From eb610703fbcf2d5f0a6cb440c9d8a5536626426d Mon Sep 17 00:00:00 2001 From: zhangkun Date: Wed, 3 Dec 2025 20:56:48 +0800 Subject: [PATCH] =?UTF-8?q?Hyperopt=E5=8F=82=E6=95=B0=E4=BC=98=E5=8C=96?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- freqtrade/templates/freqaiprimer.json | 92 ++++++++++++++------------- freqtrade/templates/freqaiprimer.py | 6 +- 2 files changed, 50 insertions(+), 48 deletions(-) diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index 8e4d0afa..fe92d988 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -1,56 +1,58 @@ { - "strategy_name": "FreqaiPrimer", + "export_time": "2025-12-03 00:03:56.464370+00:00", + "ft_stratparam_v": 1, "params": { - "roi": {}, - "stoploss": { - "stoploss": -0.085 - }, - "trailing": { - "trailing_stop": true, - "trailing_stop_positive": 0.012, - "trailing_stop_positive_offset": 0.025, - "trailing_only_offset_is_reached": true + "buy": { + "add_bb_lower_proximity": 1.05, + "add_position_callback": 0.087, + "add_position_decrease_ratio": 0.56, + "add_rsi_oversold_threshold": 18, + "add_stochrsi_oversold": 17, + "adjust_multiplier": 1.48, + "bb_length": 45, + "bb_lower_deviation": 1.037, + "bb_std": 3.67, + "bb_width_threshold": 0.014, + "h1_max_candles": 35, + "h1_max_consecutive_candles": 1, + "h1_rapid_rise_threshold": 0.175, + "max_entry_adjustments": 6, + "min_condition_count": 2, + "rsi_bull_threshold": 53, + "rsi_length": 26, + "rsi_oversold": 21, + "stochrsi_bull_threshold": 47, + "stochrsi_neutral_threshold": 24, + "volume_multiplier": 3.8 }, "max_open_trades": { "max_open_trades": 5 }, - "buy": { - "add_bb_lower_proximity": 0.871, - "add_position_callback": 0.057, - "add_position_decrease_ratio": 0.71, - "add_rsi_oversold_threshold": 37, - "add_stochrsi_oversold": 14, - "adjust_multiplier": 0.87, - "bb_length": 58, - "bb_lower_deviation": 0.931, - "bb_std": 4.4, - "bb_width_threshold": 0.016, - "h1_max_candles": 40, - "h1_max_consecutive_candles": 1, - "h1_rapid_rise_threshold": 0.166, - "max_entry_adjustments": 6, - "min_condition_count": 2, - "rsi_bull_threshold": 44, - "rsi_length": 30, - "rsi_oversold": 27, - "stochrsi_bull_threshold": 33, - "stochrsi_neutral_threshold": 18, - "volume_multiplier": 3.4 - }, + "protection": {}, + "roi": {}, "sell": { - "exit_bb_upper_deviation": 0.913, - "exit_profit_tier1": 0.034, - "exit_profit_tier2": 0.17, - "exit_reduce_tier1": 0.35, - "exit_reduce_tier2": 0.37, + "exit_bb_upper_deviation": 0.9, + "exit_profit_tier1": 0.06, + "exit_profit_tier2": 0.138, + "exit_reduce_tier1": 0.49, + "exit_reduce_tier2": 0.23, "exit_rsi_threshold": 57, - "exit_volume_multiplier": 2, + "exit_volume_multiplier": 3.3, "max_reduce_adjustments": 4, - "reduce_coefficient": 0.229, - "reduce_profit_base": 0.02 + "reduce_coefficient": 0.263, + "reduce_profit_base": 0.038 }, - "protection": {} + "stoploss": { + "stoploss": -0.085 + }, + "trailing": { + "trailing_only_offset_is_reached": true, + "trailing_stop": true, + "trailing_stop_positive": 0.012, + "trailing_stop_positive_offset": 0.025 + } }, - "ft_stratparam_v": 1, - "export_time": "2025-12-03 00:03:56.464370+00:00" -} + "strategy_name": "FreqaiPrimer", + "trailing_only_offset_is_reached": false, + "trailing_stop": false +} \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 54c0f636..80551b5f 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -95,7 +95,7 @@ class FreqaiPrimer(IStrategy): # [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！"] rsi_oversold = IntParameter(20, 50, default=23, optimize=True, load=True, space='buy') # 安全：20-50 rsi_bull_threshold = IntParameter(40, 68, default=45, optimize=True, load=True, space='buy') # 安全：40-68 - stochrsi_neutral_threshold = IntParameter(15, 40, default=16, optimize=True, load=True, space='buy') # 安全：15-40 + stochrsi_neutral_threshold = IntParameter(15, 40, default=24, optimize=True, load=True, space='buy') # 安全：15-40 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 h1_max_candles = IntParameter(16, 50, default=19, optimize=True, load=True, space='buy') # 黄金区间！绝不能超过50 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 @@ -104,10 +104,10 @@ class FreqaiPrimer(IStrategy): # [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"] 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 - add_rsi_oversold_threshold = IntParameter(15, 40, default=23, optimize=True, load=True, space='buy') # 不能太低 + add_rsi_oversold_threshold = IntParameter(15, 40, default=18, optimize=True, load=True, space='buy') # 不能太低 add_stochrsi_oversold = IntParameter(10, 35, default=23, optimize=True, load=True, space='buy') 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 - 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 + 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 max_entry_adjustments = IntParameter(2, 7, default=6, optimize=True, load=True, space='buy') # 最多7次加仓，防爆仓 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 # [/propertiesGrp]