{ "model_type": "xgboost", "features": { "use_price_position": true, "use_momentum": true, "use_volatility": true, "use_volume": true, "use_cycle": true, "use_pca": false, "pca_variance": 0.85, "use_scaler": true }, "target": { "type": "regression", "forward_periods_1h": [ 168, 720, 2160 ], "forward_periods_4h": [ 42, 180, 540 ], "weights": [ 0.2, 0.3, 0.5 ], "score_range": [ 0, 100 ] }, "hyperparameters": { "learning_rate": 0.005, "max_depth": 5, "n_estimators": 800, "subsample": 0.7, "colsample_bytree": 0.7, "min_child_weight": 15, "gamma": 0.5, "reg_alpha": 0.3, "reg_lambda": 1.0, "lstm_hidden_size": 64, "lstm_num_layers": 2, "lstm_dropout": 0.4, "lstm_epochs": 80, "lstm_batch_size": 64, "lstm_sequence_length": 30, "lstm_patience": 15 }, "strategy": { "strong_buy_threshold": 55, "good_buy_threshold": 35, "poor_threshold": 20 }, "training": { "rolling_window": true, "rolling_train_size": 3500, "rolling_test_size": 300, "walk_forward_windows": 5, "train_pct": 0.7, "validation_pct": 0.15, "test_pct": 0.15 }, "timeframe": "4h" }