Files
zhutoutoutousanandCursor 605faf5310 Prepare source-only public release for develop.
Add cluster audit pipeline, united EA updates, brochure generators, and publication hygiene (gitignore, MT5 path desensitization, pre-upload scan). Remove tracked reports, models, and binary artifacts from the repo.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-02 15:03:43 +02:00

51 lines
1.5 KiB
Markdown
Raw Permalink Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
# RSIScalpingSuper — 多品种 Super EA
9 个品种 H1 RSI Scalping 组合:**EURUSD GBPUSD USDJPY AUDUSD USDCHF USDCAD NZDUSD EURJPY XAUUSD**
每个品种独立 magic、独立 RSI 参数(MT5 遗传算法 20042026 优化)。
## MT5 组合回测
```powershell
cd lab\EAs\RSIScalpingAdaptive
# 编译 + 启动 MT5 Strategy Tester9 品种组合)
python run_mt5_tester.py backtest --expert super --symbol EURUSD --from 2004.01.01 --to 2026.01.01
```
手动测试:
1. 专家:`RSIScalpingAdaptive\SuperEA.ex5`(或 `RSIScalpingSuper.ex5`
2. 挂到 **EURUSD H1**
3. Inputs → Load → `SuperEA_portfolio.set`
4. 日期 2004.01.01 2026.01.01
## 逐品种 MT5 遗传优化(更新参数表)
```powershell
# 全部 9 品种依次跑 MT5 Genetic(约 30min/品种)
python run_mt5_cluster.py optimize --all-forex
# 或单个
python run_mt5_tester.py optimize --symbol EURUSD --from 2004.01.01 --to 2026.01.01
```
优化完成后自动生成 `RSIScalpingSuperParams.mqh`
## 文件
| 文件 | 说明 |
|------|------|
| `SuperEA.mq5` | 多品种 Super EA |
| `RSIScalpingSuperParams.mqh` | 每品种硬编码参数 |
| `SuperEA_portfolio.set` | Tester 输入 |
| `run_mt5_cluster.py` | 批量 MT5 遗传优化 |
| `run_mt5_tester.py` | 单 EA / Super EA Tester 启动器 |
## 已验证
| 品种 | 净利润 | PF | 回撤 | 参数来源 |
|------|--------|-----|------|----------|
| XAUUSD | $10,470 | 1.56 | 9.1% | MT5 genetic Pass 306 |
外汇品种需跑 `run_mt5_cluster.py optimize` 写入真实参数(不能共用 XAUUSD 参数)。