Set strict quality filters for 1 trade/day strategy - sniper mode

alpaca_trader/config.json

@@ -2,11 +2,11 @@
     "DEBUG_MODE": true,
     "SYMBOL": "SPY",
     "BAR_TIMEFRAME": "5Min",
-    "RISK_PER_TRADE": 0.005,
+    "RISK_PER_TRADE": 0.01,
     "SHORT_WINDOW": 10,
     "LONG_WINDOW": 30,
     "MIN_NOTIONAL": 1.0,
-    "POLL_INTERVAL": 60,
+    "POLL_INTERVAL": 30,
     "MAX_DRAWDOWN": 0.05,
     "PDT_RULE": true,
     "USE_TRAILING_STOP": true,
@@ -17,12 +17,12 @@
     "ENABLE_SLIPPAGE": true,
     "SLIPPAGE_PCT": 0.0005,
     "COMMISSION_PCT": 0.0005,
-    "MIN_SIGNAL_STRENGTH": 0.3,
+    "MIN_SIGNAL_STRENGTH": 0.5,
     "BACKTEST_DAYS": 90,
     "USE_LIMIT_ORDERS": false,
     "LIMIT_ORDER_TIMEOUT": 60,
-    "ADX_THRESHOLD": 25,
-    "VOLUME_MULTIPLIER": 0.5,
+    "ADX_THRESHOLD": 30,
+    "VOLUME_MULTIPLIER": 1.0,
     "ATR_STOP_MULTIPLIER": 2.5,
     "MAX_HOLD_TIME": 3600,
     "REGIME_DETECTION": true,
@@ -35,10 +35,10 @@
     "VIX_THRESHOLD": 30,
     "USE_VIX_FILTER": false,
     "USE_FIBONACCI": false,
-    "MAX_TRADES_PER_DAY": 3,
+    "MAX_TRADES_PER_DAY": 1,
     "SKIP_MONDAYS_FRIDAYS": false,
     "USE_200_SMA_FILTER": false,
-    "REQUIRE_MACD_CONFIRMATION": false,
+    "REQUIRE_MACD_CONFIRMATION": true,
     "MIN_RISK_REWARD": 2.0,
     "PULLBACK_PERCENTAGE": 0.382,
     "ENABLE_SHORT_SELLING": true,
@@ -48,7 +48,7 @@
     "RSI_RANGE_OVERSOLD": 30,
     "RSI_RANGE_OVERBOUGHT": 70,
     "REQUIRE_MA_CROSSOVER": true,
-    "CROSSOVER_LOOKBACK": 5,
+    "CROSSOVER_LOOKBACK": 3,
     "REQUIRE_CASH_ACCOUNT": false,
     "T1_SETTLEMENT_ENABLED": false,
     "CASH_RESERVE_PCT": 0.0