Add configurable RSI thresholds for buy/sell signals

alpaca_trader/config.json

@@ -2,44 +2,46 @@
     "DEBUG_MODE": true,
     "SYMBOL": "SPY",
     "BAR_TIMEFRAME": "5Min",
-    "RISK_PER_TRADE": 0.005,
+    "RISK_PER_TRADE": 0.01,
-    "SHORT_WINDOW": 20,
+    "SHORT_WINDOW": 10,
-    "LONG_WINDOW": 50,
+    "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_1": 2.0,
-    "PROFIT_TARGET_2": 3.0,
+    "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": 0.0,
     "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,
+    "ATR_STOP_MULTIPLIER": 2.0,
-    "MAX_HOLD_TIME": 7200,
+    "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,
+    "VIX_THRESHOLD": 30,
-    "USE_VIX_FILTER": true,
+    "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": true
+    "ENABLE_SHORT_SELLING": true,
+    "RSI_BUY_MAX": 55,
+    "RSI_SELL_MIN": 30
 }

alpaca_trader/engine.py

@@ -84,7 +84,9 @@ DEFAULT_CONFIG = {
     "REQUIRE_MACD_CONFIRMATION": False,
     "MIN_RISK_REWARD": 1.5,
     "PULLBACK_PERCENTAGE": 0.382,
-    "ENABLE_SHORT_SELLING": False
+    "ENABLE_SHORT_SELLING": False,
+    "RSI_BUY_MAX": 55,
+    "RSI_SELL_MIN": 45
 }
 
 if not ENV_PATH.exists():
@@ -184,6 +186,8 @@ REQUIRE_MACD_CONFIRMATION = bool(config["REQUIRE_MACD_CONFIRMATION"])
 MIN_RISK_REWARD = float(config["MIN_RISK_REWARD"])
 PULLBACK_PERCENTAGE = float(config["PULLBACK_PERCENTAGE"])
 ENABLE_SHORT_SELLING = bool(config.get("ENABLE_SHORT_SELLING", False))
+RSI_BUY_MAX = float(config.get("RSI_BUY_MAX", 55))
+RSI_SELL_MIN = float(config.get("RSI_SELL_MIN", 45))
 
 api = AlpacaClient(
     os.getenv('APCA_API_KEY_ID'),
@@ -433,7 +437,7 @@ def advanced_signal_generator(symbol):
     position_type = None
     
     if regime == "trend":
-        if short_ma > long_ma and rsi_val < 55:
+        if short_ma > long_ma and rsi_val < RSI_BUY_MAX:
             if REQUIRE_CANDLE_PATTERN and not bullish_pattern:
                 debug_print("Bullish signal rejected: candle pattern required")
             elif REQUIRE_MACD_CONFIRMATION and macd_signal != "bullish":
@@ -445,7 +449,7 @@ def advanced_signal_generator(symbol):
                 position_type = "long"
                 debug_print(f"BUY signal: strength={strength:.2f}, stop=${stop:.2f}")
         
-        if short_ma < long_ma and rsi_val > 45:
+        if short_ma < long_ma and rsi_val > RSI_SELL_MIN:
             if REQUIRE_CANDLE_PATTERN and not bearish_pattern:
                 debug_print("Bearish signal rejected: candle pattern required")
             elif REQUIRE_MACD_CONFIRMATION and macd_signal != "bearish":