sami7777
8ea1df771b
- Reward function: profit is king, big bonus for profitable closes, penalty for losses - Removed hold penalty (sitting in cash when uncertain is smart) - Directional diversity: max 3 positions same direction (was 13/13 shorts) - Tighter SL/TP: 1.0%/1.5% (was 2.5%/5.0%) - Max 6 concurrent positions (was 250) - RL: reset brain, live_epsilon 0.12 (was 0.03), hidden_dim 256 - GA: tighter ATR ranges, 150 population, higher mutation - Min backtest Sharpe 0.3 (was -0.5, allowing losing strategies) - Closed all 13 bleeding OANDA short positions
132 lines
2.7 KiB
JSON
132 lines
2.7 KiB
JSON
{
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"alpaca": {
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"api_key": "PKIJPFNMNZ3YKYP765XD6ZPPJY",
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"secret_key": "42PuPEYG2nGbeMJiogiFKKLyPtkEHKtwwXJamRKpf4tL",
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"base_url": "https://paper-api.alpaca.markets"
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},
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"oanda": {
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"api_token": "860db6509bc2f430b0cbfe197012a628-310ea40d575131302e6a30c958260837",
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"account_id": "101-001-38661051-001",
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"practice": true
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},
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"trading": {
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"symbols": [
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"SPY",
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"QQQ",
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"IWM",
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"DIA",
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"AAPL",
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"MSFT",
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"GOOGL",
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"AMZN",
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"NVDA",
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"TSLA",
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"META",
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"JPM",
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"BAC",
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"GS",
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"MS",
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"JNJ",
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"UNH",
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"WMT",
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"PG",
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"XLE",
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"CVX",
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"XOM",
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"LMT",
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"RTX",
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"NOC",
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"GD",
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"USO",
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"GLD"
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],
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"forex_symbols": [
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"USD_JPY",
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"EUR_JPY",
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"GBP_JPY",
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"CAD_JPY",
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"AUD_JPY",
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"EUR_USD",
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"GBP_USD",
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"AUD_USD",
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"NZD_USD",
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"USD_CAD",
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"USD_CHF",
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"EUR_GBP",
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"EUR_CHF"
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],
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"cycle_interval_seconds": 60,
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"initial_capital": 200000,
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"target_capital": 250000,
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"commission_rate": 0.0,
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"min_trade_value": 50,
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"require_approval": false,
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"max_position_pct": 8,
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"max_concurrent_positions": 6,
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"stop_loss_pct": 1.0,
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"take_profit_pct": 1.5,
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"min_backtest_sharpe": 0.3,
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"max_correlated_positions": 3,
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"max_daily_trades": 50
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},
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"safety": {
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"max_position_pct": 10,
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"max_concurrent_positions": 6,
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"max_daily_trades": 50,
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"max_daily_loss_pct": 2,
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"max_total_loss_pct": 10,
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"min_trade_value": 100,
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"initial_capital": 200000
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},
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"rl": {
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"gamma": 0.95,
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"epsilon_start": 0.8,
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"epsilon_min": 0.08,
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"epsilon_decay": 0.9995,
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"learning_rate": 0.0005,
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"batch_size": 128,
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"memory_size": 250000,
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"target_update_freq": 50,
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"hidden_dim": 256,
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"live_epsilon": 0.12,
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"train_interval_hours": 0.1,
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"checkpoint_interval_hours": 1
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},
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"ga": {
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"population_size": 150,
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"elite_count": 8,
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"mutation_rate": 0.4,
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"mutation_strength": 0.3,
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"crossover_rate": 0.7,
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"tournament_size": 5,
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"evolution_interval_hours": 0.5,
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"generations_per_cycle": 30
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},
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"backtest": {
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"interval_seconds": 600,
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"lookback_days": 14,
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"initial_capital": 200000
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},
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"cache": {
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"warmup_lookback_days": 60,
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"update_interval_seconds": 60,
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"timeframes": [
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"5m",
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"1h"
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]
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},
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"database": {
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"path": "data/biggfish.db"
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},
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"reporting": {
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"dashboard_interval_seconds": 60,
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"save_to_file": true
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},
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"telegram": {
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"enabled": true,
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"bot_token": "8499352620:AAGVxZ2krfHS219xGRb-1-yGthMs45GjNg4",
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"chat_id": "637130179",
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"daily_report_hour": 21,
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"trade_alerts": true
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}
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} |