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43 lines
859 B
YAML
43 lines
859 B
YAML
symbol: EURUSD
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csv: data/raw/EURUSD_H1.csv
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cash: 100000.0
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qty: 10000
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account_ccy: USD
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fast: 20
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slow: 120
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spread: 1.0
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slip: 0.2
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comm: 2.0
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atr_sl: 1.5
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atr_tp: 3.0
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atr_window: 21
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cooldown: 12
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allow_short: true
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long_only_above_slow: false
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short_only_below_slow: false
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risk_per_trade_pct: 0.01
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max_drawdown_pct: 0.05
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regime_ema_window: 200
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regime_slope_min: 0.0002
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regime_atr_min: 0.0010
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strategies:
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- name: regime_sma
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params:
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trend_params:
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fast_win: 20
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slow_win: 120
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long_only_above_slow: false
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slope_lookback: 5
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cooldown: 12
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atr_sl: 1.5
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atr_tp: 3.0
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atr_window: 21
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allow_short: true
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short_only_below_slow: false
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rsi_period: 14
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rsi_long_thresh: 55
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rsi_short_thresh: 45
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range_mode: mean_revert
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range_rsi_high: 65
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range_rsi_low: 35
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