From 3d435a1357461bf5ccbf59f8cc074307b06ef705 Mon Sep 17 00:00:00 2001 From: Justin Oros Date: Wed, 4 Feb 2026 16:19:46 -0700 Subject: [PATCH] Set strict quality filters for 1 trade/day strategy - sniper mode --- alpaca_trader/config.json | 16 ++++++++-------- alpaca_trader/engine.py | 12 ++++++------ 2 files changed, 14 insertions(+), 14 deletions(-) diff --git a/alpaca_trader/config.json b/alpaca_trader/config.json index a2de519..f2584b4 100644 --- a/alpaca_trader/config.json +++ b/alpaca_trader/config.json @@ -2,11 +2,11 @@ "DEBUG_MODE": true, "SYMBOL": "SPY", "BAR_TIMEFRAME": "5Min", - "RISK_PER_TRADE": 0.005, + "RISK_PER_TRADE": 0.01, "SHORT_WINDOW": 10, "LONG_WINDOW": 30, "MIN_NOTIONAL": 1.0, - "POLL_INTERVAL": 60, + "POLL_INTERVAL": 30, "MAX_DRAWDOWN": 0.05, "PDT_RULE": true, "USE_TRAILING_STOP": true, @@ -17,12 +17,12 @@ "ENABLE_SLIPPAGE": true, "SLIPPAGE_PCT": 0.0005, "COMMISSION_PCT": 0.0005, - "MIN_SIGNAL_STRENGTH": 0.3, + "MIN_SIGNAL_STRENGTH": 0.5, "BACKTEST_DAYS": 90, "USE_LIMIT_ORDERS": false, "LIMIT_ORDER_TIMEOUT": 60, - "ADX_THRESHOLD": 25, - "VOLUME_MULTIPLIER": 0.5, + "ADX_THRESHOLD": 30, + "VOLUME_MULTIPLIER": 1.0, "ATR_STOP_MULTIPLIER": 2.5, "MAX_HOLD_TIME": 3600, "REGIME_DETECTION": true, @@ -35,10 +35,10 @@ "VIX_THRESHOLD": 30, "USE_VIX_FILTER": false, "USE_FIBONACCI": false, - "MAX_TRADES_PER_DAY": 3, + "MAX_TRADES_PER_DAY": 1, "SKIP_MONDAYS_FRIDAYS": false, "USE_200_SMA_FILTER": false, - "REQUIRE_MACD_CONFIRMATION": false, + "REQUIRE_MACD_CONFIRMATION": true, "MIN_RISK_REWARD": 2.0, "PULLBACK_PERCENTAGE": 0.382, "ENABLE_SHORT_SELLING": true, @@ -48,7 +48,7 @@ "RSI_RANGE_OVERSOLD": 30, "RSI_RANGE_OVERBOUGHT": 70, "REQUIRE_MA_CROSSOVER": true, - "CROSSOVER_LOOKBACK": 5, + "CROSSOVER_LOOKBACK": 3, "REQUIRE_CASH_ACCOUNT": false, "T1_SETTLEMENT_ENABLED": false, "CASH_RESERVE_PCT": 0.0 diff --git a/alpaca_trader/engine.py b/alpaca_trader/engine.py index 7153479..aff4272 100644 --- a/alpaca_trader/engine.py +++ b/alpaca_trader/engine.py @@ -60,12 +60,12 @@ DEFAULT_CONFIG = { "ENABLE_SLIPPAGE": True, "SLIPPAGE_PCT": 0.0005, "COMMISSION_PCT": 0.0005, - "MIN_SIGNAL_STRENGTH": 0.3, + "MIN_SIGNAL_STRENGTH": 0.5, "BACKTEST_DAYS": 90, "USE_LIMIT_ORDERS": False, "LIMIT_ORDER_TIMEOUT": 60, - "ADX_THRESHOLD": 25, - "VOLUME_MULTIPLIER": 0.5, + "ADX_THRESHOLD": 30, + "VOLUME_MULTIPLIER": 1.0, "ATR_STOP_MULTIPLIER": 2.0, "MAX_HOLD_TIME": 3600, "REGIME_DETECTION": True, @@ -78,10 +78,10 @@ DEFAULT_CONFIG = { "VIX_THRESHOLD": 30, "USE_VIX_FILTER": False, "USE_FIBONACCI": False, - "MAX_TRADES_PER_DAY": 5, + "MAX_TRADES_PER_DAY": 1, "SKIP_MONDAYS_FRIDAYS": False, "USE_200_SMA_FILTER": False, - "REQUIRE_MACD_CONFIRMATION": False, + "REQUIRE_MACD_CONFIRMATION": True, "MIN_RISK_REWARD": 2.0, "PULLBACK_PERCENTAGE": 0.382, "ENABLE_SHORT_SELLING": False, @@ -91,7 +91,7 @@ DEFAULT_CONFIG = { "RSI_RANGE_OVERSOLD": 30, "RSI_RANGE_OVERBOUGHT": 70, "REQUIRE_MA_CROSSOVER": True, - "CROSSOVER_LOOKBACK": 5, + "CROSSOVER_LOOKBACK": 3, "REQUIRE_CASH_ACCOUNT": True, "T1_SETTLEMENT_ENABLED": True, "CASH_RESERVE_PCT": 0.1