参数太多空间太发散, hyperopt优化 -e 200 并没有发掘出潜力, 以后有空再深挖, 0501-0901 达到2470, 分布分散性一般

This commit is contained in:
zhangkun9038@dingtalk.com 2025-09-08 21:37:08 +08:00
parent 226d226e20
commit e40480d39a
2 changed files with 22 additions and 19 deletions

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@ -15,25 +15,28 @@
"max_open_trades": 5
},
"buy": {
"bb_length": 17,
"bb_lower_deviation": 1.04,
"bb_std": 1.8,
"bb_width_threshold": 0.012,
"h1_max_candles": 108,
"h1_max_consecutive_candles": 2,
"h1_rapid_rise_threshold": 0.109,
"min_condition_count": 2,
"rsi_bull_threshold": 46,
"rsi_length": 19,
"rsi_overbought": 60,
"rsi_oversold": 49,
"stochrsi_bull_threshold": 37,
"stochrsi_neutral_threshold": 23,
"volume_multiplier": 1.5
"bb_length": 22,
"bb_lower_deviation": 1.05,
"bb_std": 1.6,
"bb_width_threshold": 0.017,
"h1_max_candles": 239,
"h1_max_consecutive_candles": 1,
"h1_rapid_rise_threshold": 0.054,
"min_condition_count": 3,
"rsi_bull_threshold": 48,
"rsi_length": 9,
"rsi_oversold": 50,
"stochrsi_bull_threshold": 38,
"stochrsi_neutral_threshold": 27,
"volume_multiplier": 1.8
},
"sell": {
"exit_bb_upper_deviation": 0.99,
"exit_volume_multiplier": 2.6,
"rsi_overbought": 67
},
"sell": {},
"protection": {}
},
"ft_stratparam_v": 1,
"export_time": "2025-09-08 03:00:52.051003+00:00"
"export_time": "2025-09-08 10:59:05.144144+00:00"
}

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@ -243,8 +243,8 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
--enable-protections \
--strategy-path /freqtrade/templates \
--timerange ${START_DATE}-${END_DATE} \
-e 100 \
-j 2 \
-e 200 \
-j 3 \
--hyperopt-loss SharpeHyperOptLossDaily \
--spaces buy sell \
--fee 0.0016