jack/Chan
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

MACD使用标准参数

Browse Source
This commit is contained in:
jackyu66git
2025-08-10 19:55:26 +08:00
parent 05942fed8e
commit 285f62f1ab
15 changed files with 1281 additions and 39 deletions
Download Patch File Download Diff File Expand all files Collapse all files
strategies/ChanLun_BTC_30.py
+7 -7
View File
@@ -26,9 +26,9 @@ logger = logging.getLogger(__name__)
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_30.json -e 200 --timerange=20250201-20250401
# sudo docker compose run --rm chan_btc backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250101-
# sudo docker compose run --rm chan_btc download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
# sudo docker compose run --rm chan_btc trade -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies
# sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250721-
# sudo docker compose run --rm chanlun_btc download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
# sudo docker compose run --rm chanlun_btc trade -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies
class ChanLun_BTC_30(IStrategy):
INTERFACE_VERSION: int = 3
@@ -66,7 +66,7 @@ class ChanLun_BTC_30(IStrategy):
}
can_short = True
lev = 1.0
stoploss = -0.2 # 设置为很大的负值，让custom_stoploss来控制
stoploss = -0.3 # 设置为很大的负值，让custom_stoploss来控制
use_custom_stoploss = False # 启用自定义止损
trailing_stop = False
@@ -158,9 +158,9 @@ class ChanLun_BTC_30(IStrategy):
bi2 = bi_list[-2]
print(bi1.start_time, bi1.end_time, bi1.dir, bi2.start_time, bi2.end_time, bi2.dir)
def add_indicators(self, df):
fast = 8
slow = 16
period = 6
fast = 12
slow = 26
period = 9
macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0)