optimizeResultID: pair-22-ILHc3DtLSL21-XIhVdjsh6awz; score: 0.7227; reportId: report-task_1765587922059932195
This commit is contained in:
zhangkun
parent
39e94835b1
commit
f3179fc8ce
@ -6,23 +6,23 @@
|
||||
},
|
||||
"params": {
|
||||
"buy": {
|
||||
"add_position_callback": 0.039,
|
||||
"bb_length": 19,
|
||||
"add_position_callback": 0.032,
|
||||
"bb_length": 25,
|
||||
"bb_lower_deviation": 1.04,
|
||||
"bb_std": 2.4,
|
||||
"bb_width_threshold": 0.019,
|
||||
"h1_max_candles": 235,
|
||||
"bb_std": 1.6,
|
||||
"bb_width_threshold": 0.028,
|
||||
"h1_max_candles": 202,
|
||||
"h1_max_consecutive_candles": 3,
|
||||
"h1_rapid_rise_threshold": 0.131,
|
||||
"max_entry_adjustments": 5,
|
||||
"h1_rapid_rise_threshold": 0.104,
|
||||
"max_entry_adjustments": 4,
|
||||
"min_condition_count": 2,
|
||||
"rsi_bull_threshold": 50,
|
||||
"rsi_length": 14,
|
||||
"rsi_oversold": 36,
|
||||
"stake_divisor": 2.136,
|
||||
"step_coefficient": 0.59,
|
||||
"stochrsi_bull_threshold": 38,
|
||||
"stochrsi_neutral_threshold": 25,
|
||||
"rsi_bull_threshold": 54,
|
||||
"rsi_length": 12,
|
||||
"rsi_oversold": 40,
|
||||
"stake_divisor": 2.227,
|
||||
"step_coefficient": 1.3,
|
||||
"stochrsi_bull_threshold": 31,
|
||||
"stochrsi_neutral_threshold": 28,
|
||||
"volume_multiplier": 1.8
|
||||
},
|
||||
"max_open_trades": {
|
||||
@ -32,10 +32,10 @@
|
||||
"roi": {},
|
||||
"sell": {
|
||||
"exit_bb_upper_deviation": 0.98,
|
||||
"exit_volume_multiplier": 2.9,
|
||||
"roi_param_a": -0.00014,
|
||||
"roi_param_k": 69,
|
||||
"roi_param_t": 0.172,
|
||||
"exit_volume_multiplier": 2.4,
|
||||
"roi_param_a": -0.0001,
|
||||
"roi_param_k": 83,
|
||||
"roi_param_t": 0.046,
|
||||
"rsi_overbought": 59
|
||||
},
|
||||
"stoploss": {
|
||||
|
||||
@ -83,38 +83,38 @@ class FreqaiPrimer(IStrategy):
|
||||
#
|
||||
# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
|
||||
# [propertiesGrp step="1" name="第一轮优化" epochs="100" space="buy" description="自定义指标参数 - 使用Hyperopt可优化参数"]
|
||||
bb_length = IntParameter(10, 30, default=19, optimize=False, load=True, space='buy')
|
||||
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.4, optimize=False, load=True, space='buy')
|
||||
rsi_length = IntParameter(7, 21, default=14, optimize=False, load=True, space='buy')
|
||||
rsi_oversold = IntParameter(30, 50, default=36, optimize=False, load=True, space='buy')
|
||||
bb_length = IntParameter(10, 30, default=25, optimize=False, load=True, space='buy')
|
||||
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=1.6, optimize=False, load=True, space='buy')
|
||||
rsi_length = IntParameter(7, 21, default=12, optimize=False, load=True, space='buy')
|
||||
rsi_oversold = IntParameter(30, 50, default=40, optimize=False, load=True, space='buy')
|
||||
# [/propertiesGrp]
|
||||
|
||||
# [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" epochs="260" space="buy" description="入场条件阈值参数"]
|
||||
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.04, optimize=False, load=True, space='buy')
|
||||
rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy')
|
||||
stochrsi_bull_threshold = IntParameter(30, 40, default=38, optimize=False, load=True, space='buy')
|
||||
stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=False, load=True, space='buy')
|
||||
rsi_bull_threshold = IntParameter(45, 55, default=54, optimize=False, load=True, space='buy')
|
||||
stochrsi_bull_threshold = IntParameter(30, 40, default=31, optimize=False, load=True, space='buy')
|
||||
stochrsi_neutral_threshold = IntParameter(20, 30, default=28, optimize=False, load=True, space='buy')
|
||||
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.8, optimize=False, load=True, space='buy')
|
||||
bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.019, optimize=False, load=True, space='buy')
|
||||
bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.028, optimize=False, load=True, space='buy')
|
||||
min_condition_count = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy')
|
||||
# [/propertiesGrp]
|
||||
|
||||
# [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="265" space="buy" description="剧烈拉升检测参数 - 使用Hyperopt可优化参数"]
|
||||
h1_max_candles = IntParameter(100, 300, default=235, optimize=False, load=True, space='buy')
|
||||
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.131, optimize=False, load=True, space='buy')
|
||||
h1_max_candles = IntParameter(100, 300, default=202, optimize=False, load=True, space='buy')
|
||||
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.104, optimize=False, load=True, space='buy')
|
||||
h1_max_consecutive_candles = IntParameter(1, 4, default=3, optimize=False, load=True, space='buy')
|
||||
max_entry_adjustments = IntParameter(2, 5, default=5, optimize=False, load=True, space='buy') # 最大加仓次数
|
||||
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.039, optimize=False, load=True, space='buy') # 加仓回调百分比
|
||||
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.136, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.59, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
max_entry_adjustments = IntParameter(2, 5, default=4, optimize=False, load=True, space='buy') # 最大加仓次数
|
||||
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.032, optimize=False, load=True, space='buy') # 加仓回调百分比
|
||||
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.227, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=1.3, optimize=False, load=True, space='buy') # 加仓金额分母
|
||||
# [/propertiesGrp]
|
||||
|
||||
# [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="270" space="sell" description="线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t"]
|
||||
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.00014, optimize=False, load=True, space='sell') # 系数a
|
||||
roi_param_k = IntParameter(20, 150, default=69, optimize=False, load=True, space='sell') # 偏移量k
|
||||
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.172, optimize=False, load=True, space='sell') # 常数项t
|
||||
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
|
||||
roi_param_k = IntParameter(20, 150, default=83, optimize=False, load=True, space='sell') # 偏移量k
|
||||
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.046, optimize=False, load=True, space='sell') # 常数项t
|
||||
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.98, optimize=False, load=True, space='sell')
|
||||
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.9, optimize=False, load=True, space='sell')
|
||||
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.4, optimize=False, load=True, space='sell')
|
||||
rsi_overbought = IntParameter(57, 59, default=59, optimize=False, load=True, space='sell')
|
||||
# [/propertiesGrp]
|
||||
# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user