This commit is contained in:
Oleg Sheynin
2025-07-18 22:51:29 +00:00
parent 2272a31765
commit 705330a9f7
6 changed files with 2271 additions and 3699 deletions
-1
View File
@@ -13,7 +13,6 @@
"timezone": "UTC"
},
"price_column": "close",
"min_required_points": 30,
"zero_threshold": 1e-10,
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 0.5,
+18 -6
View File
@@ -13,15 +13,27 @@
"timezone": "America/New_York"
},
"price_column": "close",
"min_required_points": 30,
"funding_per_pair": 2000.0,
"zero_threshold": 1e-10,
#
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"funding_per_pair": 2000.0,
"training_minutes": 150,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"],
"close_outstanding_positions": false
# ====== Stop Conditions ======
"stop_conditions": {
"profit": 1.0,
"loss": -0.5
}
# ====== End of Session Closeout ======
"close_outstanding_positions": true,
# "close_outstanding_positions": false,
"trading_hours": {
"begin_session": "9:30:00",
"end_session": "15:30:00",
"timezone": "America/New_York"
}
}
-1
View File
@@ -13,7 +13,6 @@
"timezone": "America/New_York"
},
"price_column": "close",
"min_required_points": 30,
"zero_threshold": 1e-10,
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 1.0,