space='buy') # 安全：15-40 - bb_width_threshold = DecimalParameter(0.003, 0.030, decimals=3, default=0.011, optimize=True, load=True, space='buy') # 安全：0.003-0.030 - h1_max_candles = IntParameter(16, 50, default=19, optimize=True, load=True, space='buy') # 黄金区间！绝不能超过50 - h1_rapid_rise_threshold = DecimalParameter(0.08, 0.22, decimals=3, default=0.192, optimize=True, load=True, space='buy') # 0.08-0.22 实盘最稳 - h1_max_consecutive_candles = IntParameter(1, 2, default=1, optimize=True, load=True, space='buy') # 固定为1最稳，2也行 - # [/propertiesGrp] - - # [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="220" space="buy" description="加仓精准度与金额管理，严防爆仓"] - add_position_callback = DecimalParameter(0.047, 0.090, decimals=3, default=0.067, optimize=True, load=True, space='buy') # 2.5%-7.0% 回调才加 - add_rsi_oversold_threshold = IntParameter(15, 40, default=23, optimize=True, load=True, space='buy') # 不能太低 - add_stochrsi_oversold = IntParameter(10, 35, default=23, optimize=True, load=True, space='buy') - add_bb_lower_proximity = DecimalParameter(0.85, 1.20, decimals=3, default=0.987, optimize=True, load=True, space='buy') # 不能离下轨太远 - add_position_decrease_ratio= DecimalParameter(0.30, 0.80, decimals=2, default=0.55, optimize=True, load=True, space='buy') # 递减比例别太激进 - max_entry_adjustments = IntParameter(2, 7, default=6, optimize=True, load=True, space='buy') # 最多7次加仓，防爆仓 - adjust_multiplier = DecimalParameter(0.6, 1.6, decimals=2, default=0.98, optimize=True, load=True, space='buy') # 别让加仓金额指数爆炸 - # [/propertiesGrp] - - # [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="200" space="sell" description="出场条件与分级止盈,减仓与风险管理"] - exit_bb_upper_deviation = DecimalParameter(0.90, 1.15, decimals=3, default=0.919, optimize=True, load=True, space='sell') - exit_volume_multiplier = DecimalParameter(2.0, 7.0, decimals=1, default=2.2, optimize=True, load=True, space='sell') - exit_rsi_threshold = IntParameter(55, 72, default=57, optimize=True, load=True, space='sell') # 牛市也能出得了场 - exit_profit_tier1 = DecimalParameter(0.03, 0.12, decimals=3, default=0.116, optimize=True, load=True, space='sell') - exit_reduce_tier1 = DecimalParameter(0.20, 0.70, decimals=2, default=0.21, optimize=True, load=True, space='sell') - exit_profit_tier2 = DecimalParameter(0.08, 0.20, decimals=3, default=0.152, optimize=True, load=True, space='sell') - exit_reduce_tier2 = DecimalParameter(0.15, 0.60, decimals=2, default=0.17, optimize=True, load=True, space='sell') - reduce_profit_base = DecimalParameter(0.02, 0.12, decimals=3, default=0.081, optimize=True, load=True, space='sell') - reduce_coefficient = DecimalParameter(0.15, 0.55, decimals=3, default=0.326, optimize=True, load=True, space='sell') - max_reduce_adjustments = IntParameter(1, 4, default=2, optimize=True, load=True, space='sell') # 最多4次减仓就够了 - # [/propertiesGrp] - # [/propertiesGrp_List]----------------------------------------------------------------------------------------------------------------------------- + # [propertiesGrp_List] + + # [propertiesGrp step="1" name="第一轮优化" space="buy" epochs="160" description="入场基础条件优化,入场确认条件优化"] + bb_length=IntParameter(20, 60, optimize=True, load=True, default=21, space='buy') # [PARAM] + bb_lower_deviation=DecimalParameter(0.92, 1.15, decimals=3, optimize=True, load=True, default=1.006, space='buy') # [PARAM] + bb_std=DecimalParameter(2, 