ares/.env.example

# MT5 bridge URL (required)
MT5_BASE_URL=http://localhost:8080

# ── Symbol & Timeframe ──────────────────────────────────────────────────────
# Single pair:
SYMBOL=XAUUSDm
# Multi pair (comma-sep, overrides SYMBOL):
# SYMBOLS=XAUUSDm,XAGUSDm
TIMEFRAME=M5

# ── Risk ─────────────────────────────────────────────────────────────────────
RISK_PCT=0.01

# ── Momentum Candle Thresholds ───────────────────────────────────────────────
BODY_PCT_MIN=0.5
CLOSE_PCT_MIN=0.8

# ── FVG Setup ────────────────────────────────────────────────────────────────
FVG_EXPIRY_CANDLES=10
MIN_FVG_PIPS=1
MIN_SL_PIPS=5
SL_BUFFER=0
MIN_RR=1.5
# TIMEOUT_CANDLES=0

# ── Friction ─────────────────────────────────────────────────────────────────
COMMISSION_PER_LOT=7
SLIPPAGE_POINTS=2
SPREAD_OVERRIDE=0

# ── EMA Trend Filter ─────────────────────────────────────────────────────────
EMA_PERIOD=20

# ── Backtest ─────────────────────────────────────────────────────────────────
BACKTEST_BALANCE=600
BACKTEST_CANDLES=50000
# DATE_FROM=2025-01-01
# DATE_TO=2025-12-31

# ── Live Trading ─────────────────────────────────────────────────────────────
# LIVE=true
# LIVE_POLL_SECS=30

# ── Optimisations ─────────────────────────────────────────────────────────────
# Session filter: only take new entries when UTC hour in [FROM, TO).
# Leave empty to disable. Recommended: 8-13 (London) based on live data.
SESSION_FROM_UTC=8
SESSION_TO_UTC=13

# Breakeven: move SL to entry once price moves this multiple of SL-distance.
# 0 = disabled, 1.0 = move at 1:1 RR
# BREAKEVEN_AT_RR=1.0

# Daily loss limit: halt new entries if today's closed PnL < -(balance × pct).
# 0 = disabled, 0.03 = stop after -3% day
# DAILY_LOSS_LIMIT_PCT=0.03

# ATR quality filters (backtest + live): reject weak FVGs/impulses.
# Research (20k candles, XAUUSDm): with ATR filters alone PF improves vs no-filter baseline.
# Combined with EMA=10 + ENTRY_ZONE_PCT=0.75: PF 2.58, DD -1134 (vs PF 1.39, DD -3064 unfiltered).
MIN_FVG_ATR_RATIO=0.3       # FVG zone must be >= 0.3× ATR(14)
MIN_IMPULSE_ATR_RATIO=1.0   # Impulse candle body must be >= 1.0× ATR(14)

# Pre-fill invalidation: cancel pending FVG if price closes past impulse SL before fill.
PRE_FILL_INVALIDATE=true

# Entry zone within FVG: 0.0 = zone edge (aggressive), 0.5 = midpoint, 1.0 = far edge (conservative).
# Research: 0.75 gives best PF/DD balance (waits deeper into zone for better confirmation).
ENTRY_ZONE_PCT=0.75

# ── Telegram Notifications ───────────────────────────────────────────────────
# Get token from @BotFather, chat_id from @userinfobot or Telegram API.
# All three are optional — omit to disable notifications.
# TELEGRAM_BOT_TOKEN=123456:ABC-xxxx
# TELEGRAM_CHAT_ID=-100xxxxxxxxxx
# TELEGRAM_THREAD_ID=123           # forum topic/thread ID (optional)