justin/alpaca-trader
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Update DEFAULT_CONFIG to paper margin optimized settings

Browse Source
This commit is contained in:
Justin Oros
2026-02-05 10:53:03 -07:00
parent b99a4e7689
commit f9815012e9
2 changed files with 15 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files
alpaca_trader/config.json
+4 -4
View File
@@ -7,8 +7,8 @@
"LONG_WINDOW": 30,
"MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 30,
"MAX_DRAWDOWN": 0.05,
"PDT_RULE": true,
"MAX_DRAWDOWN": 0.08,
"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": 30,
"VOLUME_MULTIPLIER": 0.7,
"ATR_STOP_MULTIPLIER": 2.5,
"ATR_STOP_MULTIPLIER": 2.0,
"MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": true,
"MULTIFRAME_FILTER": false,
@@ -41,7 +41,7 @@
"REQUIRE_MACD_CONFIRMATION": false,
"MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": true,
"ENABLE_SHORT_SELLING": false,
"RSI_BUY_MAX": 65,
"RSI_SELL_MIN": 35,
"RSI_SELL_MAX": 70,
alpaca_trader/engine.py
+11 -11
View File
@@ -65,7 +65,7 @@ DEFAULT_CONFIG = {
"SHORT_WINDOW": 10,
"LONG_WINDOW": 30,
"MIN_NOTIONAL": 1.0,
"POLL_INTERVAL": 60,
"POLL_INTERVAL": 30,
"MAX_DRAWDOWN": 0.08,
"PDT_RULE": False,
"USE_TRAILING_STOP": True,
@@ -76,12 +76,12 @@ DEFAULT_CONFIG = {
"ENABLE_SLIPPAGE": True,
"SLIPPAGE_PCT": 0.0005,
"COMMISSION_PCT": 0.0005,
"MIN_SIGNAL_STRENGTH": 0.5,
"MIN_SIGNAL_STRENGTH": 0.4,
"BACKTEST_DAYS": 90,
"USE_LIMIT_ORDERS": False,
"LIMIT_ORDER_TIMEOUT": 60,
"ADX_THRESHOLD": 30,
"VOLUME_MULTIPLIER": 1.0,
"VOLUME_MULTIPLIER": 0.7,
"ATR_STOP_MULTIPLIER": 2.0,
"MAX_HOLD_TIME": 3600,
"REGIME_DETECTION": True,
@@ -94,23 +94,23 @@ DEFAULT_CONFIG = {
"VIX_THRESHOLD": 30,
"USE_VIX_FILTER": False,
"USE_FIBONACCI": False,
"MAX_TRADES_PER_DAY": 1,
"MAX_TRADES_PER_DAY": 3,
"SKIP_MONDAYS_FRIDAYS": False,
"USE_200_SMA_FILTER": False,
"REQUIRE_MACD_CONFIRMATION": True,
"REQUIRE_MACD_CONFIRMATION": False,
"MIN_RISK_REWARD": 2.0,
"PULLBACK_PERCENTAGE": 0.382,
"ENABLE_SHORT_SELLING": False,
"RSI_BUY_MAX": 55,
"RSI_SELL_MIN": 45,
"RSI_BUY_MAX": 65,
"RSI_SELL_MIN": 35,
"RSI_SELL_MAX": 70,
"RSI_RANGE_OVERSOLD": 30,
"RSI_RANGE_OVERBOUGHT": 70,
"REQUIRE_MA_CROSSOVER": True,
"REQUIRE_MA_CROSSOVER": False,
"CROSSOVER_LOOKBACK": 3,
"REQUIRE_CASH_ACCOUNT": True,
"T1_SETTLEMENT_ENABLED": True,
"CASH_RESERVE_PCT": 0.1
"REQUIRE_CASH_ACCOUNT": False,
"T1_SETTLEMENT_ENABLED": False,
"CASH_RESERVE_PCT": 0.0
}
if not ENV_PATH.exists():