1
This commit is contained in:
薇薇安
parent
cb5f513904
commit
d4fa954682
|
|
@ -221,193 +221,30 @@ const GlobalConfig = () => {
|
|||
|
||||
// 预设方案配置（必须在函数定义之前，常量定义）
|
||||
const presets = {
|
||||
swing: {
|
||||
name: '波段回归（推荐）',
|
||||
desc: '【安全推荐】根治高频与追价：关闭智能入场，回归"纯限价 + 30分钟扫描 + 更高信号门槛"。已修复止损配置：0.5%最小止损，1%固定风险，10%强平保护。',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 1800,
|
||||
TOP_N_SYMBOLS: 8,
|
||||
MAX_POSITION_PERCENT: 0.10,
|
||||
MAX_TOTAL_POSITION_PERCENT: 0.45,
|
||||
MAX_LEVERAGE: 10,
|
||||
MIN_POSITION_PERCENT: 0.0,
|
||||
MIN_SIGNAL_STRENGTH: 8,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
TAKE_PROFIT_PERCENT: 20.0,
|
||||
STOP_LOSS_PERCENT: 10.0,
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.5,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
SMART_ENTRY_ENABLED: false,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 1.0, // 1% 风险
|
||||
},
|
||||
},
|
||||
fill: {
|
||||
name: '成交优先（更少漏单）',
|
||||
desc: '优先解决"挂单NEW→超时撤单→没成交"的问题：解锁自动交易过滤 + 保守智能入场。已应用安全止损配置。',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 1800,
|
||||
TOP_N_SYMBOLS: 6,
|
||||
MIN_SIGNAL_STRENGTH: 7,
|
||||
AUTO_TRADE_ONLY_TRENDING: false,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: true,
|
||||
SMART_ENTRY_ENABLED: true,
|
||||
LIMIT_ORDER_OFFSET_PCT: 0.1,
|
||||
ENTRY_CONFIRM_TIMEOUT_SEC: 120,
|
||||
ENTRY_CHASE_MAX_STEPS: 2,
|
||||
ENTRY_STEP_WAIT_SEC: 20,
|
||||
ENTRY_MARKET_FALLBACK_AFTER_SEC: 60,
|
||||
ENTRY_MAX_DRIFT_PCT_TRENDING: 0.3,
|
||||
ENTRY_MAX_DRIFT_PCT_RANGING: 0.15,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
TAKE_PROFIT_PERCENT: 20.0,
|
||||
STOP_LOSS_PERCENT: 10.0,
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.5,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 1.0, // 1% 风险
|
||||
},
|
||||
},
|
||||
strict: {
|
||||
name: '精选低频（高胜率倾向）',
|
||||
desc: '更偏"少单、质量优先"：仅趋势行情自动交易 + 4H中性不自动下单 + 更高信号门槛。已应用安全止损配置。',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 1800,
|
||||
TOP_N_SYMBOLS: 6,
|
||||
MAX_POSITION_PERCENT: 0.12,
|
||||
MAX_LEVERAGE: 20,
|
||||
MIN_SIGNAL_STRENGTH: 8,
|
||||
AUTO_TRADE_ONLY_TRENDING: true,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
|
||||
SMART_ENTRY_ENABLED: false,
|
||||
LIMIT_ORDER_OFFSET_PCT: 0.1,
|
||||
ENTRY_CONFIRM_TIMEOUT_SEC: 180,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
TAKE_PROFIT_PERCENT: 20.0,
|
||||
STOP_LOSS_PERCENT: 10.0,
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.5,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 1.0, // 1% 风险
|
||||
},
|
||||
},
|
||||
steady: {
|
||||
name: '稳定出单（均衡收益/频率）',
|
||||
desc: '在"会下单"的基础上略提高出单频率：更短扫描间隔 + 更宽松门槛 + 保守智能入场（追价受限），适合想要稳定有单但不想回到高频。',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 900,
|
||||
TOP_N_SYMBOLS: 8,
|
||||
MIN_SIGNAL_STRENGTH: 6,
|
||||
AUTO_TRADE_ONLY_TRENDING: false,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: true,
|
||||
SMART_ENTRY_ENABLED: true,
|
||||
LIMIT_ORDER_OFFSET_PCT: 0.12,
|
||||
ENTRY_CONFIRM_TIMEOUT_SEC: 120,
