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config.json
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executable file
·47 lines (47 loc) · 1.01 KB
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{
"api": {
"rest_base_url": "https://api.binance.us",
"ws_base_url": "wss://stream.binance.us:9443/ws"
},
"trading": {
"capital_start": 2000.0,
"risk_pct": 0.02,
"max_drawdown_pct": 6.0,
"cooldown_sec": 60
},
"dynamic_risk": {
"enabled": true,
"max_risk_pct": 0.04,
"min_risk_pct": 0.01,
"win_streak_increment": 0.005,
"loss_streak_decrement": 0.01,
"streak_threshold": 2
},
"correlation_analysis": {
"enabled": true,
"period": 50,
"correlation_threshold": 0.8,
"max_correlated_positions": 1
},
"backtest": {
"enabled": false,
"data_folder": "historical_data",
"start_date": "2023-01-01T00:00:00Z",
"end_date": "2023-02-01T00:00:00Z"
},
"strategy": {
"timeframe": "1m",
"htf_timeframe": "15m",
"atr_period": 14,
"atr_mult": 3.0,
"htf_ema_period": 200,
"entry_confidence_threshold": 70
},
"display": {
"rolling_len": 15,
"pnl_history_len": 20
},
"scanner": {
"scan_interval_sec": 3600
}
}