mirror of
https://github.com/silencesdg/mt5_python_ea_suite.git
synced 2026-07-27 18:57:44 +00:00
silencesdg
9b0eeb521e
- _calculate_pnl_pct: 从金价涨跌%改为账户余额% - _get_contract_size: 新增缓存合约规格方法 - 硬止损: 从金价%乘法改为账户$→点数→价格转换 - 拖尾止损: peak*(1-retrace) 改为 peak-retrace（绝对值扣除） - 统一 _record_closed_trade/_calculate_unrealized_pnl 使用缓存合约规格 - RISK_CONFIG: 止损-1.5%/止盈+3.0%/拖尾激活+2.0%/回撤1.0%（均为账户%）
76 lines
2.5 KiB
Plaintext
76 lines
2.5 KiB
Plaintext
优化完成时间: 2026-05-14 14:19:14.534049
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最佳适应度: 169.69
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最佳参数:
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ma_cross_short_window: 13
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ma_cross_long_window: 17
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rsi_period: 7
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rsi_overbought: 73
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rsi_oversold: 27
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bollinger_period: 24
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bollinger_std_dev: 1.9616407387901151
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macd_fast_ema: 14
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macd_slow_ema: 24
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macd_signal_period: 9
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mean_reversion_period: 30
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mean_reversion_std_dev: 2.4663422649047333
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momentum_breakout_period: 50
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momentum_breakout_momentum_period: 27
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kdj_period: 12
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turtle_period: 30
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wave_ema_short: 3
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wave_ema_medium: 11
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wave_ema_long: 46
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wave_period: 11
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wave_range_period: 35
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wave_adx_period: 20
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wave_momentum_period: 13
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wave_range_threshold: 0.01
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wave_adx_threshold: 21
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daily_breakout_bars_count: 2008
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buy_threshold: 1.0315663601353515
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sell_threshold: -2.312867704316165
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stop_loss_pct: -0.028495655271807224
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profit_retracement_pct: 0.07523134661548606
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min_profit_for_trailing: 0.005
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take_profit_pct: 0.3970073007719148
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max_holding_minutes: 156
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min_profit_for_time_exit: 0.006397809476304411
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weight_MACrossStrategy: 0.32048324544087786
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weight_RSIStrategy: 1.906009222972592
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weight_BollingerStrategy: 0.9232444456662969
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weight_MeanReversionStrategy: 1.1649306516234597
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weight_MomentumBreakoutStrategy: 0.8769099086178171
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weight_MACDStrategy: 0.748930985323352
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weight_KDJStrategy: 1.4647470623067596
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weight_TurtleStrategy: 1.637931136008917
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weight_DailyBreakoutStrategy: 1.478598649389487
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weight_WaveTheoryStrategy: 0.818283180489803
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market_trend_period: 83
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market_retracement_tolerance: 0.15567164907853615
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market_volume_period: 29
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market_volume_ma_period: 23
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trend_price_breakout_weight: 0.1504199442999585
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trend_volume_confirmation_weight: 0.12782205952949638
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trend_momentum_oscillator_weight: 0.3645053274270841
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trend_moving_average_weight: 0.4092273363154768
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trend_strong_threshold: 0.7940886082643032
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trend_weak_threshold: 0.4565953163045441
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trend_volume_spike: 2.7329673335105396
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trend_oversold: 32
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trend_overbought: 68
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confidence_high: 0.6813641209473742
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confidence_medium: 0.6336441706563001
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代数统计:
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代数 1: 最佳=166.40, 平均=33.80
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代数 2: 最佳=116.73, 平均=50.63
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代数 3: 最佳=104.87, 平均=55.76
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代数 4: 最佳=147.56, 平均=74.03
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代数 5: 最佳=141.85, 平均=57.90
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代数 6: 最佳=141.85, 平均=70.85
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代数 7: 最佳=154.87, 平均=85.11
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代数 8: 最佳=169.69, 平均=94.60
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代数 9: 最佳=169.69, 平均=99.20
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代数 10: 最佳=169.69, 平均=112.85
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