mirror of
https://github.com/silencesdg/mt5_python_ea_suite.git
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silencesdg
69 lines
2.2 KiB
Plaintext
69 lines
2.2 KiB
Plaintext
优化完成时间: 2026-05-14 22:15:08.950831
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最佳适应度: 3.33
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最佳参数:
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ma_cross_short_window: 11
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ma_cross_long_window: 55
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rsi_period: 11
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rsi_overbought: 65
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rsi_oversold: 29
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bollinger_period: 16
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bollinger_std_dev: 2.9083950058906556
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macd_fast_ema: 10
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macd_slow_ema: 28
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macd_signal_period: 6
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mean_reversion_period: 16
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mean_reversion_std_dev: 2.613625025971498
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momentum_breakout_period: 19
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momentum_breakout_momentum_period: 13
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kdj_period: 14
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turtle_period: 48
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wave_ema_short: 6
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wave_ema_medium: 19
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wave_ema_long: 30
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wave_period: 16
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wave_range_period: 31
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wave_adx_period: 18
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wave_momentum_period: 15
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wave_range_threshold: 0.005908254817195013
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wave_adx_threshold: 16
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daily_breakout_bars_count: 1098
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buy_threshold: 2.0857111182729855
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sell_threshold: -0.926629776569452
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stop_loss_pct: -0.960321914380855
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profit_retracement_pct: 0.33348957702356175
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min_profit_for_trailing: 0.5223934231928938
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take_profit_pct: 2.94949488457209
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max_holding_minutes: 71
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min_profit_for_time_exit: 0.15342156350262756
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weight_MACrossStrategy: 1.1033608422527825
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weight_RSIStrategy: 0.8568676545891594
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weight_BollingerStrategy: 1.1670658498913125
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weight_MeanReversionStrategy: 0.7239928874272219
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weight_MomentumBreakoutStrategy: 1.994651555978322
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weight_MACDStrategy: 0.27666348978171174
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weight_KDJStrategy: 0.987031669779262
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weight_TurtleStrategy: 1.3089542157420992
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weight_DailyBreakoutStrategy: 1.7222058193333316
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weight_WaveTheoryStrategy: 0.3056826386965221
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market_trend_period: 40
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market_retracement_tolerance: 0.41683174574518567
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market_volume_period: 37
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market_volume_ma_period: 24
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trend_price_breakout_weight: 0.12541108246078286
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trend_volume_confirmation_weight: 0.2526477146026147
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trend_momentum_oscillator_weight: 0.4984485520960388
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trend_moving_average_weight: 0.3116457380396548
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trend_strong_threshold: 0.6667733642542173
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trend_weak_threshold: 0.3061035903843855
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trend_volume_spike: 2.1197670382877396
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trend_oversold: 33
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trend_overbought: 79
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confidence_high: 0.7997910444574157
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confidence_medium: 0.6703055290278226
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代数统计:
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代数 1: 最佳=3.62, 平均=-0.68
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代数 2: 最佳=3.62, 平均=1.34
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代数 3: 最佳=3.33, 平均=1.94
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