Update DEFAULT_CONFIG to production-ready settings

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,