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Add configurable RSI thresholds for buy/sell signals

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This commit is contained in:
Justin Oros
2026-02-02 14:10:23 -07:00
parent 91bafcc40d
commit 9522bd0488
2 changed files with 26 additions and 20 deletions
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alpaca_trader/config.json
+19 -17
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@@ -2,44 +2,46 @@
"DEBUG_MODE": true,
"SYMBOL": "SPY",
"BAR_TIMEFRAME": "5Min",
"RISK_PER_TRADE": 0.005,
"SHORT_WINDOW": 20,
"LONG_WINDOW": 50,
"RISK_PER_TRADE": 0.01,
"SHORT_WINDOW": 10,
"LONG_WINDOW": 30,
"MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 60,
"MAX_DRAWDOWN": 0.12,
"MAX_DRAWDOWN": 0.08,
"PDT_RULE": true,
"USE_TRAILING_STOP": true,
"PROFIT_TARGET_1": 1.5,
"PROFIT_TARGET_2": 3.0,
"PROFIT_TARGET_1": 2.0,
"PROFIT_TARGET_2": 4.0,
"VOLATILITY_ADJUSTMENT": true,
"MARKET_HOURS_FILTER": false,
"ENABLE_SLIPPAGE": true,
"SLIPPAGE_PCT": 0.0005,
"COMMISSION_PCT": 0.0005,
"MIN_SIGNAL_STRENGTH": 0.5,
"MIN_SIGNAL_STRENGTH": 0.0,
"BACKTEST_DAYS": 90,
"USE_LIMIT_ORDERS": true,
"USE_LIMIT_ORDERS": false,
"LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 20,
"ADX_THRESHOLD": 25,
"VOLUME_MULTIPLIER": 0.5,
"ATR_STOP_MULTIPLIER": 1.5,
"MAX_HOLD_TIME": 7200,
"ATR_STOP_MULTIPLIER": 2.0,
"MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": true,
"MULTIFRAME_FILTER": true,
"MULTIFRAME_FILTER": false,
"BB_WINDOW": 20,
"BB_STD": 2.0,
"USE_EMA": true,
"REQUIRE_CANDLE_PATTERN": false,
"USE_PIVOT_POINTS": false,
"VIX_THRESHOLD": 20,
"USE_VIX_FILTER": true,
"VIX_THRESHOLD": 30,
"USE_VIX_FILTER": false,
"USE_FIBONACCI": false,
"MAX_TRADES_PER_DAY": 5,
"SKIP_MONDAYS_FRIDAYS": false,
"USE_200_SMA_FILTER": true,
"USE_200_SMA_FILTER": false,
"REQUIRE_MACD_CONFIRMATION": false,
"MIN_RISK_REWARD": 1.5,
"MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": true
"ENABLE_SHORT_SELLING": true,
"RSI_BUY_MAX": 55,
"RSI_SELL_MIN": 30
}