6, decimals=2, optimize=True, load=True, default=3.2, space='buy') # [PARAM] + min_condition_count=IntParameter(1, 2, optimize=True, load=True, default=2, space='buy') # [PARAM] + rsi_length=IntParameter(10, 30, optimize=True, load=True, default=30, space='buy') # [PARAM] + stochrsi_bull_threshold=IntParameter(20, 50, optimize=True, load=True, default=48, space='buy') # [PARAM] + volume_multiplier=DecimalParameter(1.5, 6, decimals=1, optimize=True, load=True, default=3.6, space='buy') # [PARAM] + # [/propertiesGrp] + + # [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" space="buy" epochs="240" description="防追高核心参数，绝对不能放宽！"] + bb_width_threshold=DecimalParameter(0.003, 0.03, decimals=3, optimize=True, load=True, default=0.011, space='buy') # [PARAM] + h1_max_candles=IntParameter(16, 50, optimize=True, load=True, default=19, space='buy') # [PARAM] + h1_max_consecutive_candles=IntParameter(1, 2, optimize=True, load=True, default=1, space='buy') # [PARAM] + h1_rapid_rise_threshold=DecimalParameter(0.08, 0.22, decimals=3, optimize=True, load=True, default=0.192, space='buy') # [PARAM] + rsi_bull_threshold=IntParameter(40, 68, optimize=True, load=True, default=45, space='buy') # [PARAM] + rsi_oversold=IntParameter(20, 50, optimize=True, load=True, default=23, space='buy') # [PARAM] + stochrsi_neutral_threshold=IntParameter(15, 40, optimize=True, load=True, default=16, space='buy') # [PARAM] + # [/propertiesGrp] + + # [propertiesGrp step="3" name="第三轮优化 - 加仓策略" space="buy" epochs="220" description="加仓精准度与金额管理，严防爆仓"] + add_bb_lower_proximity=DecimalParameter(0.85, 1.2, decimals=3, optimize=True, load=True, default=0.987, space='buy') # [PARAM] + add_position_callback=DecimalParameter(0.047, 0.09, decimals=3, optimize=True, load=True, default=0.067, space='buy') # [PARAM] + add_position_decrease_ratio=DecimalParameter(0.3, 0.8, decimals=2, optimize=True, load=True, default=0.55, space='buy') # [PARAM] + add_rsi_oversold_threshold=IntParameter(15, 40, optimize=True, load=True, default=23, space='buy') # [PARAM] + add_stochrsi_oversold=IntParameter(10, 35, optimize=True, load=True, default=23, space='buy') # [PARAM] + adjust_multiplier=DecimalParameter(0.6, 1.6, decimals=2, optimize=True, load=True, default=0.98, space='buy') # [PARAM] + max_entry_adjustments=IntParameter(2, 7, optimize=True, load=True, default=6, space='buy') # [PARAM] + # [/propertiesGrp] + + # [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" space="sell" epochs="200" description="出场条件与分级止盈,减仓与风险管理"] + exit_bb_upper_deviation=DecimalParameter(0.9, 1.15, decimals=3, optimize=True, load=True, default=0.919, space='sell') # [PARAM] + exit_profit_tier1=DecimalParameter(0.03, 0.12, decimals=3, optimize=True, load=True, default=0.116, space='sell') # [PARAM] + exit_profit_tier2=DecimalParameter(0.08, 0.2, decimals=3, optimize=True, load=True, default=0.152, space='sell') # [PARAM] + exit_reduce_tier1=DecimalParameter(0.2, 0.7, decimals=2, optimize=True, load=True, default=0.21, space='sell') # [PARAM] + exit_reduce_tier2=DecimalParameter(0.15, 0.6, decimals=2, optimize=True, load=True, default=0.17, space='sell') # [PARAM] + exit_rsi_threshold=IntParameter(55, 72, optimize=True, load=True, default=57, space='sell') # [PARAM] + exit_volume_multiplier=DecimalParameter(2, 7, decimals=1, optimize=True, load=True, default=2.2, space='sell') # [PARAM] + max_reduce_adjustments=IntParameter(1, 