|
||||
ENTRY_CHASE_MAX_STEPS: 3,
|
||||
ENTRY_STEP_WAIT_SEC: 15,
|
||||
ENTRY_MARKET_FALLBACK_AFTER_SEC: 45,
|
||||
ENTRY_MAX_DRIFT_PCT_TRENDING: 0.4,
|
||||
ENTRY_MAX_DRIFT_PCT_RANGING: 0.2,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.5,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
TAKE_PROFIT_PERCENT: 25.0,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 0.025, // 2.5% 风险
|
||||
},
|
||||
},
|
||||
conservative: {
|
||||
name: '保守配置（新手推荐）',
|
||||
desc: '【极低风险】适合新手，0.5%风险/单，止损极严（5%强平保护）。避免大幅回撤。',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 900,
|
||||
MIN_CHANGE_PERCENT: 2.0,
|
||||
MIN_SIGNAL_STRENGTH: 5,
|
||||
TOP_N_SYMBOLS: 10,
|
||||
MAX_POSITION_PERCENT: 0.05, // 5% 单仓上限
|
||||
MAX_LEVERAGE: 5, // 5x 低杠杆
|
||||
MAX_SCAN_SYMBOLS: 150,
|
||||
MIN_VOLATILITY: 0.02,
|
||||
STOP_LOSS_PERCENT: 5.0, // 5% 强平保护
|
||||
TAKE_PROFIT_PERCENT: 10.0,
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.5,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.6,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 0.5, // 0.5% 风险
|
||||
}
|
||||
},
|
||||
balanced: {
|
||||
name: '平衡配置',
|
||||
desc: '推荐使用，平衡频率和质量，止损止盈适中（盈亏比1.5:1）',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 600,
|
||||
MIN_CHANGE_PERCENT: 1.5,
|
||||
MIN_SIGNAL_STRENGTH: 4,
|
||||
TOP_N_SYMBOLS: 12,
|
||||
MAX_SCAN_SYMBOLS: 250,
|
||||
MIN_VOLATILITY: 0.018,
|
||||
STOP_LOSS_PERCENT: 8.0,
|
||||
TAKE_PROFIT_PERCENT: 25.0,
|
||||
MIN_STOP_LOSS_PRICE_PCT: 2.0,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 3.0,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.5,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 0.025, // 2.5% 风险
|
||||
}
|
||||
},
|
||||
altcoin: {
|
||||
name: '山寨币策略（推荐）',
|
||||
desc: '【安全推荐】针对山寨币高波动优化：已修复止损BUG。1.5%风险/单，2.0倍ATR紧止损，10%强平保护。避开大市值币种，追求高盈亏比。',
|
||||
configs: {
|
||||
// 风险与止盈止损
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0, // 2.5 -> 2.0 收紧止损
|
||||
STOP_LOSS_PERCENT: 10.0, // 新增：10% 强平保护
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.005, // 新增：0.5% 最小价格止损
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.006, // 新增：0.6% 最小价格止盈
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
STOP_LOSS_PERCENT: 0.10, // 10% 强平保护
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.005, // 0.5% 最小价格止损
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.006, // 0.6% 最小价格止盈
|
||||
RISK_REWARD_RATIO: 2.0,
|
||||
TAKE_PROFIT_1_PERCENT: 0.2,
|
||||
TAKE_PROFIT_PERCENT: 0.30,
|
||||
TAKE_PROFIT_1_PERCENT: 0.20, // 20% 第一止盈
|
||||
TAKE_PROFIT_PERCENT: 0.30, // 30% 第二止盈
|
||||
MIN_RR_FOR_TP1: 1.2,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 1.5, // 1.5% 风险 (平衡风险与收益)
|
||||
FIXED_RISK_PERCENT: 0.015, // 1.5% 风险
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
|
||||
USE_TRAILING_STOP: true,
|
||||
TRAILING_STOP_ACTIVATION: 0.15,
|
||||
TRAILING_STOP_PROTECT: 0.05,
|
||||
|
||||
MAX_POSITION_PERCENT: 0.15, // 降低至 15% (原20%)
|
||||
MAX_TOTAL_POSITION_PERCENT: 0.60, // 降低至 60% (原80%)
