84 lines
1.6 KiB
JSON
84 lines
1.6 KiB
JSON
{
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"model_type": "xgboost",
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"features": {
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"technical_indicators": [
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"RSI_14",
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"RSI_7",
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"RSI_21",
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"MACD_line",
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"MACD_signal",
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"MACD_hist",
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"BB_upper",
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"BB_lower",
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"BB_width",
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"ATR_14",
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"SMA_5",
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"SMA_10",
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"SMA_20",
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"SMA_50",
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"SMA_200",
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"EMA_5",
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"EMA_10",
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"EMA_20",
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"EMA_50",
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"OBV",
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"stoch_k",
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"stoch_d",
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"williams_r",
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"CCI_20",
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"ROC_10",
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"keltner_upper",
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"keltner_lower"
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],
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"lookback_periods": [
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3,
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5,
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10,
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20
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],
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"use_volume_features": true,
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"use_volatility_features": true,
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"use_candle_patterns": true,
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"use_lag_features": true,
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"lag_periods": [
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1,
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2,
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3,
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5
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]
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},
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"target": {
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"type": "classification",
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"direction": "long",
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"horizon_candles": 6,
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"threshold_pct": 1.0
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},
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"hyperparameters": {
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"learning_rate": 0.05,
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"max_depth": 6,
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"n_estimators": 500,
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"subsample": 0.8,
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"colsample_bytree": 0.8,
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"min_child_weight": 5,
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"gamma": 0.1,
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"reg_alpha": 0.1,
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"reg_lambda": 1.0
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},
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"strategy": {
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"entry_threshold": 0.6,
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"exit_type": "trailing_stop",
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"stop_loss_pct": 2.0,
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"take_profit_pct": 4.0,
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"trailing_stop_pct": 1.5,
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"position_sizing": "confidence_scaled",
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"max_position_pct": 100,
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"min_confidence_to_trade": 0.55
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},
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"training": {
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"walk_forward_windows": 5,
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"train_pct": 0.7,
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"validation_pct": 0.15,
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"test_pct": 0.15
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},
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"timeframe": "4h"
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} |