入场必须在布林带下轨靠上一点点

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zhangkun9038@dingtalk.com 2025-08-30 00:36:39 +08:00
parent 8c8e81b8b7
commit f4e093165f

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@ -988,7 +988,7 @@ class FreqaiPrimer(IStrategy):
# 牛市正常通道:持仓>2个75USDT入场必须满足全部7个条件且价格必须低于EMA50
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 1.2) # 提高要求至1.2倍
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold * 0.8) # 提高成交量要求至0.8倍
cond3 = (dataframe["rsi"] < rsi_threshold * 1.0) # 提高要求至1.0倍
cond3 = (dataframe["rsi"] < rsi_threshold * 1.05) # 提高要求至1.0倍
cond4 = (dataframe["close"] <= dataframe["bb_lowerband"]) # 收盘价低于布林带下轨
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 1.0) # 提高要求至1.0倍
cond6 = pd.Series([True] * len(dataframe), index=dataframe.index) # 取消熊市过滤