justin/alpaca-trader
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Set strict quality filters for 1 trade/day strategy - sniper mode

Browse Source
This commit is contained in:
Justin Oros
2026-02-04 16:19:46 -07:00
parent b64dc50ece
commit 3d435a1357
2 changed files with 14 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files
alpaca_trader/config.json
+8 -8
View File
@@ -2,11 +2,11 @@
"DEBUG_MODE": true, "DEBUG_MODE": true,
"SYMBOL": "SPY", "SYMBOL": "SPY",
"BAR_TIMEFRAME": "5Min", "BAR_TIMEFRAME": "5Min",
"RISK_PER_TRADE": 0.005, "RISK_PER_TRADE": 0.01,
"SHORT_WINDOW": 10, "SHORT_WINDOW": 10,
"LONG_WINDOW": 30, "LONG_WINDOW": 30,
"MIN_NOTIONAL": 1.0, "MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 60, "POLL_INTERVAL": 30,
"MAX_DRAWDOWN": 0.05, "MAX_DRAWDOWN": 0.05,
"PDT_RULE": true, "PDT_RULE": true,
"USE_TRAILING_STOP": true, "USE_TRAILING_STOP": true,
@@ -17,12 +17,12 @@
"ENABLE_SLIPPAGE": true, "ENABLE_SLIPPAGE": true,
"SLIPPAGE_PCT": 0.0005, "SLIPPAGE_PCT": 0.0005,
"COMMISSION_PCT": 0.0005, "COMMISSION_PCT": 0.0005,
"MIN_SIGNAL_STRENGTH": 0.3, "MIN_SIGNAL_STRENGTH": 0.5,
"BACKTEST_DAYS": 90, "BACKTEST_DAYS": 90,
"USE_LIMIT_ORDERS": false, "USE_LIMIT_ORDERS": false,
"LIMIT_ORDER_TIMEOUT": 60, "LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 25, "ADX_THRESHOLD": 30,
"VOLUME_MULTIPLIER": 0.5, "VOLUME_MULTIPLIER": 1.0,
"ATR_STOP_MULTIPLIER": 2.5, "ATR_STOP_MULTIPLIER": 2.5,
"MAX_HOLD_TIME": 3600, "MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": true, "REGIME_DETECTION": true,
@@ -35,10 +35,10 @@
"VIX_THRESHOLD": 30, "VIX_THRESHOLD": 30,
"USE_VIX_FILTER": false, "USE_VIX_FILTER": false,
"USE_FIBONACCI": false, "USE_FIBONACCI": false,
"MAX_TRADES_PER_DAY": 3, "MAX_TRADES_PER_DAY": 1,
"SKIP_MONDAYS_FRIDAYS": false, "SKIP_MONDAYS_FRIDAYS": false,
"USE_200_SMA_FILTER": false, "USE_200_SMA_FILTER": false,
"REQUIRE_MACD_CONFIRMATION": false, "REQUIRE_MACD_CONFIRMATION": true,
"MIN_RISK_REWARD": 2.0, "MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382, "PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": true, "ENABLE_SHORT_SELLING": true,
@@ -48,7 +48,7 @@
"RSI_RANGE_OVERSOLD": 30, "RSI_RANGE_OVERSOLD": 30,
"RSI_RANGE_OVERBOUGHT": 70, "RSI_RANGE_OVERBOUGHT": 70,
"REQUIRE_MA_CROSSOVER": true, "REQUIRE_MA_CROSSOVER": true,
"CROSSOVER_LOOKBACK": 5, "CROSSOVER_LOOKBACK": 3,
"REQUIRE_CASH_ACCOUNT": false, "REQUIRE_CASH_ACCOUNT": false,
"T1_SETTLEMENT_ENABLED": false, "T1_SETTLEMENT_ENABLED": false,
"CASH_RESERVE_PCT": 0.0 "CASH_RESERVE_PCT": 0.0
alpaca_trader/engine.py
+6 -6
View File
@@ -60,12 +60,12 @@ DEFAULT_CONFIG = {
"ENABLE_SLIPPAGE": True, "ENABLE_SLIPPAGE": True,
"SLIPPAGE_PCT": 0.0005, "SLIPPAGE_PCT": 0.0005,
"COMMISSION_PCT": 0.0005, "COMMISSION_PCT": 0.0005,
"MIN_SIGNAL_STRENGTH": 0.3, "MIN_SIGNAL_STRENGTH": 0.5,
"BACKTEST_DAYS": 90, "BACKTEST_DAYS": 90,
"USE_LIMIT_ORDERS": False, "USE_LIMIT_ORDERS": False,
"LIMIT_ORDER_TIMEOUT": 60, "LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 25, "ADX_THRESHOLD": 30,
"VOLUME_MULTIPLIER": 0.5, "VOLUME_MULTIPLIER": 1.0,
"ATR_STOP_MULTIPLIER": 2.0, "ATR_STOP_MULTIPLIER": 2.0,
"MAX_HOLD_TIME": 3600, "MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": True, "REGIME_DETECTION": True,
@@ -78,10 +78,10 @@ DEFAULT_CONFIG = {
"VIX_THRESHOLD": 30, "VIX_THRESHOLD": 30,
"USE_VIX_FILTER": False, "USE_VIX_FILTER": False,
"USE_FIBONACCI": False, "USE_FIBONACCI": False,
"MAX_TRADES_PER_DAY": 5, "MAX_TRADES_PER_DAY": 1,
"SKIP_MONDAYS_FRIDAYS": False, "SKIP_MONDAYS_FRIDAYS": False,
"USE_200_SMA_FILTER": False, "USE_200_SMA_FILTER": False,
"REQUIRE_MACD_CONFIRMATION": False, "REQUIRE_MACD_CONFIRMATION": True,
"MIN_RISK_REWARD": 2.0, "MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382, "PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": False, "ENABLE_SHORT_SELLING": False,
@@ -91,7 +91,7 @@ DEFAULT_CONFIG = {
"RSI_RANGE_OVERSOLD": 30, "RSI_RANGE_OVERSOLD": 30,
"RSI_RANGE_OVERBOUGHT": 70, "RSI_RANGE_OVERBOUGHT": 70,
"REQUIRE_MA_CROSSOVER": True, "REQUIRE_MA_CROSSOVER": True,
"CROSSOVER_LOOKBACK": 5, "CROSSOVER_LOOKBACK": 3,
"REQUIRE_CASH_ACCOUNT": True, "REQUIRE_CASH_ACCOUNT": True,
"T1_SETTLEMENT_ENABLED": True, "T1_SETTLEMENT_ENABLED": True,
"CASH_RESERVE_PCT": 0.1 "CASH_RESERVE_PCT": 0.1