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https://github.com/xavierchuan/FX-ML-Trading-Engine.git
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xiaochuan
47 lines
819 B
YAML
47 lines
819 B
YAML
symbol: USDJPY
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csv: QuantResearch/data/raw/USDJPY_H1_full.csv
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cash: 100000
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qty: 10000
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account_ccy: USD
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fast: 20
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slow: 80
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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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atr_sl: 1.5
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atr_tp: 3.0
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atr_window: 14
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risk_per_trade_pct: 0.01
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max_drawdown_pct: 0.05
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allow_short: true
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strategy_mode: weighted
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strategy_vote_threshold: 0.0
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strategies:
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- name: xgb_signal
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weight: 0.4
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params:
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prob_long: 0.64
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prob_exit: 0.50
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cooldown_bars: 8
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size_mult: 1.0
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- name: ma_crossover
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weight: 0.35
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params:
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size_mult: 1.0
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cooldown_bars: 8
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exit_buffer_pct: 0.0004
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allow_short: true
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- name: momentum_breakout
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weight: 0.25
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params:
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lookback: 36
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enter_threshold: 0.0012
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exit_threshold: 0.0005
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size_mult: 1.0
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allow_short: true
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cooldown_bars: 10
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