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