修复了一个bug, 然后手动改了改参数, 让风险降低一些, 哪怕少赚点
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@ -24,7 +24,7 @@
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"rsi_length": 16,
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"stochrsi_bull_threshold": 36,
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"volume_multiplier": 1.6,
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"add_position_callback": 0.028,
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"add_position_callback": 36,
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"bb_length": 14,
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"bb_lower_deviation": 1.05,
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"h1_rapid_rise_threshold": 0.065,
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@ -101,7 +101,7 @@ class FreqaiPrimer(IStrategy):
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.065, optimize=False, load=True, space='buy')
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# 第二步 buy 空间优化参数 7个:
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# --- 资金管理与加仓 ---
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add_position_callback = IntParameter(30, 60, default=28, optimize=True, load=True, space='buy')
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add_position_callback = IntParameter(30, 60, default=31, optimize=True, load=True, space='buy')
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# 合并step_coefficient和stake_divisor为multiplier参数
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adjust_multiplier = DecimalParameter(0.15, 0.6, decimals=2, default=0.52, optimize=True, load=True, space='buy')
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@ -618,12 +618,12 @@ class FreqaiPrimer(IStrategy):
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initial_price = trade.open_rate
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if initial_price == 0:
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return 0.0
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if current_profit > - self.add_position_callback.value / 100 :
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if (current_profit/entry_count) > - self.add_position_callback.value / 1000 :
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return 0.0
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price_diff_pct = (current_rate - initial_price) / initial_price
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if (price_diff_pct/(entry_count)) <= - self.add_position_callback.value / 100 :
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if (price_diff_pct/(entry_count)) <= - self.add_position_callback.value / 1000 :
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initial_stake = trade.orders[0].cost
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additional_stake = (self.adjust_multiplier.value * initial_stake) ** (entry_count)
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additional_stake = max(min_stake, min(additional_stake, max_stake - trade.stake_amount))
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