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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/engine.py
+7 -3
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@@ -84,7 +84,9 @@ DEFAULT_CONFIG = {
"REQUIRE_MACD_CONFIRMATION": False,
"MIN_RISK_REWARD": 1.5,
"PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": False
"ENABLE_SHORT_SELLING": False,
"RSI_BUY_MAX": 55,
"RSI_SELL_MIN": 45
}
if not ENV_PATH.exists():
@@ -184,6 +186,8 @@ REQUIRE_MACD_CONFIRMATION = bool(config["REQUIRE_MACD_CONFIRMATION"])
MIN_RISK_REWARD = float(config["MIN_RISK_REWARD"])
PULLBACK_PERCENTAGE = float(config["PULLBACK_PERCENTAGE"])
ENABLE_SHORT_SELLING = bool(config.get("ENABLE_SHORT_SELLING", False))
RSI_BUY_MAX = float(config.get("RSI_BUY_MAX", 55))
RSI_SELL_MIN = float(config.get("RSI_SELL_MIN", 45))
api = AlpacaClient(
os.getenv('APCA_API_KEY_ID'),
@@ -433,7 +437,7 @@ def advanced_signal_generator(symbol):
position_type = None
if regime == "trend":
if short_ma > long_ma and rsi_val < 55:
if short_ma > long_ma and rsi_val < RSI_BUY_MAX:
if REQUIRE_CANDLE_PATTERN and not bullish_pattern:
debug_print("Bullish signal rejected: candle pattern required")
elif REQUIRE_MACD_CONFIRMATION and macd_signal != "bullish":
@@ -445,7 +449,7 @@ def advanced_signal_generator(symbol):
position_type = "long"
debug_print(f"BUY signal: strength={strength:.2f}, stop=${stop:.2f}")
if short_ma < long_ma and rsi_val > 45:
if short_ma < long_ma and rsi_val > RSI_SELL_MIN:
if REQUIRE_CANDLE_PATTERN and not bearish_pattern:
debug_print("Bearish signal rejected: candle pattern required")
elif REQUIRE_MACD_CONFIRMATION and macd_signal != "bearish":