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xiaochuan
2025-11-14 22:56:44 +00:00
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parent cf1944a688
commit ef6e1e278d
96 changed files with 3300 additions and 0 deletions
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symbol: EURUSD
csv: data/raw/EURUSD_H1.csv
cash: 100000.0
qty: 10000
account_ccy: USD
fast: 20
slow: 150
spread: 1.0
slip: 0.2
comm: 2.0
atr_sl: 2.0
atr_tp: 4.0
atr_window: 21
slope_lookback: 5
cooldown: 24
allow_short: true
long_only_above_slow: false
short_only_below_slow: false
risk_per_trade_pct: 0.01
max_drawdown_pct: 0.05
# RSI and trailing
rsi_period: 14
rsi_long_thresh: 55
rsi_short_thresh: 45
enable_trailing: true
trailing_enable_atr_mult: 1.0
trailing_atr_mult: 0.5