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

alpaca_trader/engine.py

@@ -60,12 +60,12 @@ DEFAULT_CONFIG = {
     "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": 2.0,
     "MAX_HOLD_TIME": 3600,
     "REGIME_DETECTION": True,
@@ -78,10 +78,10 @@ DEFAULT_CONFIG = {
     "VIX_THRESHOLD": 30,
     "USE_VIX_FILTER": False,
     "USE_FIBONACCI": False,
-    "MAX_TRADES_PER_DAY": 5,
+    "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": False,
@@ -91,7 +91,7 @@ DEFAULT_CONFIG = {
     "RSI_RANGE_OVERSOLD": 30,
     "RSI_RANGE_OVERBOUGHT": 70,
     "REQUIRE_MA_CROSSOVER": True,
-    "CROSSOVER_LOOKBACK": 5,
+    "CROSSOVER_LOOKBACK": 3,
     "REQUIRE_CASH_ACCOUNT": True,
     "T1_SETTLEMENT_ENABLED": True,
     "CASH_RESERVE_PCT": 0.1