Alpaca Trader

alpaca_trader/config.json

@@ -0,0 +1,45 @@
+{
+    "DEBUG_MODE": true,
+    "SYMBOL": "SPY",
+    "BAR_TIMEFRAME": "5Min",
+    "RISK_PER_TRADE": 0.005,
+    "SHORT_WINDOW": 20,
+    "LONG_WINDOW": 50,
+    "MIN_NOTIONAL": 1.0,
+    "POLL_INTERVAL": 60,
+    "MAX_DRAWDOWN": 0.12,
+    "PDT_RULE": true,
+    "USE_TRAILING_STOP": true,
+    "PROFIT_TARGET_1": 1.5,
+    "PROFIT_TARGET_2": 3.0,
+    "VOLATILITY_ADJUSTMENT": true,
+    "MARKET_HOURS_FILTER": false,
+    "ENABLE_SLIPPAGE": true,
+    "SLIPPAGE_PCT": 0.0005,
+    "COMMISSION_PCT": 0.0005,
+    "MIN_SIGNAL_STRENGTH": 0.5,
+    "BACKTEST_DAYS": 90,
+    "USE_LIMIT_ORDERS": true,
+    "LIMIT_ORDER_TIMEOUT": 60,
+    "ADX_THRESHOLD": 20,
+    "VOLUME_MULTIPLIER": 0.5,
+    "ATR_STOP_MULTIPLIER": 1.5,
+    "MAX_HOLD_TIME": 7200,
+    "REGIME_DETECTION": true,
+    "MULTIFRAME_FILTER": true,
+    "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,
+    "USE_FIBONACCI": false,
+    "MAX_TRADES_PER_DAY": 5,
+    "SKIP_MONDAYS_FRIDAYS": false,
+    "USE_200_SMA_FILTER": true,
+    "REQUIRE_MACD_CONFIRMATION": false,
+    "MIN_RISK_REWARD": 1.5,
+    "PULLBACK_PERCENTAGE": 0.382,
+    "ENABLE_SHORT_SELLING": true
+}