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Update DEFAULT_CONFIG to paper margin optimized settings

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justin committed 2026-02-05 10:53:03 -07:00
1 parent b99a4e7689
commit f9815012e9
2 files changed
+15 -15
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alpaca_trader/config.json
+4 -4
View File
@@ -7,8 +7,8 @@
"LONG_WINDOW": 30, "LONG_WINDOW": 30,
"MIN_NOTIONAL": 1.0, "MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 30, "POLL_INTERVAL": 30,
"MAX_DRAWDOWN": 0.05, "MAX_DRAWDOWN": 0.08,
"PDT_RULE": true, "PDT_RULE": false,
"USE_TRAILING_STOP": true, "USE_TRAILING_STOP": true,
"PROFIT_TARGET_1": 2.0, "PROFIT_TARGET_1": 2.0,
"PROFIT_TARGET_2": 4.0, "PROFIT_TARGET_2": 4.0,
@@ -23,7 +23,7 @@
"LIMIT_ORDER_TIMEOUT": 60, "LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 30, "ADX_THRESHOLD": 30,
"VOLUME_MULTIPLIER": 0.7, "VOLUME_MULTIPLIER": 0.7,
"ATR_STOP_MULTIPLIER": 2.5, "ATR_STOP_MULTIPLIER": 2.0,
"MAX_HOLD_TIME": 3600, "MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": true, "REGIME_DETECTION": true,
"MULTIFRAME_FILTER": false, "MULTIFRAME_FILTER": false,
@@ -41,7 +41,7 @@
"REQUIRE_MACD_CONFIRMATION": false, "REQUIRE_MACD_CONFIRMATION": false,
"MIN_RISK_REWARD": 2.0, "MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382, "PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": true, "ENABLE_SHORT_SELLING": false,
"RSI_BUY_MAX": 65, "RSI_BUY_MAX": 65,
"RSI_SELL_MIN": 35, "RSI_SELL_MIN": 35,
"RSI_SELL_MAX": 70, "RSI_SELL_MAX": 70,
alpaca_trader/engine.py
+11 -11
View File
@@ -65,7 +65,7 @@ DEFAULT_CONFIG = {
"SHORT_WINDOW": 10, "SHORT_WINDOW": 10,
"LONG_WINDOW": 30, "LONG_WINDOW": 30,
"MIN_NOTIONAL": 1.0, "MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 60, "POLL_INTERVAL": 30,
"MAX_DRAWDOWN": 0.08, "MAX_DRAWDOWN": 0.08,
"PDT_RULE": False, "PDT_RULE": False,
"USE_TRAILING_STOP": True, "USE_TRAILING_STOP": True,
@@ -76,12 +76,12 @@ DEFAULT_CONFIG = {
"ENABLE_SLIPPAGE": True, "ENABLE_SLIPPAGE": True,
"SLIPPAGE_PCT": 0.0005, "SLIPPAGE_PCT": 0.0005,
"COMMISSION_PCT": 0.0005, "COMMISSION_PCT": 0.0005,
"MIN_SIGNAL_STRENGTH": 0.5, "MIN_SIGNAL_STRENGTH": 0.4,
"BACKTEST_DAYS": 90, "BACKTEST_DAYS": 90,
"USE_LIMIT_ORDERS": False, "USE_LIMIT_ORDERS": False,
"LIMIT_ORDER_TIMEOUT": 60, "LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 30, "ADX_THRESHOLD": 30,
"VOLUME_MULTIPLIER": 1.0, "VOLUME_MULTIPLIER": 0.7,
"ATR_STOP_MULTIPLIER": 2.0, "ATR_STOP_MULTIPLIER": 2.0,
"MAX_HOLD_TIME": 3600, "MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": True, "REGIME_DETECTION": True,
@@ -94,23 +94,23 @@ DEFAULT_CONFIG = {
"VIX_THRESHOLD": 30, "VIX_THRESHOLD": 30,
"USE_VIX_FILTER": False, "USE_VIX_FILTER": False,
"USE_FIBONACCI": False, "USE_FIBONACCI": False,
"MAX_TRADES_PER_DAY": 1, "MAX_TRADES_PER_DAY": 3,
"SKIP_MONDAYS_FRIDAYS": False, "SKIP_MONDAYS_FRIDAYS": False,
"USE_200_SMA_FILTER": False, "USE_200_SMA_FILTER": False,
"REQUIRE_MACD_CONFIRMATION": True, "REQUIRE_MACD_CONFIRMATION": False,
"MIN_RISK_REWARD": 2.0, "MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382, "PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": False, "ENABLE_SHORT_SELLING": False,
"RSI_BUY_MAX": 55, "RSI_BUY_MAX": 65,
"RSI_SELL_MIN": 45, "RSI_SELL_MIN": 35,
"RSI_SELL_MAX": 70, "RSI_SELL_MAX": 70,
"RSI_RANGE_OVERSOLD": 30, "RSI_RANGE_OVERSOLD": 30,
"RSI_RANGE_OVERBOUGHT": 70, "RSI_RANGE_OVERBOUGHT": 70,
"REQUIRE_MA_CROSSOVER": True, "REQUIRE_MA_CROSSOVER": False,
"CROSSOVER_LOOKBACK": 3, "CROSSOVER_LOOKBACK": 3,
"REQUIRE_CASH_ACCOUNT": True, "REQUIRE_CASH_ACCOUNT": False,
"T1_SETTLEMENT_ENABLED": True, "T1_SETTLEMENT_ENABLED": False,
"CASH_RESERVE_PCT": 0.1 "CASH_RESERVE_PCT": 0.0
} }
if not ENV_PATH.exists(): if not ENV_PATH.exists():