Add 200 SMA filter implementation and optimize config for 15Min bars

alpaca_trader/config.json

@@ -6,7 +6,7 @@
     "SHORT_WINDOW": 20,
     "LONG_WINDOW": 50,
     "MIN_NOTIONAL": 1.0,
-    "POLL_INTERVAL": 60,
+    "POLL_INTERVAL": 300,
     "MAX_DRAWDOWN": 0.08,
     "PDT_RULE": false,
     "USE_TRAILING_STOP": true,
@@ -24,7 +24,7 @@
     "ADX_THRESHOLD": 25,
     "VOLUME_MULTIPLIER": 0.7,
     "ATR_STOP_MULTIPLIER": 2.0,
-    "MAX_HOLD_TIME": 7200,
+    "MAX_HOLD_TIME": 10800,
     "REGIME_DETECTION": true,
     "MULTIFRAME_FILTER": true,
     "BB_WINDOW": 20,