From 4dbd7b31ff8afe7556fb0c21ae9d511e8daba799 Mon Sep 17 00:00:00 2001 From: Justin Oros Date: Mon, 2 Feb 2026 14:50:48 -0700 Subject: [PATCH] Update DEFAULT_CONFIG to production-ready settings --- alpaca_trader/engine.py | 34 +++++++++++++++++----------------- 1 file changed, 17 insertions(+), 17 deletions(-) diff --git a/alpaca_trader/engine.py b/alpaca_trader/engine.py index ab05f6d..cf02bfb 100644 --- a/alpaca_trader/engine.py +++ b/alpaca_trader/engine.py @@ -45,46 +45,46 @@ DEFAULT_CONFIG = { "DEBUG_MODE": True, "SYMBOL": "SPY", "BAR_TIMEFRAME": "5Min", - "RISK_PER_TRADE": 0.005, - "SHORT_WINDOW": 20, - "LONG_WINDOW": 50, + "RISK_PER_TRADE": 0.01, + "SHORT_WINDOW": 10, + "LONG_WINDOW": 30, "MIN_NOTIONAL": 1.0, "POLL_INTERVAL": 60, - "MAX_DRAWDOWN": 0.12, + "MAX_DRAWDOWN": 0.08, "PDT_RULE": True, "USE_TRAILING_STOP": True, - "PROFIT_TARGET_1": 1.5, - "PROFIT_TARGET_2": 3.0, + "PROFIT_TARGET_1": 2.0, + "PROFIT_TARGET_2": 4.0, "VOLATILITY_ADJUSTMENT": True, "MARKET_HOURS_FILTER": False, "ENABLE_SLIPPAGE": True, "SLIPPAGE_PCT": 0.0005, "COMMISSION_PCT": 0.0005, - "MIN_SIGNAL_STRENGTH": 0.5, + "MIN_SIGNAL_STRENGTH": 0.3, "BACKTEST_DAYS": 90, - "USE_LIMIT_ORDERS": True, + "USE_LIMIT_ORDERS": False, "LIMIT_ORDER_TIMEOUT": 60, - "ADX_THRESHOLD": 20, + "ADX_THRESHOLD": 25, "VOLUME_MULTIPLIER": 0.5, - "ATR_STOP_MULTIPLIER": 1.5, - "MAX_HOLD_TIME": 7200, + "ATR_STOP_MULTIPLIER": 2.0, + "MAX_HOLD_TIME": 3600, "REGIME_DETECTION": True, - "MULTIFRAME_FILTER": True, + "MULTIFRAME_FILTER": False, "BB_WINDOW": 20, "BB_STD": 2.0, "USE_EMA": True, "REQUIRE_CANDLE_PATTERN": False, "USE_PIVOT_POINTS": False, - "VIX_THRESHOLD": 20, - "USE_VIX_FILTER": True, + "VIX_THRESHOLD": 30, + "USE_VIX_FILTER": False, "USE_FIBONACCI": False, "MAX_TRADES_PER_DAY": 5, "SKIP_MONDAYS_FRIDAYS": False, - "USE_200_SMA_FILTER": True, + "USE_200_SMA_FILTER": False, "REQUIRE_MACD_CONFIRMATION": False, - "MIN_RISK_REWARD": 1.5, + "MIN_RISK_REWARD": 2.0, "PULLBACK_PERCENTAGE": 0.382, - "ENABLE_SHORT_SELLING": False, + "ENABLE_SHORT_SELLING": True, "RSI_BUY_MAX": 55, "RSI_SELL_MIN": 45, "RSI_SELL_MAX": 70,