diff --git a/alpaca_trader/config.json b/alpaca_trader/config.json index dc7715c..b44b662 100644 --- a/alpaca_trader/config.json +++ b/alpaca_trader/config.json @@ -7,8 +7,8 @@ "LONG_WINDOW": 30, "MIN_NOTIONAL": 1.0, "POLL_INTERVAL": 30, - "MAX_DRAWDOWN": 0.05, - "PDT_RULE": true, + "MAX_DRAWDOWN": 0.08, + "PDT_RULE": false, "USE_TRAILING_STOP": true, "PROFIT_TARGET_1": 2.0, "PROFIT_TARGET_2": 4.0, @@ -23,7 +23,7 @@ "LIMIT_ORDER_TIMEOUT": 60, "ADX_THRESHOLD": 30, "VOLUME_MULTIPLIER": 0.7, - "ATR_STOP_MULTIPLIER": 2.5, + "ATR_STOP_MULTIPLIER": 2.0, "MAX_HOLD_TIME": 3600, "REGIME_DETECTION": true, "MULTIFRAME_FILTER": false, @@ -41,7 +41,7 @@ "REQUIRE_MACD_CONFIRMATION": false, "MIN_RISK_REWARD": 2.0, "PULLBACK_PERCENTAGE": 0.382, - "ENABLE_SHORT_SELLING": true, + "ENABLE_SHORT_SELLING": false, "RSI_BUY_MAX": 65, "RSI_SELL_MIN": 35, "RSI_SELL_MAX": 70, diff --git a/alpaca_trader/engine.py b/alpaca_trader/engine.py index b768d70..4e37f75 100644 --- a/alpaca_trader/engine.py +++ b/alpaca_trader/engine.py @@ -65,7 +65,7 @@ DEFAULT_CONFIG = { "SHORT_WINDOW": 10, "LONG_WINDOW": 30, "MIN_NOTIONAL": 1.0, - "POLL_INTERVAL": 60, + "POLL_INTERVAL": 30, "MAX_DRAWDOWN": 0.08, "PDT_RULE": False, "USE_TRAILING_STOP": True, @@ -76,12 +76,12 @@ DEFAULT_CONFIG = { "ENABLE_SLIPPAGE": True, "SLIPPAGE_PCT": 0.0005, "COMMISSION_PCT": 0.0005, - "MIN_SIGNAL_STRENGTH": 0.5, + "MIN_SIGNAL_STRENGTH": 0.4, "BACKTEST_DAYS": 90, "USE_LIMIT_ORDERS": False, "LIMIT_ORDER_TIMEOUT": 60, "ADX_THRESHOLD": 30, - "VOLUME_MULTIPLIER": 1.0, + "VOLUME_MULTIPLIER": 0.7, "ATR_STOP_MULTIPLIER": 2.0, "MAX_HOLD_TIME": 3600, "REGIME_DETECTION": True, @@ -94,23 +94,23 @@ DEFAULT_CONFIG = { "VIX_THRESHOLD": 30, "USE_VIX_FILTER": False, "USE_FIBONACCI": False, - "MAX_TRADES_PER_DAY": 1, + "MAX_TRADES_PER_DAY": 3, "SKIP_MONDAYS_FRIDAYS": False, "USE_200_SMA_FILTER": False, - "REQUIRE_MACD_CONFIRMATION": True, + "REQUIRE_MACD_CONFIRMATION": False, "MIN_RISK_REWARD": 2.0, "PULLBACK_PERCENTAGE": 0.382, "ENABLE_SHORT_SELLING": False, - "RSI_BUY_MAX": 55, - "RSI_SELL_MIN": 45, + "RSI_BUY_MAX": 65, + "RSI_SELL_MIN": 35, "RSI_SELL_MAX": 70, "RSI_RANGE_OVERSOLD": 30, "RSI_RANGE_OVERBOUGHT": 70, - "REQUIRE_MA_CROSSOVER": True, + "REQUIRE_MA_CROSSOVER": False, "CROSSOVER_LOOKBACK": 3, - "REQUIRE_CASH_ACCOUNT": True, - "T1_SETTLEMENT_ENABLED": True, - "CASH_RESERVE_PCT": 0.1 + "REQUIRE_CASH_ACCOUNT": False, + "T1_SETTLEMENT_ENABLED": False, + "CASH_RESERVE_PCT": 0.0 } if not ENV_PATH.exists():