Adriano
f42fec9fac
Nuova strategia MT01: squeeze 15m + momentum EMA 1h BTC 15m: 82.7% acc, 503 trades, DD 5.9%, 9/9 anni, worst 72% ETH 15m: 81.2% acc, 404 trades, DD 2.9%, 9/9 anni, worst 73% Strategie testate e scartate (waste W23-W28): IB01 inside bar (58.7%, no edge) DC01 donchian (48%, sotto random) SB01 retest (52%, no edge) MR01 mean reversion RSI (62.9%, DD 29%) VO01 volume spike (64.2%, DD 34%) HY01 squeeze+MR (64.6%, DD 14.5%) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
52 lines
832 B
YAML
52 lines
832 B
YAML
defaults:
|
|
capital: 1000
|
|
position_size: 0.15
|
|
leverage: 3
|
|
hold_bars: 3
|
|
poll_seconds: 60
|
|
retrain_hours: 24
|
|
|
|
strategies:
|
|
- name: SQ02_antifake_vol
|
|
asset: BTC
|
|
tf: 15m
|
|
enabled: true
|
|
|
|
- name: SQ02_antifake_vol
|
|
asset: ETH
|
|
tf: 15m
|
|
enabled: true
|
|
|
|
- name: SQ01_squeeze_base
|
|
asset: BTC
|
|
tf: 15m
|
|
enabled: true
|
|
|
|
- name: ML01_squeeze_gbm
|
|
asset: ETH
|
|
tf: 15m
|
|
enabled: true
|
|
position_size: 0.15
|
|
params:
|
|
ml_threshold: 0.70
|
|
bb_window: 14
|
|
sq_threshold: 0.8
|
|
|
|
- name: MT01_squeeze_mtf
|
|
asset: BTC
|
|
tf: 15m
|
|
enabled: true
|
|
params:
|
|
ema_period: 20
|
|
min_slope: 0.001
|
|
vol_filter: true
|
|
|
|
- name: MT01_squeeze_mtf
|
|
asset: ETH
|
|
tf: 15m
|
|
enabled: true
|
|
params:
|
|
ema_period: 20
|
|
min_slope: 0.001
|
|
vol_filter: true
|