降低入场门槛

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zhangkun9038@dingtalk.com 2025-05-31 23:17:11 +00:00
parent cfda8173a0
commit bc624217b3

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@ -157,7 +157,7 @@ class FreqaiPrimer(IStrategy):
if "price_value_divergence" in dataframe.columns:
divergence_mean = dataframe["price_value_divergence"].mean()
divergence_std = dataframe["price_value_divergence"].std()
k = 1.5 # 标准差倍数,可以调整
k = 1.4 # 标准差倍数,可以调整, 改成1.4,降低入场门槛
self.buy_threshold = max(divergence_mean - k * divergence_std, -0.05) # 设置下限,避免过低
self.sell_threshold = min(divergence_mean + k * divergence_std, 0.05) # 设置上限,避免过高
# 确保阈值至少有一定宽度
@ -213,7 +213,7 @@ class FreqaiPrimer(IStrategy):
buy_condition = (df["&-price_value_divergence"] < self.buy_threshold)
buy_condition &= (df["volume_z_score"] > 1.5) # 降低成交量要求
# RSI超卖过滤放宽条件
buy_condition &= (df["rsi"] < 40)
buy_condition &= (df["rsi"] < 42) #40改成42,降低入场门槛
# 价格触及布林带下轨
buy_condition &= (df["close"] <= df["bb_lowerband"])
conditions.append(buy_condition)