4, optimize=True, load=True, default=2, space='sell') # [PARAM] + reduce_coefficient=DecimalParameter(0.15, 0.55, decimals=3, optimize=True, load=True, default=0.326, space='sell') # [PARAM] + reduce_profit_base=DecimalParameter(0.02, 0.12, decimals=3, optimize=True, load=True, default=0.081, space='sell') # [PARAM] + # [/propertiesGrp] + + # [/propertiesGrp_List] def informative_pairs(self): pairs = self.dp.current_whitelist() diff --git a/jsons/best_backtest.json b/jsons/best_backtest.json new file mode 100644 index 00000000..81462450 --- /dev/null +++ b/jsons/best_backtest.json @@ -0,0 +1,70 @@ +{ + "id": "L2HZlGdfHkbn", + "vmName": "rose", + "startTime": "2025-12-06T01:17:25.45872627Z", + "endTime": "2025-12-06T02:17:25.45872632Z", + "fullHyperoptEventID": "qavF4D2xpVcl", + "propertyGroupListID": "pglist-h1rcWYd9J5nW3wcL-PzBfYvSVWqlWY0yy-6xTJoXIfYhu2Ykqq-VzDm8zc4MSfna9hS", + "backTestResult": { + "task_id": "qavF4D2xpVcl", + "start_time": "2025-12-06T01:17:25.458718575Z", + "end_time": "2025-12-06T02:17:25.458718816Z", + "performance": { + "total_profit": 0.0092, + "win_rate": 0.8333333333333334, + "max_drawdown": 0.008, + "calmar_ratio": 438.12, + "sharpe_ratio": 31.02, + "sqn": 1.59, + "trades": 25, + "profit_factor": 2.13, + "expectancy": 0.74, + "total_days": 0, + "avg_trade_duration": 0, + "cagr": 0.9511, + "market_change": 0.0032, + "best_pair": "WCT/USDT", + "best_pair_profit": 0.0038, + "worst_pair": "TON/USDT", + "worst_pair_profit": -0.0013 + }, + "full_hyperopt_event_id": "qavF4D2xpVcl", + "parameters": { + "add_bb_lower_proximity": "0.873", + "add_position_callback": "0.05", + "add_position_decrease_ratio": "0.72", + "add_rsi_oversold_threshold": "31", + "add_stochrsi_oversold": "20", + "adjust_multiplier": "1.51", + "bb_length": "31", + "bb_lower_deviation": "1.143", + "bb_std": "2.53", + "bb_width_threshold": "0.022", + "exit_bb_upper_deviation": "1.021", + "exit_profit_tier1": "0.032", + "exit_profit_tier2": "0.118", + "exit_reduce_tier1": "0.6", + "exit_reduce_tier2": "0.6", + "exit_rsi_threshold": "69", + "exit_volume_multiplier": "3.5", + "h1_max_candles": "24", + "h1_max_consecutive_candles": "2", + "h1_rapid_rise_threshold": "0.199", + "max_entry_adjustments": "4", + "max_reduce_adjustments": "4", + "min_condition_count": "2", + "reduce_coefficient": "0.546", + "reduce_profit_base": "0.082", + "rsi_bull_threshold": "49", + "rsi_length": "17", + "rsi_oversold": "26", + "stochrsi_bull_threshold": "47", + "stochrsi_neutral_threshold": "22", + "volume_multiplier": "2.6" + }, + "type": "postTest", + "property_group_list_id": "" + }, + "backTestStartTime": "2025-10-17T00:00:00Z", + "backTestEndTime": "2025-10-22T00:00:00Z" +} \ No newline at end of file diff --git a/jsons/best_performance.json b/jsons/best_performance.json new file mode 100644 index 00000000..db7fd81e --- /dev/null +++ b/jsons/best_performance.json @@ -0,0 +1,19 @@ +{ + "total_profit": 0.0092, + "win_rate": 0.8333333333333334, + "max_drawdown": 0.008, + "calmar_ratio": 438.12, + "sharpe_ratio": 31.02, + "sqn": 1.59, + "trades": 25, + "profit_factor": 2.13, + "expectancy": 0.74, + "total_days": 0, + "avg_trade_duration": 0, + "cagr": 0.9511, + "market_change": 0.0032, + "best_pair": "WCT/USDT", + "best_pair_profit": 0.0038, + "worst_pair": "TON/USDT", + "worst_pair_profit": -0.0013 +} \ No newline at end of file