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xiaochuan
2025-11-14 22:56:44 +00:00
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commit ef6e1e278d
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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