From 1ce7da39fc4ff91952fa583976498de914810725 Mon Sep 17 00:00:00 2001
From: Justin Oros <JustinOros@gmail.com>
Date: Wed, 4 Feb 2026 14:33:15 -0700
Subject: [PATCH] Update README.md

---
 README.md | 64 ++++++++++++++++++++++++++++++++++++++++++++++++++++---
 1 file changed, 61 insertions(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 01b1fc1..7207ab4 100644
--- a/README.md
+++ b/README.md
@@ -11,6 +11,7 @@ Automated day trading bot for Alpaca Markets using technical indicators and risk
 - Position sizing based on account equity and risk per trade
 - Support for both long and short positions
 - Configurable via JSON config file
+- Comprehensive debug logging
 
 ## Requirements
 
@@ -53,11 +54,24 @@ python3 -m alpaca_trader
 
 ## Key Parameters
 
+### General Settings
+- **DEBUG_MODE**: Enable detailed debug logging (default: true)
+- **BAR_TIMEFRAME**: Candlestick timeframe for analysis (default: "5Min")
+- **POLL_INTERVAL**: Seconds between market checks (default: 60)
+- **MIN_NOTIONAL**: Minimum position size in dollars (default: 1.0)
+- **PDT_RULE**: Enforce pattern day trader rules (default: true)
+
 ### Entry/Exit Signals
 - **SHORT_WINDOW**: Fast moving average period (default: 10)
 - **LONG_WINDOW**: Slow moving average period (default: 30)
-- **RSI_BUY_MAX**: Maximum RSI for buy signals (default: 55)
-- **RSI_SELL_MIN**: Minimum RSI for sell signals (default: 30)
+- **USE_EMA**: Use EMA instead of SMA (default: true)
+- **REQUIRE_MA_CROSSOVER**: Require recent MA crossover for signals (default: true)
+- **CROSSOVER_LOOKBACK**: Bars to look back for crossovers (default: 5)
+- **RSI_BUY_MAX**: Maximum RSI for buy signals in trend (default: 55)
+- **RSI_SELL_MIN**: Minimum RSI for sell signals in trend (default: 45)
+- **RSI_SELL_MAX**: Maximum RSI for sell signals in trend (default: 70)
+- **RSI_RANGE_OVERSOLD**: RSI threshold for range-bound buy (default: 30)
+- **RSI_RANGE_OVERBOUGHT**: RSI threshold for range-bound sell (default: 70)
 - **ADX_THRESHOLD**: Minimum ADX for trend detection (default: 25)
 - **MIN_SIGNAL_STRENGTH**: Minimum signal strength threshold (default: 0.3)
 
@@ -67,17 +81,61 @@ python3 -m alpaca_trader
 - **PROFIT_TARGET_1**: First profit target in R (default: 2.0)
 - **PROFIT_TARGET_2**: Second profit target in R (default: 4.0)
 - **MAX_DRAWDOWN**: Maximum account drawdown threshold (default: 0.08)
+- **MAX_HOLD_TIME**: Maximum position hold time in seconds (default: 3600)
+- **MIN_RISK_REWARD**: Minimum risk/reward ratio required (default: 2.0)
+- **VOLATILITY_ADJUSTMENT**: Adjust position size based on volatility (default: true)
+
+### Technical Indicators
+- **BB_WINDOW**: Bollinger Bands period (default: 20)
+- **BB_STD**: Bollinger Bands standard deviation (default: 2.0)
+- **REQUIRE_CANDLE_PATTERN**: Require bullish/bearish candle patterns (default: false)
+- **REQUIRE_MACD_CONFIRMATION**: Require MACD crossover confirmation (default: false)
 
 ### Filters
+- **REGIME_DETECTION**: Enable market regime detection (default: true)
 - **MULTIFRAME_FILTER**: Enable hourly timeframe confirmation (default: false)
 - **USE_VIX_FILTER**: Filter trades based on VIX (default: false)
+- **VIX_THRESHOLD**: Maximum VIX level to allow trades (default: 30)
 - **USE_200_SMA_FILTER**: Filter based on 200-day SMA (default: false)
 - **VOLUME_MULTIPLIER**: Minimum volume as multiple of average (default: 0.5)
+- **MARKET_HOURS_FILTER**: Only trade during specific hours (default: false)
+- **SKIP_MONDAYS_FRIDAYS**: Skip trading on Mondays and Fridays (default: false)
+
+### Order Execution
+- **USE_LIMIT_ORDERS**: Use limit orders instead of market orders (default: false)
+- **LIMIT_ORDER_TIMEOUT**: Seconds to wait for limit order fill (default: 60)
+- **ENABLE_SLIPPAGE**: Account for slippage in backtesting (default: true)
+- **SLIPPAGE_PCT**: Estimated slippage percentage (default: 0.0005)
+- **COMMISSION_PCT**: Commission percentage per trade (default: 0.0005)
+
+### Backtesting
+- **BACKTEST_DAYS**: Days of historical data for backtesting (default: 90)
+
+### Advanced Features
+- **USE_PIVOT_POINTS**: Use pivot point analysis (default: false)
+- **USE_FIBONACCI**: Use Fibonacci retracement levels (default: false)
+- **PULLBACK_PERCENTAGE**: Fibonacci pullback level (default: 0.382)
 
 ## Logging
 
 - `trading.log`: Main trading activity log
-- `debug.log`: Detailed debug information
+- `debug.log`: Detailed debug information (when DEBUG_MODE is enabled)
+
+## Architecture
+
+```
+alpaca_trader/
+├── __init__.py         # Package initialization
+├── __main__.py         # Module entry point
+├── api.py              # Alpaca API wrapper with retry logic
+├── engine.py           # Main trading engine
+├── indicators.py       # Technical indicator calculations
+├── filters.py          # Market filters and regime detection
+├── risk.py             # Risk management data structures
+├── utils.py            # Utility functions
+├── config.json         # Configuration parameters
+└── .env                # API credentials (create this)
+```
 
 ## Warning