|
||||
MAX_POSITION_PERCENT: 0.15, // 15% 单仓上限
|
||||
MAX_TOTAL_POSITION_PERCENT: 0.60, // 60% 总仓上限
|
||||
MAX_DAILY_ENTRIES: 10,
|
||||
MAX_OPEN_POSITIONS: 5,
|
||||
LEVERAGE: 10,
|
||||
|
|
@ -446,155 +283,104 @@ const GlobalConfig = () => {
|
|||
MAX_TREND_MOVE_BEFORE_ENTRY: 0.05,
|
||||
},
|
||||
},
|
||||
high_growth: {
|
||||
name: '高收益激进策略',
|
||||
desc: '针对小资金快速翻仓：8%风险/单，2倍ATR紧止损，盈亏比1.5:1快进快出。注意：回撤风险较高。',
|
||||
conservative: {
|
||||
name: '保守稳健（低风险）',
|
||||
desc: '【极低风险】适合新手或震荡市，0.5%风险/单，止损极严（5%强平保护）。避免大幅回撤。',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 900,
|
||||
MIN_CHANGE_PERCENT: 0.02, // 2% 涨跌幅
|
||||
MIN_SIGNAL_STRENGTH: 5,
|
||||
TOP_N_SYMBOLS: 10,
|
||||
MAX_POSITION_PERCENT: 0.05, // 5% 单仓上限
|
||||
MAX_LEVERAGE: 5, // 5x 低杠杆
|
||||
MAX_SCAN_SYMBOLS: 150,
|
||||
MIN_VOLATILITY: 0.02,
|
||||
STOP_LOSS_PERCENT: 0.05, // 5% 强平保护
|
||||
TAKE_PROFIT_PERCENT: 0.15, // 15% 止盈
|
||||
TAKE_PROFIT_1_PERCENT: 0.10, // 10% 第一止盈
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.005,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
STOP_LOSS_PERCENT: 0.08,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
TAKE_PROFIT_1_PERCENT: 0.15,
|
||||
TAKE_PROFIT_PERCENT: 0.25,
|
||||
MIN_RR_FOR_TP1: 1.0,
|
||||
MIN_HOLD_TIME_SEC: 900,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 0.08, // 8% 风险
|
||||
|
||||
USE_TRAILING_STOP: true,
|
||||
TRAILING_STOP_ACTIVATION: 0.10,
|
||||
TRAILING_STOP_PROTECT: 0.03,
|
||||
|
||||
MAX_POSITION_PERCENT: 0.30,
|
||||
MAX_TOTAL_POSITION_PERCENT: 0.90,
|
||||
LEVERAGE: 12,
|
||||
MAX_LEVERAGE: 25,
|
||||
MIN_LEVERAGE: 10,
|
||||
USE_DYNAMIC_LEVERAGE: true,
|
||||
|
||||
MIN_VOLUME_24H: 5000000,
|
||||
MIN_VOLATILITY: 0.025,
|
||||
TOP_N_SYMBOLS: 15,
|
||||
|
||||
AUTO_TRADE_ONLY_TRENDING: false,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: true,
|
||||
FIXED_RISK_PERCENT: 0.005, // 0.5% 风险
|
||||
}
|
||||
},
|
||||
more_opportunities: {
|
||||
name: '增加机会（放宽过滤）',
|
||||
desc: '放宽过滤条件以增加下单机会：允许 4H 中性、大盘共振阈值放宽到 -1%、做多 RSI≤70、做空 RSI≥25。适合想要更多交易机会时使用。',
|
||||
swing: {
|
||||
name: '波段趋势（中线）',
|
||||
desc: '【中线推荐】关闭智能入场，回归纯限价+30分钟扫描。1%风险/单，适合捕捉日内趋势。',
|
||||
configs: {
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: true, // 允许 4H 中性，增加机会
|
||||
BETA_FILTER_THRESHOLD: -0.01, // 大盘共振阈值放宽到 -1%（从 -0.5% 放宽）
|
||||
MAX_RSI_FOR_LONG: 70, // 做多 RSI 上限放宽到 70（从 65）
|
||||
MIN_RSI_FOR_SHORT: 25, // 做空 RSI 下限放宽到 25（从 30），允许更多做空机会
|
||||
ATR_STOP_LOSS_MULTIPLIER: 3.0,
|
||||
RISK_REWARD_RATIO: 3.0,
|
||||
TAKE_PROFIT_1_PERCENT: 0.2,
|
||||
TAKE_PROFIT_PERCENT: 0.30,
|
||||
MIN_RR_FOR_TP1: 1.5,
|
||||
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
|
||||
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
|
||||
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
|
||||
BETA_FILTER_ENABLED: true, // 保持开启但放宽阈值
|
||||
MIN_SIGNAL_STRENGTH: 8,
|
||||
MAX_POSITION_PERCENT: 0.12,
|
||||
MAX_LEVERAGE: 20,
|
||||
},
|
||||
},
|
||||
profit_scale: {
|
||||
name: '盈利放大（适度激进）',
|
||||
