82c68fa8b0
- Switch to oil stocks (USO, XLE, OXY, CVX, XOM, SLB, HAL, DVN, MPC, VLO) - Add JPY/USD forex pairs for Japan targeting - 7-action RL space: long, short, close (was 5 long-only actions) - Bollinger Band mean-reversion scalp entries both directions - 5-minute candles with 60-second cycles for scalping - 35 features (added VWAP, fast RSI, fast ROC for scalping) - Short position support in backtest, executor, and RL environment - GA tuned for scalping: tighter SL/TP, shorter hold times Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
38 lines
944 B
JSON
38 lines
944 B
JSON
{
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"alpaca": {
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"api_key": "YOUR_ALPACA_PAPER_API_KEY",
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"secret_key": "YOUR_ALPACA_PAPER_SECRET_KEY",
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"base_url": "https://paper-api.alpaca.markets"
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},
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"trading": {
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"initial_capital": 100,
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"target_capital": 1000,
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"max_position_size_pct": 20,
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"max_daily_loss_pct": 5,
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"max_total_loss_pct": 15,
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"require_approval": true
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},
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"portfolio": {
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"small_cap_threshold": 2000000000,
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"mid_cap_threshold": 10000000000,
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"initial_focus": "small_cap",
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"transition_rules": {
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"at_200": "80% small, 20% mid",
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"at_400": "60% small, 30% mid, 10% large",
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"at_700": "40% small, 30% mid, 30% large"
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}
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},
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"research": {
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"screening_interval_hours": 6,
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"news_check_interval_hours": 2,
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"max_watchlist_size": 50,
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"min_volume": 500000,
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"min_price": 2.0
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},
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"reporting": {
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"daily_report_time": "16:30",
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"telegram_enabled": true,
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"save_to_file": true
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}
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}
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