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