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xiaochuan
29 lines
635 B
YAML
29 lines
635 B
YAML
global:
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starting_equity: 50000
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fast: 10
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slow: 30
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rsi_long_thresh: 45
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rsi_short_thresh: 55
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qty: 5000
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limits:
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# Wide limits for simulation/data gating only.
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max_position_notional: 10000000
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max_gross_leverage: 1000.0
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max_daily_loss: 5000
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max_drawdown: 0.1
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strategies:
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sma_atr:
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starting_equity: 30000
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limits:
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max_position_notional: 80000
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max_gross_leverage: 1.5
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max_daily_loss: 3000
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max_drawdown: 0.08
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bollinger:
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starting_equity: 20000
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limits:
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max_position_notional: 60000
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max_gross_leverage: 1.2
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max_daily_loss: 2000
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max_drawdown: 0.05
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