desc: '在推荐策略基础上：仓位放大 1.25 倍、单笔上限 12%、杠杆上限 20、每笔风险 2.5%、最多 5 仓。盈利阶段可一键放大收益，仍受单笔上限约束。',
|
||||
configs: {
|
||||
POSITION_SCALE_FACTOR: 1.25,
|
||||
MAX_POSITION_PERCENT: 0.12,
|
||||
MAX_LEVERAGE: 20,
|
||||
SCAN_INTERVAL: 1800,
|
||||
TOP_N_SYMBOLS: 8,
|
||||
MAX_POSITION_PERCENT: 0.10,
|
||||
MAX_TOTAL_POSITION_PERCENT: 0.45,
|
||||
FIXED_RISK_PERCENT: 0.025,
|
||||
MAX_OPEN_POSITIONS: 5,
|
||||
MAX_DAILY_ENTRIES: 10,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 3.0,
|
||||
RISK_REWARD_RATIO: 3.0,
|
||||
TAKE_PROFIT_1_PERCENT: 0.2,
|
||||
TAKE_PROFIT_PERCENT: 0.30,
|
||||
MIN_RR_FOR_TP1: 1.5,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
|
||||
MAX_RSI_FOR_LONG: 65,
|
||||
MIN_RSI_FOR_SHORT: 30,
|
||||
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
|
||||
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
|
||||
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
|
||||
BETA_FILTER_ENABLED: true,
|
||||
MAX_LEVERAGE: 10,
|
||||
MIN_POSITION_PERCENT: 0.0,
|
||||
MIN_SIGNAL_STRENGTH: 8,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
TAKE_PROFIT_PERCENT: 0.30, // 30% 止盈
|
||||
TAKE_PROFIT_1_PERCENT: 0.20, // 20% 第一止盈
|
||||
STOP_LOSS_PERCENT: 0.10, // 10% 止损
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.005,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
SMART_ENTRY_ENABLED: false,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 0.01, // 1% 风险
|
||||
},
|
||||
},
|
||||
classic_profit: {
|
||||
name: '之前盈利风格',
|
||||
desc: '对齐 2 月初有盈利时的下单方式：固定 8 倍杠杆、单笔 12%、每笔风险 2.5%，不做动态降杠杆，单笔保证金与盈利空间更接近当时。',
|
||||
strict: {
|
||||
name: '严格精选（高胜率）',
|
||||
desc: '更偏"少单、质量优先"：仅趋势行情自动交易 + 4H中性不自动下单 + 更高信号门槛。',
|
||||
configs: {
|
||||
LEVERAGE: 8,
|
||||
USE_DYNAMIC_LEVERAGE: false, // 固定 8x，与之前一致
|
||||
MIN_LEVERAGE: 8,
|
||||
MAX_LEVERAGE: 20,
|
||||
SCAN_INTERVAL: 1800,
|
||||
TOP_N_SYMBOLS: 6,
|
||||
MAX_POSITION_PERCENT: 0.12,
|
||||
MAX_TOTAL_POSITION_PERCENT: 0.45,
|
||||
FIXED_RISK_PERCENT: 0.025, // 略高于 2%，单笔保证金更接近之前
|
||||
MAX_LEVERAGE_SMALL_CAP: 8,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 3.0,
|
||||
RISK_REWARD_RATIO: 3.0,
|
||||
TAKE_PROFIT_1_PERCENT: 0.2,
|
||||
TAKE_PROFIT_PERCENT: 0.30,
|
||||
MIN_RR_FOR_TP1: 1.5,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
|
||||
MAX_RSI_FOR_LONG: 65,
|
||||
MIN_RSI_FOR_SHORT: 30,
|
||||
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
|
||||
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
|
||||
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
|
||||
BETA_FILTER_ENABLED: true,
|
||||
MIN_SIGNAL_STRENGTH: 8,
|
||||
},
|
||||
},
|
||||
classic_profit_amplify: {
|
||||
name: '之前盈利·放大',
|
||||
desc: '在「之前盈利风格」基础上把杠杆提到 10 倍：同保证金下名义更大，盈利与亏损都会按比例放大。适合想进一步放大收益时使用。',
|
||||
configs: {
|
||||
LEVERAGE: 10,
|
||||
USE_DYNAMIC_LEVERAGE: false, // 固定 10x
|
||||
MIN_LEVERAGE: 10,
|
||||
MAX_LEVERAGE: 20,
|
||||
MAX_POSITION_PERCENT: 0.12,
|
||||
MAX_TOTAL_POSITION_PERCENT: 0.45,
|
||||
FIXED_RISK_PERCENT: 0.025,
|
||||
