# Trading Strategies Configuration
# Defines parameters for each trading strategy

strategies:
  mean_reversion:
    name: "Mean Reversion"
    description: "Buy low, sell high around moving average"
    type: "range_bound"
    enabled: true

    parameters:
      sma_period: 20
      std_multiplier: 2.0
      rsi_period: 14
      rsi_oversold: 35
      rsi_overbought: 65

    # Signal thresholds
    min_confidence: 0.60
    min_volume_ratio: 1.2

    # Best for
    market_conditions:
      - sideways
      - low_volatility

  grid_trading:
    name: "Grid Trading"
    description: "Place buy/sell orders at predetermined intervals"
    type: "range_bound"
    enabled: true

    parameters:
      grid_levels: 8
      range_pct: 3.0
      take_profit_grids: 1

    # Grid adjustment
    auto_adjust: true
    adjustment_threshold: 5.0  # % price move to adjust grid

    # Best for
    market_conditions:
      - sideways
      - stable

  trend_following:
    name: "Trend Following"
    description: "Ride the trend with EMA and MACD"
    type: "trending"
    enabled: true

    parameters:
      fast_ema: 12
      slow_ema: 26
      signal_ema: 9
      atr_period: 14
      atr_multiplier: 2.0

    # Signal validation
    min_ema_separation_pct: 0.5
    min_macd_strength: 0.001

    # Best for
    market_conditions:
      - uptrend
      - downtrend
      - high_volatility

  momentum:
    name: "Momentum"
    description: "Trade in direction of strong price movements"
    type: "trending"
    enabled: true

    parameters:
      roc_period: 12
      roc_threshold: 2.5
      volume_sma: 20
      volume_multiplier: 1.5

    # Momentum thresholds
    min_roc: 2.0
    max_roc: 15.0  # Prevent chasing extreme moves

    # Best for
    market_conditions:
      - breakout
      - high_momentum

  breakout:
    name: "Breakout"
    description: "Trade breakouts from consolidation"
    type: "breakout"
    enabled: false  # Not implemented yet

    parameters:
      consolidation_period: 20
      breakout_threshold: 1.5
      volume_confirmation: true

  scalping:
    name: "Scalping"
    description: "High-frequency small profit trades"
    type: "scalping"
    enabled: false  # Not implemented yet

    parameters:
      tick_interval: "1m"
      spread_threshold: 0.05
      min_profit_ticks: 2

# Global strategy settings
global:
  # Data requirements
  min_candles_required: 100
  preferred_timeframes:
    - 5m
    - 15m
    - 1h
    - 4h

  # Indicator settings
  indicators:
    sma:
      periods: [20, 50, 200]
    ema:
      periods: [12, 26, 50]
    rsi:
      period: 14
      overbought: 70
      oversold: 30
    macd:
      fast: 12
      slow: 26
      signal: 9
    bollinger_bands:
      period: 20
      std_dev: 2.0
    atr:
      period: 14

  # Risk management per strategy
  risk_settings:
    mean_reversion:
      stop_loss_pct: 2.0
      take_profit_pct: 3.0
      trailing_stop: false

    grid_trading:
      stop_loss_pct: 2.5
      take_profit_grids: 1
      trailing_stop: false

    trend_following:
      stop_loss_atr_multiplier: 2.0
      take_profit_atr_multiplier: 4.0
      trailing_stop: true
      trailing_distance_atr: 1.5

    momentum:
      stop_loss_pct: 3.0
      take_profit_pct: 6.0
      trailing_stop: true
      trailing_distance_pct: 2.0