优化propertyGroup, 用于goflow
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zhangkun9038@dingtalk.com
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@ -1,6 +1,12 @@
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{
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"strategy_name": "FreqaiPrimer",
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"params": {
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"roi": {
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"0": 0.067,
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"400": 0.025,
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"1000": 0.015,
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"4000": 0
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},
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"trailing": {
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"trailing_stop": true,
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"trailing_stop_positive": 0.0125,
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@ -57,4 +63,4 @@
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},
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"ft_stratparam_v": 1,
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"export_time": "2025-11-21 06:28:39.836271+00:00"
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}
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}
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@ -77,36 +77,36 @@ class FreqaiPrimer(IStrategy):
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can_short = False # 禁用做空
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# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
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# [propertiesGrp id="1" name="第一轮优化" epochs="100" space="buy" description="入场基础条件优化,入场确认条件优化"]
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bb_std = DecimalParameter(1.0, 5.0, decimals=1, default=2.4, optimize=True, load=True, space='buy') # 极致放宽：1.0-5.0
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rsi_length = IntParameter(5, 35, default=7, optimize=True, load=True, space='buy') # 极致放宽：5-35
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bb_lower_deviation = DecimalParameter(0.90, 1.20, decimals=2, default=1.04, optimize=True, load=True, space='buy') # 极致放宽：0.90-1.20
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stochrsi_bull_threshold = IntParameter(15, 55, default=31, optimize=True, load=True, space='buy') # 极致放宽：15-55
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volume_multiplier = DecimalParameter(0.5, 5.0, decimals=1, default=0.5, optimize=True, load=True, space='buy') # 极致放宽：0.5-5.0
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min_condition_count = IntParameter(1, 3, default=3, optimize=True, load=True, space='buy') # 开启优化：1-3（降低入场门槛）
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bb_length = IntParameter(5, 50, default=44, optimize=True, load=True, space='buy') # 极致放宽：5-50
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rsi_oversold = IntParameter(15, 65, default=46, optimize=True, load=True, space='buy') # 极致放宽：15-65
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rsi_bull_threshold = IntParameter(30, 70, default=50, optimize=True, load=True, space='buy') # 极致放宽：30-70
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stochrsi_neutral_threshold = IntParameter(5, 45, default=44, optimize=True, load=True, space='buy') # 极致放宽：5-45
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bb_width_threshold = DecimalParameter(0.001, 0.060, decimals=3, default=0.037, optimize=True, load=True, space='buy') # 极致放宽：0.001-0.060
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# [propertiesGrp id="1" name="第一轮优化" epochs="200" space="buy roi stoploss" description="入场基础条件优化,入场确认条件优化"]
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bb_std = DecimalParameter(1.0, 5.0, decimals=1, default=4.6, optimize=True, load=True, space='buy') # 极致放宽：1.0-5.0
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rsi_length = IntParameter(5, 35, default=13, optimize=True, load=True, space='buy') # 极致放宽：5-35
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bb_lower_deviation = DecimalParameter(0.90, 1.20, decimals=2, default=0.9, optimize=True, load=True, space='buy') # 极致放宽：0.90-1.20
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stochrsi_bull_threshold = IntParameter(15, 55, default=47, optimize=True, load=True, space='buy') # 极致放宽：15-55
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volume_multiplier = DecimalParameter(0.5, 5.0, decimals=1, default=4.7, optimize=True, load=True, space='buy') # 极致放宽：0.5-5.0
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min_condition_count = IntParameter(1, 3, default=1, optimize=True, load=True, space='buy') # 开启优化：1-3（降低入场门槛）
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bb_length = IntParameter(5, 50, default=40, optimize=True, load=True, space='buy') # 极致放宽：5-50
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rsi_oversold = IntParameter(15, 65, default=16, optimize=True, load=True, space='buy') # 极致放宽：15-65
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rsi_bull_threshold = IntParameter(30, 70, default=51, optimize=True, load=True, space='buy') # 极致放宽：30-70
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stochrsi_neutral_threshold = IntParameter(5, 45, default=36, optimize=True, load=True, space='buy') # 极致放宽：5-45
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bb_width_threshold = DecimalParameter(0.001, 0.060, decimals=3, default=0.01, optimize=True, load=True, space='buy') # 极致放宽：0.001-0.060
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# [/propertiesGrp]
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# [propertiesGrp id="2" name="第三轮优化" epochs="100" space="buy" description="剧烈拉升检测与加仓策略优化,加仓精准度与金额管理"]
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# [propertiesGrp id="2" name="第三轮优化" epochs="200" 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"]
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h1_max_candles = IntParameter(100, 300, default=246, optimize=False, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.147, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
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add_position_callback = DecimalParameter(0.03, 0.08, decimals=3, default=0.035, optimize=False, load=True, space='buy') # 加仓回调百分比
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add_rsi_oversold_threshold = IntParameter(5, 65, default=46, optimize=True, load=True, space='buy') # 极致放宽：5-65
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add_stochrsi_oversold = IntParameter(1, 55, default=46, optimize=True, load=True, space='buy') # 极致放宽：1-55
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add_bb_lower_proximity = DecimalParameter(0.70, 1.35, decimals=3, default=1.174, optimize=True, load=True, space='buy') # 极致放宽：0.70-1.35
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add_position_decrease_ratio = DecimalParameter(0.2, 1.0, decimals=2, default=0.85, optimize=True, load=True, space='buy') # 极致放宽：0.2-1.0
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add_rsi_oversold_threshold = IntParameter(5, 65, default=16, optimize=True, load=True, space='buy') # 极致放宽：5-65
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add_stochrsi_oversold = IntParameter(1, 55, default=16, optimize=True, load=True, space='buy') # 极致放宽：1-55
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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
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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
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max_entry_adjustments = IntParameter(1, 12, default=5, optimize=True, load=True, space='buy') # 极致放宽：1-12
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adjust_multiplier = DecimalParameter(0.01, 2.0, decimals=2, default=1.35, optimize=True, load=True, space='buy') # 极致放宽：0.01-2.0
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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
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# [/propertiesGrp]
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# [propertiesGrp id="3" name="第五轮优化" epochs="60" space="sell" description="出场条件与分级止盈,减仓与风险管理"]
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# [propertiesGrp id="3" 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"]
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exit_bb_upper_deviation = DecimalParameter(0.80, 1.25, decimals=2, default=0.99, optimize=True, load=True, space='sell') # 极致放宽：0.80-1.25
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exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=0.5, optimize=True, load=True, space='sell') # 极致放宽：0.8-6.0
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exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=4.7, optimize=True, load=True, space='sell') # 极致放宽：0.8-6.0
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exit_rsi_threshold = IntParameter(40, 85, default=58, optimize=True, load=True, space='sell') # 极致放宽：40-85
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exit_profit_tier1 = DecimalParameter(0.005, 0.20, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 极致放宽：0.005-0.20
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exit_reduce_tier1 = DecimalParameter(0.05, 0.9, decimals=2, default=0.5, optimize=True, load=True, space='sell') # 极致放宽：0.05-0.9
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