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QuantTrader/config/eurusd_multi_strategy.yaml

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+symbol: EURUSD
+csv: QuantResearch/data/raw/EURUSD_H1.csv
+cash: 100000
+qty: 10000
+account_ccy: USD
+fast: 20
+slow: 80
+spread: 2.0
+slip: 0.3
+comm: 0.25
+atr_sl: 1.5
+atr_tp: 3.0
+atr_window: 14
+risk_per_trade_pct: 0.01
+max_drawdown_pct: 0.05
+allow_short: true
+strategies:
+  - name: ma_crossover
+    weight: 0.6
+    params:
+      size_mult: 1.0
+      cooldown_bars: 6
+      exit_buffer_pct: 0.0005
+      allow_short: true
+  - name: momentum_breakout
+    weight: 0.4
+    params:
+      lookback: 24
+      enter_threshold: 0.0015
+      exit_threshold: 0.0006
+      size_mult: 0.8
+      allow_short: true
+      cooldown_bars: 12

QuantTrader/config/risk_limits.yaml

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+global:
+  starting_equity: 50000
+  limits:
+    max_position_notional: 200000
+    max_gross_leverage: 3.0
+    max_daily_loss: 5000
+    max_drawdown: 0.1
+strategies:
+  sma_atr:
+    starting_equity: 30000
+    limits:
+      max_position_notional: 80000
+      max_gross_leverage: 1.5
+      max_daily_loss: 3000
+      max_drawdown: 0.08
+  bollinger:
+    starting_equity: 20000
+    limits:
+      max_position_notional: 60000
+      max_gross_leverage: 1.2
+      max_daily_loss: 2000
+      max_drawdown: 0.05

QuantTrader/config/risk_limits_sim.yaml

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+global:
+  starting_equity: 50000
+  fast: 10
+  slow: 30
+  rsi_long_thresh: 45
+  rsi_short_thresh: 55
+  qty: 5000
+  limits:
+    # Wide limits for simulation/data gating only.
+    max_position_notional: 10000000
+    max_gross_leverage: 1000.0
+    max_daily_loss: 5000
+    max_drawdown: 0.1
+strategies:
+  sma_atr:
+    starting_equity: 30000
+    limits:
+      max_position_notional: 80000
+      max_gross_leverage: 1.5
+      max_daily_loss: 3000
+      max_drawdown: 0.08
+  bollinger:
+    starting_equity: 20000
+    limits:
+      max_position_notional: 60000
+      max_gross_leverage: 1.2
+      max_daily_loss: 2000
+      max_drawdown: 0.05

QuantTrader/config/usdjpy_multi_strategy.yaml

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+symbol: USDJPY
+csv: QuantResearch/data/raw/USDJPY_H1_full.csv
+
+cash: 100000
+qty: 10000
+account_ccy: USD
+
+fast: 20
+slow: 80
+spread: 2.0
+slip: 0.3
+comm: 0.25
+atr_sl: 1.5
+atr_tp: 3.0
+atr_window: 14
+risk_per_trade_pct: 0.01
+max_drawdown_pct: 0.05
+allow_short: true
+
+strategy_mode: weighted
+strategy_vote_threshold: 0.0
+
+strategies:
+  - name: xgb_signal
+    weight: 0.4
+    params:
+      prob_long: 0.64
+      prob_exit: 0.50
+      cooldown_bars: 8
+      size_mult: 1.0
+  - name: ma_crossover
+    weight: 0.35
+    params:
+      size_mult: 1.0
+      cooldown_bars: 8
+      exit_buffer_pct: 0.0004
+      allow_short: true
+  - name: momentum_breakout
+    weight: 0.25
+    params:
+      lookback: 36
+      enter_threshold: 0.0012
+      exit_threshold: 0.0005
+      size_mult: 1.0
+      allow_short: true
+      cooldown_bars: 10

QuantTrader/config/usdjpy_xgb.yaml

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+symbol: USDJPY
+csv: QuantResearch/data/raw/USDJPY_H1_full.csv
+
+# Trading capital and unit size
+cash: 100000.0
+qty: 10000
+account_ccy: USD
+
+# Cost assumptions (aligned with training defaults)
+spread: 2.0
+slip: 0.3
+comm: 0.25
+
+# Core engine params (still used for indicators and safety exits)
+fast: 20
+slow: 80
+atr_sl: 1.5
+atr_tp: 3.0
+atr_window: 14
+regime_ema_window: 200
+cooldown: 0
+
+# Risk controls
+risk_per_trade_pct: 0.01
+max_drawdown_pct: 0.03
+allow_short: false
+
+# Single-model (long-only) strategy
+strategies:
+  - name: xgb_signal
+    weight: 1.0
+    params:
+      # If omitted, strategy will read QuantResearch/artifacts/models/usdjpy_h1_xgb_latest.json
+      # model_dir: QuantResearch/artifacts/models/usdjpy_h1_xgb/20250101_120000
+      prob_long: 0.64
+      prob_exit: 0.50
+      size_mult: 1.0
+      cooldown_bars: 8