8ff35c1a86
Multi-machine optimization loop: - VPS orchestrator coordinates training and LLM analysis - Windows PC (RTX 4070 Ti) runs XGBoost/LightGBM/CatBoost with GPU - Mac Mini runs qwen3.5:27b via Ollama for strategy analysis Includes 60+ technical features, walk-forward validation, confidence-scaled position sizing, and automated convergence detection. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
60 lines
1.4 KiB
JSON
60 lines
1.4 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", "RSI_7", "RSI_21",
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"MACD_line", "MACD_signal", "MACD_hist",
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"BB_upper", "BB_lower", "BB_width",
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"ATR_14",
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"SMA_5", "SMA_10", "SMA_20", "SMA_50", "SMA_200",
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"EMA_5", "EMA_10", "EMA_20", "EMA_50",
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"OBV",
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"stoch_k", "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", "keltner_lower"
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],
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"lookback_periods": [3, 5, 10, 20],
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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": [1, 2, 3, 5]
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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": 0.60,
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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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}
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