feat(v0.1.0): project foundation with logging and config
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config/trading.yaml
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86
config/trading.yaml
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# Trading Strategy Configuration
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risk_management:
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max_position_size: 1 # Maximum number of contracts
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max_daily_loss: 500 # Maximum daily loss in EUR
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max_drawdown: 0.10 # Maximum drawdown (10%)
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position_sizing:
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method: "fixed" # fixed, kelly, risk_percentage
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fixed_size: 1
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risk_percentage: 0.02 # 2% of account per trade
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kelly_fraction: 0.25 # Fraction of Kelly criterion
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stop_loss:
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method: "atr_multiple" # atr_multiple, fixed_pips, pattern_based
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atr_multiple: 2.0
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fixed_pips: 20
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min_stop_pips: 10
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max_stop_pips: 50
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take_profit:
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method: "risk_reward" # risk_reward, fixed_pips, pattern_based
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risk_reward_ratio: 2.0
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fixed_pips: 40
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min_tp_pips: 20
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entry_rules:
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# Minimum model confidence for entry
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min_pattern_grade: 4 # Grade 4 or 5 required
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min_setup_confidence: 0.75
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# Pattern requirements
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required_patterns:
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continuation: ["fvg", "order_block"]
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reversal: ["fvg", "liquidity"]
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# Market structure requirements
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require_bos: true
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require_htf_alignment: false # Higher timeframe alignment
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# Premium/Discount filter
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premium_discount_filter: true
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only_trade_premium_discount: false # If true, only trade in premium/discount zones
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exit_rules:
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# Exit on pattern invalidation
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exit_on_fvg_fill: true
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exit_on_ob_break: true
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# Time-based exit
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max_hold_time_minutes: 60
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exit_at_session_end: true
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# Trailing stop
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trailing_stop_enabled: false
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trailing_stop_atr_multiple: 1.5
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execution:
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# Order types
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entry_order_type: "market" # market, limit
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limit_order_offset_pips: 2
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# Slippage and fees
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assumed_slippage_pips: 1
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commission_per_contract: 2.5 # EUR per contract
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# Execution delays (for backtesting)
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execution_delay_seconds: 1
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session:
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# Trading session times (EST)
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start_time: "03:00"
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end_time: "04:00"
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timezone: "America/New_York"
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# Day of week filters
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trade_monday: true
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trade_tuesday: true
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trade_wednesday: true
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trade_thursday: true
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trade_friday: true
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# Economic calendar filters (optional)
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avoid_high_impact_news: false
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news_buffer_minutes: 15
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