diff --git a/alpaca_trader/config.json b/alpaca_trader/config.json index 834fd53..c10a346 100644 --- a/alpaca_trader/config.json +++ b/alpaca_trader/config.json @@ -8,7 +8,7 @@ "MIN_NOTIONAL": 1.0, "POLL_INTERVAL": 300, "MAX_DRAWDOWN": 0.08, - "PDT_RULE": false, + "PDT_RULE": true, "USE_TRAILING_STOP": true, "PROFIT_TARGET_1": 2.0, "PROFIT_TARGET_2": 3.0, diff --git a/alpaca_trader/engine.py b/alpaca_trader/engine.py index 77da9fb..900683f 100644 --- a/alpaca_trader/engine.py +++ b/alpaca_trader/engine.py @@ -259,9 +259,6 @@ MIN_NOTIONAL = float(config["MIN_NOTIONAL"]) POLL_INTERVAL = int(config["POLL_INTERVAL"]) MAX_DRAWDOWN = float(config["MAX_DRAWDOWN"]) PDT_RULE = bool(config["PDT_RULE"]) -if PDT_RULE: - _startup_pdt = PDTTracker() - logger.info(f" PDT Rule Enforcement: ON ({_startup_pdt.rolling_count()}/3 trades used, {_startup_pdt.remaining()} remaining this window)") USE_TRAILING_STOP = bool(config["USE_TRAILING_STOP"]) PROFIT_TARGET_1 = float(config["PROFIT_TARGET_1"]) PROFIT_TARGET_2 = float(config["PROFIT_TARGET_2"]) @@ -426,6 +423,10 @@ class PositionState: signal_state = SignalState() position_state = PositionState() +if PDT_RULE: + _startup_pdt = PDTTracker() + logger.info(f" PDT Rule Enforcement: ON ({_startup_pdt.rolling_count()}/3 trades used, {_startup_pdt.remaining()} remaining this window)") + def save_session_state(trades_today, opening_equity, last_bullish_crossover, last_bearish_crossover, session_date): try: state_data = {