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2026-02-17 00:08:52 +08:00
parent 50d8260437
commit 0dac15af2f
10 changed files with 9562 additions and 9585 deletions

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@@ -1,31 +1,31 @@
{
"bb_period": 20,
"bb_period": 14,
"bb_std": 2.0,
"keltner_period": 20,
"keltner_period": 14,
"keltner_atr_mult": 2.0,
"donchian_period": 20,
"stoch_k_period": 14,
"stoch_d_period": 3,
"cci_period": 20,
"donchian_period": 30,
"stoch_k_period": 20,
"stoch_d_period": 5,
"cci_period": 14,
"willr_period": 14,
"rsi_period": 14,
"rsi_period": 21,
"atr_band_period": 20,
"atr_band_mult": 2.0,
"zscore_period": 20,
"lr_period": 20,
"lr_std_mult": 2.0,
"median_band_period": 20,
"pct_rank_period": 20,
"chandelier_period": 22,
"chandelier_mult": 3.0,
"pct_rank_period": 30,
"chandelier_period": 14,
"chandelier_mult": 2.5,
"std_band_period": 14,
"std_band_mult": 2.0,
"elder_period": 13,
"forward_bars": 10,
"elder_period": 10,
"forward_bars": 15,
"label_threshold": 0.002,
"prob_threshold": 0.45,
"sl_pct": 0.004,
"tp_pct": 0.006,
"prob_threshold": 0.52,
"sl_pct": 0.003,
"tp_pct": 0.005,
"min_hold_seconds": 180,
"max_hold_seconds": 1800,
"margin_per_trade": 100.0,
@@ -34,7 +34,7 @@
"rebate_rate": 0.9,
"train_period": "2020-01-01 ~ 2021-01-01",
"test_period": "2021-01-01 ~ 2022-01-01",
"kline_period": "5m",
"kline_period": "1h",
"initial_balance": 10000.0,
"max_dd_target": 500.0
}