symbol: USDJPY
csv: data/raw/USDJPY_H1.csv
cash: 100000.0
qty: 10000
account_ccy: USD
fast: 20
slow: 120
spread: 1.2
slip: 0.2
comm: 2.0
atr_sl: 1.2
atr_tp: 3.5
atr_window: 21
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
regime_ema_window: 200
regime_slope_min: 0.0002
regime_atr_min: 0.0014
regime_atr_percentile_min: 0.4
regime_atr_percentile_window: 400
regime_trend_min_bars: 2
htf_factor: 4
htf_ema_window: 60
htf_rsi_period: 14
strategies:
  - name: regime_sma
    params:
      trend_params:
        fast_win: 20
        slow_win: 120
        long_only_above_slow: false
        slope_lookback: 8
        cooldown: 24
        atr_sl: 1.2
        atr_tp: 3.5
        atr_window: 21
        allow_short: true
        short_only_below_slow: false
        rsi_period: 14
        rsi_long_thresh: 60
        rsi_short_thresh: 40
      range_mode: mean_revert
      range_rsi_high: 75
      range_rsi_low: 25
      trend_min_bars: 2
      atr_percentile_min: 0.4
      htf_alignment: true
      htf_rsi_range: [35, 65]
      base_size_mult: 1.0
      size_tiers:
        - name: strong
          min_atr_pct: 0.6
          min_trend_bars: 8
          size_mult: 1.5
        - name: base
          min_atr_pct: 0.45
          min_trend_strength: 0.00008
          size_mult: 1.1
      risk_rules:
        - type: atr_percentile
          max: 0.95
          cooldown_bars: 12
        - type: calendar
          dates: ["2024-12-06", "2025-01-10"]
          cooldown_bars: 24
  - name: bollinger_mean_revert
    params:
      window: 48
      num_std: 2.0
      enter_z: 1.4
      exit_z: 0.2
      allow_short: false
      cooldown: 12