diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index 820a26ce..b2108bd1 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -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": { diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 93c8cf78..ba334625 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -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]-----------------------------------------------------------------------------------------------------------------------------