2840d9b0b3
- Implement 5-try Chase logic for Maker (Limit Post-Only) orders. - Add 'attempts' column to CSV transaction log for performance tracking. - Update backtest engine (v1.7.9) with Stop Loss and Maker fee simulation. - Log failed chase sequences explicitly as "Failed (Chase Timeout)". - Consolidate order processing into internal helper methods.
46 lines
1.3 KiB
YAML
46 lines
1.3 KiB
YAML
# Ping-Pong Strategy Configuration
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# Trading Pair & Timeframe
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symbol: BTCUSD
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interval: "1" # Minutes (1, 3, 5, 15, 30, 60, 120, 240, 360, 720, D, W, M)
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# Indicator Settings
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rsi:
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period: 14
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overbought: 70
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oversold: 30
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TF: 1 # same as symbol's interval
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enabled_for_open: true
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enabled_for_close: true
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hurst:
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period: 30
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multiplier: 1.8
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TF: 1 # same as symbol's interval
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enabled_for_open: true
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enabled_for_close: true
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# Strategy Settings
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direction: "long" # "long" or "short"
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capital: 1000.0 # Initial capital for calculations (informational)
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leverage_long: 10.0 # Leverage for LONG mode
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leverage_short: 5.0 # Leverage for SHORT mode
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max_effective_leverage: 2.5 # Cap on total position size relative to equity
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pos_size_margin: 20.0 # Margin per 'ping' (USD)
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#take_profit_pct: 1.5 # Target profit percentage per exit (1.5 = 1.5%)
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partial_exit_pct: 0.15 # 15% of position closed on each TP hit
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min_position_value_usd: 15.0 # Minimum remaining value to keep position open
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# Execution Settings
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loop_interval_seconds: 5 # How often to check for new data
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execution_type: "maker" # "maker" (Limit Post-Only) or "taker" (Market)
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debug_mode: false
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# Robustness Settings
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robustness:
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enabled: true
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max_retries: 3
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retry_window_seconds: 300 # 5 minutes
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autostart_on_reboot: true
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