82 lines
1.9 KiB
JSON
82 lines
1.9 KiB
JSON
{
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"strategy": {
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"initial_equity": 1000000,
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"weakness_risk_pct": 0.0025,
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"confirmation_risk_pct": 0.005,
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"max_position_pct": 0.2,
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"max_extension_atr": 1.0,
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"min_mco_z_for_entry": -2.0,
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"min_rs_percentile": 70,
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"min_value_turnover_thb": 20000000,
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"min_price": 2,
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"partial_r_multiple": 2.0,
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"partial_fraction": 0.3333333333,
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"max_loss_pct": 0.08,
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"exit_mode": "close_below_ema21_low",
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"enable_rs": true,
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"enable_market_regime": true,
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"enable_mco": true,
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"enable_mcsi": true,
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"enable_higher_low": true,
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"enable_weekly": true,
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"enable_atr_filter": true,
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"require_market_support": true,
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"volume_pullback_ratio": 1.0,
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"base_breakout_window": 20,
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"heat": {
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"correction": 0.0,
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"repair": 0.005,
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"early_uptrend": 0.01,
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"confirmed_uptrend": 0.02,
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"uptrend_pullback": 0.02,
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"overbought": 0.0,
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"breakdown": 0.0
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}
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},
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"market_rules": {
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"default_board_lot": 100,
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"high_price_board_lot": 50,
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"high_price_threshold": 500,
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"high_price_months": 6,
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"minimum_quantity": 1,
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"etf_tick": 0.01
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},
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"costs": {
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"commission_rate": 0.0015,
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"fees_rate": 0.0,
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"sell_tax_rate": 0.0,
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"slippage_bps": 5.0
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},
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"rs_weights": {
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"one_month": 0.20,
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"three_month": 0.35,
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"twelve_month": 0.30,
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"high_52w": 0.15
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},
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"research": {
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"slope_lookback": 5,
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"atr_period": 14,
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"adr_period": 20,
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"mco_short_span": 19,
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"mco_long_span": 39,
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"mco_z_window": 252,
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"pivot_left_bars": 3,
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"pivot_right_bars": 3,
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"pullback_volume_window": 5,
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"tightness_window": 10,
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"overbought_extension_atr": 1.5,
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"mco_repair_sigma": 1.0
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},
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"focus_weights": {
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"rs": 25,
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"market_alignment": 20,
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"structure": 15,
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"higher_low": 10,
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"atr_distance": 10,
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"volume_behavior": 5,
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"tightness": 5,
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"sector_strength": 5,
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"weekly": 5
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}
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}
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