jyx_code4/models/eth_ai_strategy/strategy_params.json

{
  "bb_period": 20,
  "bb_std": 2.5,
  "keltner_period": 20,
  "keltner_atr_mult": 2.5,
  "donchian_period": 14,
  "stoch_k_period": 14,
  "stoch_d_period": 3,
  "cci_period": 14,
  "willr_period": 14,
  "rsi_period": 14,
  "atr_band_period": 20,
  "atr_band_mult": 2.0,
  "zscore_period": 20,
  "lr_period": 14,
  "lr_std_mult": 2.0,
  "median_band_period": 14,
  "pct_rank_period": 20,
  "chandelier_period": 14,
  "chandelier_mult": 2.5,
  "std_band_period": 20,
  "std_band_mult": 2.0,
  "elder_period": 13,
  "forward_bars": 15,
  "label_threshold": 0.002,
  "prob_threshold": 0.52,
  "sl_pct": 0.002,
  "tp_pct": 0.005,
  "min_hold_seconds": 180,
  "max_hold_seconds": 1800,
  "margin_per_trade": 100.0,
  "leverage": 100,
  "notional": 10000.0,
  "rebate_rate": 0.9,
  "train_period": "2020-01-01 ~ 2021-01-01",
  "test_period": "2021-01-01 ~ 2022-01-01",
  "kline_period": "1h",
  "initial_balance": 10000.0,
  "max_dd_target": 300.0
}