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Update config to 15Min bars with optimized parameters for better signal quality

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This commit is contained in:
Justin Oros
2026-02-09 14:26:26 -07:00
parent bcf591c940
commit bf3d13d47f
1 changed files with 10 additions and 10 deletions
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alpaca_trader/config.json
+10 -10
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@@ -1,17 +1,17 @@
{ {
"DEBUG_MODE": true, "DEBUG_MODE": true,
"SYMBOL": "QQQ", "SYMBOL": "SPY",
"BAR_TIMEFRAME": "5Min", "BAR_TIMEFRAME": "15Min",
"RISK_PER_TRADE": 0.01, "RISK_PER_TRADE": 0.01,
"SHORT_WINDOW": 10, "SHORT_WINDOW": 20,
"LONG_WINDOW": 30, "LONG_WINDOW": 50,
"MIN_NOTIONAL": 1.0, "MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 30, "POLL_INTERVAL": 60,
"MAX_DRAWDOWN": 0.08, "MAX_DRAWDOWN": 0.08,
"PDT_RULE": false, "PDT_RULE": false,
"USE_TRAILING_STOP": true, "USE_TRAILING_STOP": true,
"PROFIT_TARGET_1": 2.0, "PROFIT_TARGET_1": 2.0,
"PROFIT_TARGET_2": 4.0, "PROFIT_TARGET_2": 3.0,
"VOLATILITY_ADJUSTMENT": true, "VOLATILITY_ADJUSTMENT": true,
"MARKET_HOURS_FILTER": false, "MARKET_HOURS_FILTER": false,
"ENABLE_SLIPPAGE": true, "ENABLE_SLIPPAGE": true,
@@ -21,12 +21,12 @@
"BACKTEST_DAYS": 90, "BACKTEST_DAYS": 90,
"USE_LIMIT_ORDERS": false, "USE_LIMIT_ORDERS": false,
"LIMIT_ORDER_TIMEOUT": 60, "LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 30, "ADX_THRESHOLD": 25,
"VOLUME_MULTIPLIER": 0.7, "VOLUME_MULTIPLIER": 0.7,
"ATR_STOP_MULTIPLIER": 2.0, "ATR_STOP_MULTIPLIER": 2.0,
"MAX_HOLD_TIME": 3600, "MAX_HOLD_TIME": 7200,
"REGIME_DETECTION": true, "REGIME_DETECTION": true,
"MULTIFRAME_FILTER": false, "MULTIFRAME_FILTER": true,
"BB_WINDOW": 20, "BB_WINDOW": 20,
"BB_STD": 2.0, "BB_STD": 2.0,
"USE_EMA": true, "USE_EMA": true,
@@ -37,7 +37,7 @@
"USE_FIBONACCI": false, "USE_FIBONACCI": false,
"MAX_TRADES_PER_DAY": 3, "MAX_TRADES_PER_DAY": 3,
"SKIP_MONDAYS_FRIDAYS": false, "SKIP_MONDAYS_FRIDAYS": false,
"USE_200_SMA_FILTER": false, "USE_200_SMA_FILTER": true,
"REQUIRE_MACD_CONFIRMATION": false, "REQUIRE_MACD_CONFIRMATION": false,
"MIN_RISK_REWARD": 2.0, "MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382, "PULLBACK_PERCENTAGE": 0.382,