MAX_LEVERAGE_SMALL_CAP: 10,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 3.0,
|
||||
RISK_REWARD_RATIO: 3.0,
|
||||
TAKE_PROFIT_1_PERCENT: 0.2,
|
||||
TAKE_PROFIT_PERCENT: 0.30,
|
||||
MIN_RR_FOR_TP1: 1.5,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
|
||||
MAX_RSI_FOR_LONG: 65,
|
||||
MIN_RSI_FOR_SHORT: 30,
|
||||
SYMBOL_LOSS_COOLDOWN_ENABLED: true,
|
||||
SYMBOL_MAX_CONSECUTIVE_LOSSES: 2,
|
||||
SYMBOL_LOSS_COOLDOWN_SEC: 3600,
|
||||
BETA_FILTER_ENABLED: true,
|
||||
MIN_SIGNAL_STRENGTH: 8,
|
||||
AUTO_TRADE_ONLY_TRENDING: true,
|
||||
AUTO_TRADE_ALLOW_4H_NEUTRAL: false,
|
||||
SMART_ENTRY_ENABLED: false,
|
||||
LIMIT_ORDER_OFFSET_PCT: 0.001, // 0.1% 修正为 0.001 (假设 PCT key 需为小数)
|
||||
ENTRY_CONFIRM_TIMEOUT_SEC: 180,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.0,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
RISK_REWARD_RATIO: 1.5,
|
||||
TAKE_PROFIT_PERCENT: 0.30,
|
||||
TAKE_PROFIT_1_PERCENT: 0.20,
|
||||
STOP_LOSS_PERCENT: 0.08, // 8% 止损
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.005,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
|
||||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 0.01, // 1% 风险
|
||||
},
|
||||
},
|
||||
aggressive: {
|
||||
name: '激进高频',
|
||||
desc: '晚间波动大时使用，交易频率高，止损较紧但止盈合理（盈亏比1.5:1）',
|
||||
name: '激进短线（高风险）',
|
||||
desc: '针对晚间高波动：2%风险/单，交易频率高，止损较紧但止盈合理。注意：回撤风险较高。',
|
||||
configs: {
|
||||
SCAN_INTERVAL: 300,
|
||||
MIN_CHANGE_PERCENT: 1.0,
|
||||
MIN_CHANGE_PERCENT: 0.01, // 1% 涨跌幅
|
||||
MIN_SIGNAL_STRENGTH: 3,
|
||||
TOP_N_SYMBOLS: 18,
|
||||
MAX_SCAN_SYMBOLS: 350,
|
||||
MIN_VOLATILITY: 0.015,
|
||||
STOP_LOSS_PERCENT: 5.0,
|
||||
TAKE_PROFIT_PERCENT: 25.0,
|
||||
MIN_STOP_LOSS_PRICE_PCT: 1.5,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 2.0,
|
||||
STOP_LOSS_PERCENT: 0.10, // 10% 止损
|
||||
TAKE_PROFIT_PERCENT: 0.40, // 40% 止盈
|
||||
TAKE_PROFIT_1_PERCENT: 0.25, // 25% 第一止盈
|
||||
MIN_STOP_LOSS_PRICE_PCT: 0.005,
|
||||
MIN_TAKE_PROFIT_PRICE_PCT: 0.006,
|
||||
USE_TRAILING_STOP: false,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 2.5,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
|
||||
|
|
@ -602,25 +388,7 @@ const GlobalConfig = () => {
|
|||
MIN_HOLD_TIME_SEC: 1800,
|
||||
USE_DYNAMIC_ATR_MULTIPLIER: false,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 0.04, // 4% 风险
|
||||
}
|
||||
},
|
||||
script_v1: {
|
||||
name: '高收益趋势 (脚本配置)',
|
||||
desc: '原 update_global_config.py 脚本中的配置。高止盈(60%) + 紧止损(10%) + 移动止损保护。适合捕捉大单边行情。',
|
||||
configs: {
|
||||
TAKE_PROFIT_PERCENT: 60.0,
|
||||
TAKE_PROFIT_1_PERCENT: 30.0,
|
||||
STOP_LOSS_PERCENT: 10.0,
|
||||
TRAILING_STOP_ACTIVATION: 30.0,
|
||||
TRAILING_STOP_PROTECT: 5.0,
|
||||
LEVERAGE: 4,
|
||||
RISK_REWARD_RATIO: 3.0,
|
||||
ATR_TAKE_PROFIT_MULTIPLIER: 4.5,
|
||||
ATR_STOP_LOSS_MULTIPLIER: 1.5,
|
||||
USE_FIXED_RISK_SIZING: true,
|
||||
FIXED_RISK_PERCENT: 1.0, // 1%
|
||||
MAX_LEVERAGE_SMALL_CAP: 4,
|
||||
FIXED_RISK_PERCENT: 0.02, // 2% 风险
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user