{ "model_type": "hybrid", "features": { "technical_indicators": ["RSI_14", "RSI_7", "MACD_line", "MACD_signal", "MACD_hist", "BB_upper", "BB_lower", "BB_width", "ATR_14", "SMA_20", "SMA_50", "EMA_10", "EMA_20", "OBV", "stoch_k", "stoch_d", "williams_r", "CCI_20", "ROC_10"], "lookback_periods": [3, 5, 10, 20], "use_volume_features": true, "use_volatility_features": true, "use_candle_patterns": false, "use_lag_features": true, "lag_periods": [1, 2, 3, 5], "use_pca": true, "pca_variance": 0.95, "use_scaler": true }, "target": { "type": "classification", "direction": "both", "horizon_candles": 8, "threshold_pct": 1.5 }, "hyperparameters": { "learning_rate": 0.001, "max_depth": 5, "n_estimators": 300, "subsample": 0.8, "colsample_bytree": 0.8, "min_child_weight": 5, "gamma": 0.3, "reg_alpha": 0.1, "reg_lambda": 2.0, "lstm_hidden_size": 128, "lstm_num_layers": 2, "lstm_dropout": 0.3, "lstm_epochs": 100, "lstm_batch_size": 64, "lstm_sequence_length": 20, "lstm_patience": 10 }, "strategy": { "entry_threshold": 0.60, "exit_type": "trailing_stop", "stop_loss_pct": 2.0, "take_profit_pct": 4.0, "trailing_stop_pct": 1.5, "position_sizing": "confidence_scaled", "max_position_pct": 100, "min_confidence_to_trade": 0.55, "dynamic_sl_tp": true, "atr_sl_multiplier": 1.5, "atr_tp_multiplier": 3.0 }, "training": { "walk_forward_windows": 5, "train_pct": 0.7, "validation_pct": 0.15, "test_pct": 0.15, "rolling_window": true, "rolling_train_size": 2000, "rolling_test_size": 200 }, "timeframe": "4h" }