Hyperopt参数优化
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zhangkun
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5d75e1bad7
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eb610703fb
@ -1,56 +1,58 @@
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{
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"strategy_name": "FreqaiPrimer",
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"export_time": "2025-12-03 00:03:56.464370+00:00",
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"ft_stratparam_v": 1,
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"params": {
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"roi": {},
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"stoploss": {
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"stoploss": -0.085
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},
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"trailing": {
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"trailing_stop": true,
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"trailing_stop_positive": 0.012,
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"trailing_stop_positive_offset": 0.025,
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"trailing_only_offset_is_reached": true
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"buy": {
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"add_bb_lower_proximity": 1.05,
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"add_position_callback": 0.087,
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"add_position_decrease_ratio": 0.56,
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"add_rsi_oversold_threshold": 18,
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"add_stochrsi_oversold": 17,
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"adjust_multiplier": 1.48,
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"bb_length": 45,
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"bb_lower_deviation": 1.037,
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"bb_std": 3.67,
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"bb_width_threshold": 0.014,
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"h1_max_candles": 35,
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"h1_max_consecutive_candles": 1,
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"h1_rapid_rise_threshold": 0.175,
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"max_entry_adjustments": 6,
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"min_condition_count": 2,
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"rsi_bull_threshold": 53,
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"rsi_length": 26,
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"rsi_oversold": 21,
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"stochrsi_bull_threshold": 47,
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"stochrsi_neutral_threshold": 24,
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"volume_multiplier": 3.8
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},
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"max_open_trades": {
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"max_open_trades": 5
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},
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"buy": {
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"add_bb_lower_proximity": 0.871,
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"add_position_callback": 0.057,
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"add_position_decrease_ratio": 0.71,
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"add_rsi_oversold_threshold": 37,
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"add_stochrsi_oversold": 14,
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"adjust_multiplier": 0.87,
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"bb_length": 58,
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"bb_lower_deviation": 0.931,
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"bb_std": 4.4,
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"bb_width_threshold": 0.016,
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"h1_max_candles": 40,
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"h1_max_consecutive_candles": 1,
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"h1_rapid_rise_threshold": 0.166,
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"max_entry_adjustments": 6,
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"min_condition_count": 2,
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"rsi_bull_threshold": 44,
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"rsi_length": 30,
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"rsi_oversold": 27,
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"stochrsi_bull_threshold": 33,
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"stochrsi_neutral_threshold": 18,
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"volume_multiplier": 3.4
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},
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"protection": {},
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"roi": {},
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"sell": {
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"exit_bb_upper_deviation": 0.913,
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"exit_profit_tier1": 0.034,
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"exit_profit_tier2": 0.17,
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"exit_reduce_tier1": 0.35,
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"exit_reduce_tier2": 0.37,
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"exit_bb_upper_deviation": 0.9,
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"exit_profit_tier1": 0.06,
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"exit_profit_tier2": 0.138,
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"exit_reduce_tier1": 0.49,
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"exit_reduce_tier2": 0.23,
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"exit_rsi_threshold": 57,
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"exit_volume_multiplier": 2,
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"exit_volume_multiplier": 3.3,
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"max_reduce_adjustments": 4,
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"reduce_coefficient": 0.229,
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"reduce_profit_base": 0.02
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"reduce_coefficient": 0.263,
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"reduce_profit_base": 0.038
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},
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"protection": {}
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"stoploss": {
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"stoploss": -0.085
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},
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"trailing": {
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"trailing_only_offset_is_reached": true,
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"trailing_stop": true,
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"trailing_stop_positive": 0.012,
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"trailing_stop_positive_offset": 0.025
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}
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},
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"ft_stratparam_v": 1,
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"export_time": "2025-12-03 00:03:56.464370+00:00"
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}
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"strategy_name": "FreqaiPrimer",
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"trailing_only_offset_is_reached": false,
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"trailing_stop": false
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}
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@ -95,7 +95,7 @@ class FreqaiPrimer(IStrategy):
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# [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！"]
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rsi_oversold = IntParameter(20, 50, default=23, optimize=True, load=True, space='buy') # 安全：20-50
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rsi_bull_threshold = IntParameter(40, 68, default=45, optimize=True, load=True, space='buy') # 安全：40-68
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stochrsi_neutral_threshold = IntParameter(15, 40, default=16, optimize=True, load=True, space='buy') # 安全：15-40
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stochrsi_neutral_threshold = IntParameter(15, 40, default=24, optimize=True, load=True, space='buy') # 安全：15-40
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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
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h1_max_candles = IntParameter(16, 50, default=19, optimize=True, load=True, space='buy') # 黄金区间！绝不能超过50
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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
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@ -104,10 +104,10 @@ class FreqaiPrimer(IStrategy):
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# [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"]
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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
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add_rsi_oversold_threshold = IntParameter(15, 40, default=23, optimize=True, load=True, space='buy') # 不能太低
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add_rsi_oversold_threshold = IntParameter(15, 40, default=18, optimize=True, load=True, space='buy') # 不能太低
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add_stochrsi_oversold = IntParameter(10, 35, default=23, optimize=True, load=True, space='buy')
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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
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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
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add_position_decrease_ratio= DecimalParameter(0.30, 0.80, decimals=2, default=0.56, optimize=True, load=True, space='buy') # 递减比例别太激进
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max_entry_adjustments = IntParameter(2, 7, default=6, optimize=True, load=True, space='buy') # 最多7次加仓，防爆仓
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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
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# [/propertiesGrp]
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