mirror of
https://github.com/silencesdg/mt5_python_ea_suite.git
synced 2026-07-28 03:07:48 +00:00
songkunling
94 lines
2.7 KiB
Python
94 lines
2.7 KiB
Python
# 交易配置
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SYMBOL = "XAUUSD"
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INTERVAL = 60 # 秒
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INITIAL_CAPITAL = 10000 # 初始资金
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# 时间配置
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TIMEFRAME = 1 # M1 (1分钟图)
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# 回测时间范围 (格式: "YYYY-MM-DD")
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# 注意：这些日期需要确保在MT5服务器上有可用数据
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BACKTEST_START_DATE = "2025-05-01"
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BACKTEST_END_DATE = "2025-08-01"
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# 优化器时间范围 (格式: "YYYY-MM-DD")
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# 注意：确保与回测时间不重叠
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OPTIMIZER_START_DATE = "2025-04-01"
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OPTIMIZER_END_DATE = "2025-05-01"
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# 安全设置：如果日期获取失败，自动回退到数据量模式
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USE_DATE_RANGE = False # 设置为False可强制使用数据量模式
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# 兼容性配置 (如果日期配置不可用，则使用数据量)
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BACKTEST_COUNT = 30000 # 回测数据量
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OPTIMIZER_COUNT = 5000 # 优化器数据量
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# 信号阈值配置
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SIGNAL_THRESHOLDS = {
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"buy_threshold": 0.5, # 买入信号阈值
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"sell_threshold": -0.5, # 卖出信号阈值
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}
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# 风险管理参数
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RISK_CONFIG = {
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"stop_loss_pct": -0.001, # 固定止损：亏损0.1%
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"profit_retracement_pct": 0.10, # 利润回撤10%止盈
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"min_profit_for_trailing": 0.05, # 追踪止损激活阈值：利润0.5%
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"take_profit_pct": 0.20, # 固定止盈：盈利20%
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"max_position_size": 1, # 最大仓位100%
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"max_daily_loss": -0.10, # 最大日亏损10%
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}
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# 市场状态分析参数
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MARKET_STATE_CONFIG = {
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"trend_period": 50,
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"retracement_tolerance": 0.30,
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"volume_period": 20,
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"volume_ma_period": 10,
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}
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# 波浪理论策略配置
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WAVE_THEORY_CONFIG = {
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"daily_data_count": 30, # 日线数据天数
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"ema_short": 5,
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"ema_medium": 13,
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"ema_long": 34,
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"wave_period": 21,
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"range_period": 20,
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"adx_period": 14,
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}
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# 市场趋势判断权重配置
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TREND_INDICATOR_WEIGHTS = {
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"price_breakout": 0.35, # 价格突破权重
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"volume_confirmation": 0.25, # 成交量确认权重
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"momentum oscillator": 0.20, # 动量震荡指标权重
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"moving_average": 0.20, # 移动平均线权重
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}
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# 趋势判断阈值
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TREND_THRESHOLDS = {
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"strong_trend": 0.7, # 强趋势阈值
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"weak_trend": 0.4, # 弱趋势阈值
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"volume_spike": 1.5, # 成交量突增倍数
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"oversold": 30, # 超卖阈值 (RSI)
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"overbought": 70, # 超买阈值 (RSI)
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}
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# 动态权重配置（当市场状态判断置信度低时使用的基础权重）
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DEFAULT_WEIGHTS = {
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"ma_cross": 1.31,
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"rsi": 0.41,
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"bollinger": 1.19,
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"mean_reversion": 0.75,
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"momentum_breakout": 1.5,
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"macd": 0.8,
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"kdj": 2.02,
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"turtle": 0.11,
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"daily_breakout": 0.28,
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"wave_theory": 0.8, # 波浪理论策略基础权重
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"risk_management": 2.0, # 风险管理策略权重
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}
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