# Trading Strategy Configuration

risk_management:
  max_position_size: 1  # Maximum number of contracts
  max_daily_loss: 500  # Maximum daily loss in EUR
  max_drawdown: 0.10  # Maximum drawdown (10%)
  
  position_sizing:
    method: "fixed"  # fixed, kelly, risk_percentage
    fixed_size: 1
    risk_percentage: 0.02  # 2% of account per trade
    kelly_fraction: 0.25  # Fraction of Kelly criterion
  
  stop_loss:
    method: "atr_multiple"  # atr_multiple, fixed_pips, pattern_based
    atr_multiple: 2.0
    fixed_pips: 20
    min_stop_pips: 10
    max_stop_pips: 50
  
  take_profit:
    method: "risk_reward"  # risk_reward, fixed_pips, pattern_based
    risk_reward_ratio: 2.0
    fixed_pips: 40
    min_tp_pips: 20

entry_rules:
  # Minimum model confidence for entry
  min_pattern_grade: 4  # Grade 4 or 5 required
  min_setup_confidence: 0.75
  
  # Pattern requirements
  required_patterns:
    continuation: ["fvg", "order_block"]
    reversal: ["fvg", "liquidity"]
  
  # Market structure requirements
  require_bos: true
  require_htf_alignment: false  # Higher timeframe alignment
  
  # Premium/Discount filter
  premium_discount_filter: true
  only_trade_premium_discount: false  # If true, only trade in premium/discount zones

exit_rules:
  # Exit on pattern invalidation
  exit_on_fvg_fill: true
  exit_on_ob_break: true
  
  # Time-based exit
  max_hold_time_minutes: 60
  exit_at_session_end: true
  
  # Trailing stop
  trailing_stop_enabled: false
  trailing_stop_atr_multiple: 1.5

execution:
  # Order types
  entry_order_type: "market"  # market, limit
  limit_order_offset_pips: 2
  
  # Slippage and fees
  assumed_slippage_pips: 1
  commission_per_contract: 2.5  # EUR per contract
  
  # Execution delays (for backtesting)
  execution_delay_seconds: 1

session:
  # Trading session times (EST)
  start_time: "03:00"
  end_time: "04:00"
  timezone: "America/New_York"
  
  # Day of week filters
  trade_monday: true
  trade_tuesday: true
  trade_wednesday: true
  trade_thursday: true
  trade_friday: true
  
  # Economic calendar filters (optional)
  avoid_high_impact_news: false
  news_buffer_minutes: 15