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@ -199,10 +199,13 @@ const GlobalConfig = () => {
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MIN_POSITION_PERCENT: 0.0,
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MIN_POSITION_PERCENT: 0.0,
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MIN_SIGNAL_STRENGTH: 8,
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MIN_SIGNAL_STRENGTH: 8,
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USE_TRAILING_STOP: false,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR,提升胜率
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5, // 配合止盈倍数
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TAKE_PROFIT_PERCENT: 25.0,
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TAKE_PROFIT_PERCENT: 25.0,
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MIN_HOLD_TIME_SEC: 1800,
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MIN_HOLD_TIME_SEC: 1800,
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SMART_ENTRY_ENABLED: false,
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SMART_ENTRY_ENABLED: false,
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USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整,使用固定2.5倍
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},
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},
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},
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},
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fill: {
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fill: {
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@ -223,9 +226,12 @@ const GlobalConfig = () => {
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ENTRY_MAX_DRIFT_PCT_TRENDING: 0.3,
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ENTRY_MAX_DRIFT_PCT_TRENDING: 0.3,
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ENTRY_MAX_DRIFT_PCT_RANGING: 0.15,
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ENTRY_MAX_DRIFT_PCT_RANGING: 0.15,
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USE_TRAILING_STOP: false,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR,提升胜率
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5, // 配合止盈倍数
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TAKE_PROFIT_PERCENT: 25.0,
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TAKE_PROFIT_PERCENT: 25.0,
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MIN_HOLD_TIME_SEC: 1800,
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整,使用固定2.5倍
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},
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},
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},
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},
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strict: {
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strict: {
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@ -241,9 +247,12 @@ const GlobalConfig = () => {
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LIMIT_ORDER_OFFSET_PCT: 0.1,
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LIMIT_ORDER_OFFSET_PCT: 0.1,
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ENTRY_CONFIRM_TIMEOUT_SEC: 180,
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ENTRY_CONFIRM_TIMEOUT_SEC: 180,
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USE_TRAILING_STOP: false,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR,提升胜率
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5, // 配合止盈倍数
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TAKE_PROFIT_PERCENT: 25.0,
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TAKE_PROFIT_PERCENT: 25.0,
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MIN_HOLD_TIME_SEC: 1800,
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整,使用固定2.5倍
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},
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},
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},
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},
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steady: {
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steady: {
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@ -264,9 +273,12 @@ const GlobalConfig = () => {
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ENTRY_MAX_DRIFT_PCT_TRENDING: 0.4,
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ENTRY_MAX_DRIFT_PCT_TRENDING: 0.4,
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ENTRY_MAX_DRIFT_PCT_RANGING: 0.2,
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ENTRY_MAX_DRIFT_PCT_RANGING: 0.2,
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USE_TRAILING_STOP: false,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR,提升胜率
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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RISK_REWARD_RATIO: 1.5, // 配合止盈倍数
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TAKE_PROFIT_PERCENT: 25.0,
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TAKE_PROFIT_PERCENT: 25.0,
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MIN_HOLD_TIME_SEC: 1800,
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整,使用固定2.5倍
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},
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},
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},
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},
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conservative: {
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conservative: {
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@ -284,13 +296,16 @@ const GlobalConfig = () => {
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MIN_STOP_LOSS_PRICE_PCT: 2.0,
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MIN_STOP_LOSS_PRICE_PCT: 2.0,
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MIN_TAKE_PROFIT_PRICE_PCT: 3.0,
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MIN_TAKE_PROFIT_PRICE_PCT: 3.0,
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USE_TRAILING_STOP: false,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR,提升胜率
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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MIN_HOLD_TIME_SEC: 1800
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RISK_REWARD_RATIO: 1.5, // 配合止盈倍数
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整,使用固定2.5倍
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}
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}
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},
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},
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balanced: {
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balanced: {
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name: '平衡配置',
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name: '平衡配置',
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desc: '推荐使用,平衡频率和质量,止损止盈适中(盈亏比2.5:1)',
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desc: '推荐使用,平衡频率和质量,止损止盈适中(盈亏比1.5:1)',
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configs: {
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configs: {
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SCAN_INTERVAL: 600,
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SCAN_INTERVAL: 600,
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MIN_CHANGE_PERCENT: 1.5,
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MIN_CHANGE_PERCENT: 1.5,
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@ -303,13 +318,16 @@ const GlobalConfig = () => {
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MIN_STOP_LOSS_PRICE_PCT: 2.0,
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MIN_STOP_LOSS_PRICE_PCT: 2.0,
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MIN_TAKE_PROFIT_PRICE_PCT: 3.0,
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MIN_TAKE_PROFIT_PRICE_PCT: 3.0,
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USE_TRAILING_STOP: false,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR,提升胜率
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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MIN_HOLD_TIME_SEC: 1800
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RISK_REWARD_RATIO: 1.5, // 配合止盈倍数
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整,使用固定2.5倍
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}
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}
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},
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},
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aggressive: {
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aggressive: {
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name: '激进高频',
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name: '激进高频',
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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3:1)',
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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)',
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configs: {
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configs: {
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SCAN_INTERVAL: 300,
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SCAN_INTERVAL: 300,
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MIN_CHANGE_PERCENT: 1.0,
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MIN_CHANGE_PERCENT: 1.0,
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@ -322,8 +340,11 @@ const GlobalConfig = () => {
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MIN_STOP_LOSS_PRICE_PCT: 1.5,
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MIN_STOP_LOSS_PRICE_PCT: 1.5,
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MIN_TAKE_PROFIT_PRICE_PCT: 2.0,
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MIN_TAKE_PROFIT_PRICE_PCT: 2.0,
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USE_TRAILING_STOP: false,
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USE_TRAILING_STOP: false,
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ATR_STOP_LOSS_MULTIPLIER: 2.5, // 放宽止损至2.5倍ATR,提升胜率
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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ATR_TAKE_PROFIT_MULTIPLIER: 1.5,
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MIN_HOLD_TIME_SEC: 1800
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RISK_REWARD_RATIO: 1.5, // 配合止盈倍数
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MIN_HOLD_TIME_SEC: 1800,
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USE_DYNAMIC_ATR_MULTIPLIER: false, // 关闭动态调整,使用固定2.5倍
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}
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}
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}
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}
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}
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}
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