Adrian Flores Cortes
967ab360bb
Structure: - control-plane/: Registries, SIMCO directives, CI/CD templates - projects/: Gamilit, ERP-Suite, Trading-Platform, Betting-Analytics - shared/: Libs catalog, knowledge-base Key features: - Centralized port, domain, database, and service registries - 23 SIMCO directives + 6 fundamental principles - NEXUS agent profiles with delegation rules - Validation scripts for workspace integrity - Dockerfiles for all services - Path aliases for quick reference 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
166 lines
3.2 KiB
YAML
166 lines
3.2 KiB
YAML
# Trading Strategies Configuration
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# Defines parameters for each trading strategy
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strategies:
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mean_reversion:
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name: "Mean Reversion"
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description: "Buy low, sell high around moving average"
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type: "range_bound"
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enabled: true
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parameters:
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sma_period: 20
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std_multiplier: 2.0
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rsi_period: 14
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rsi_oversold: 35
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rsi_overbought: 65
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# Signal thresholds
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min_confidence: 0.60
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min_volume_ratio: 1.2
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# Best for
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market_conditions:
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- sideways
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- low_volatility
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grid_trading:
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name: "Grid Trading"
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description: "Place buy/sell orders at predetermined intervals"
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type: "range_bound"
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enabled: true
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parameters:
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grid_levels: 8
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range_pct: 3.0
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take_profit_grids: 1
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# Grid adjustment
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auto_adjust: true
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adjustment_threshold: 5.0 # % price move to adjust grid
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# Best for
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market_conditions:
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- sideways
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- stable
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trend_following:
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name: "Trend Following"
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description: "Ride the trend with EMA and MACD"
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type: "trending"
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enabled: true
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parameters:
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fast_ema: 12
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slow_ema: 26
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signal_ema: 9
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atr_period: 14
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atr_multiplier: 2.0
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# Signal validation
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min_ema_separation_pct: 0.5
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min_macd_strength: 0.001
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# Best for
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market_conditions:
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- uptrend
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- downtrend
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- high_volatility
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momentum:
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name: "Momentum"
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description: "Trade in direction of strong price movements"
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type: "trending"
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enabled: true
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parameters:
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roc_period: 12
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roc_threshold: 2.5
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volume_sma: 20
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volume_multiplier: 1.5
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# Momentum thresholds
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min_roc: 2.0
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max_roc: 15.0 # Prevent chasing extreme moves
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# Best for
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market_conditions:
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- breakout
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- high_momentum
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breakout:
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name: "Breakout"
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description: "Trade breakouts from consolidation"
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type: "breakout"
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enabled: false # Not implemented yet
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parameters:
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consolidation_period: 20
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breakout_threshold: 1.5
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volume_confirmation: true
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scalping:
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name: "Scalping"
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description: "High-frequency small profit trades"
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type: "scalping"
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enabled: false # Not implemented yet
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parameters:
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tick_interval: "1m"
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spread_threshold: 0.05
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min_profit_ticks: 2
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# Global strategy settings
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global:
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# Data requirements
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min_candles_required: 100
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preferred_timeframes:
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- 5m
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- 15m
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- 1h
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- 4h
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# Indicator settings
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indicators:
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sma:
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periods: [20, 50, 200]
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ema:
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periods: [12, 26, 50]
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rsi:
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period: 14
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overbought: 70
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oversold: 30
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macd:
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fast: 12
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slow: 26
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signal: 9
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bollinger_bands:
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period: 20
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std_dev: 2.0
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atr:
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period: 14
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# Risk management per strategy
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risk_settings:
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mean_reversion:
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stop_loss_pct: 2.0
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take_profit_pct: 3.0
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trailing_stop: false
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grid_trading:
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stop_loss_pct: 2.5
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take_profit_grids: 1
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trailing_stop: false
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trend_following:
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stop_loss_atr_multiplier: 2.0
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take_profit_atr_multiplier: 4.0
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trailing_stop: true
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trailing_distance_atr: 1.5
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momentum:
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stop_loss_pct: 3.0
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take_profit_pct: 6.0
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trailing_stop: true
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trailing_distance_pct: 2.0
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