Add cash account support with T+1 settlement tracking and disable short selling by default

This commit is contained in:
Justin Oros
2026-02-04 15:47:43 -07:00
parent 1ce7da39fc
commit b29b74587a
3 changed files with 133 additions and 20 deletions
+10 -7
View File
@@ -2,13 +2,13 @@
"DEBUG_MODE": true,
"SYMBOL": "SPY",
"BAR_TIMEFRAME": "5Min",
"RISK_PER_TRADE": 0.01,
"RISK_PER_TRADE": 0.005,
"SHORT_WINDOW": 10,
"LONG_WINDOW": 30,
"MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 60,
"MAX_DRAWDOWN": 0.08,
"PDT_RULE": true,
"MAX_DRAWDOWN": 0.05,
"PDT_RULE": false,
"USE_TRAILING_STOP": true,
"PROFIT_TARGET_1": 2.0,
"PROFIT_TARGET_2": 4.0,
@@ -23,7 +23,7 @@
"LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 25,
"VOLUME_MULTIPLIER": 0.5,
"ATR_STOP_MULTIPLIER": 2.0,
"ATR_STOP_MULTIPLIER": 2.5,
"MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": true,
"MULTIFRAME_FILTER": false,
@@ -35,18 +35,21 @@
"VIX_THRESHOLD": 30,
"USE_VIX_FILTER": false,
"USE_FIBONACCI": false,
"MAX_TRADES_PER_DAY": 5,
"MAX_TRADES_PER_DAY": 3,
"SKIP_MONDAYS_FRIDAYS": false,
"USE_200_SMA_FILTER": false,
"REQUIRE_MACD_CONFIRMATION": false,
"MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": true,
"ENABLE_SHORT_SELLING": false,
"RSI_BUY_MAX": 55,
"RSI_SELL_MIN": 45,
"RSI_SELL_MAX": 70,
"RSI_RANGE_OVERSOLD": 30,
"RSI_RANGE_OVERBOUGHT": 70,
"REQUIRE_MA_CROSSOVER": true,
"CROSSOVER_LOOKBACK": 5
"CROSSOVER_LOOKBACK": 5,
"REQUIRE_CASH_ACCOUNT": true,
"T1_SETTLEMENT_ENABLED": true,
"CASH_RESERVE_PCT": 0.1
}