40 lines
944 B
JSON
40 lines
944 B
JSON
{
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"bb_period": 20,
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"bb_std": 2.0,
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"keltner_period": 20,
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"keltner_atr_mult": 2.0,
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"donchian_period": 20,
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"stoch_k_period": 14,
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"stoch_d_period": 3,
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"cci_period": 20,
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"willr_period": 14,
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"rsi_period": 14,
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"atr_band_period": 20,
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"atr_band_mult": 2.0,
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"zscore_period": 20,
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"lr_period": 20,
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"lr_std_mult": 2.0,
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"median_band_period": 20,
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"pct_rank_period": 20,
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"chandelier_period": 22,
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"chandelier_mult": 3.0,
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"std_band_period": 14,
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"std_band_mult": 2.0,
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"elder_period": 13,
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"forward_bars": 10,
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"label_threshold": 0.002,
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"prob_threshold": 0.45,
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"sl_pct": 0.004,
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"tp_pct": 0.006,
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"min_hold_seconds": 180,
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"max_hold_seconds": 1800,
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"margin_per_trade": 100.0,
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"leverage": 100,
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"notional": 10000.0,
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"rebate_rate": 0.9,
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"train_period": "2020-01-01 ~ 2021-01-01",
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"test_period": "2021-01-01 ~ 2022-01-01",
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"kline_period": "5m",
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"initial_balance": 10000.0,
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"max_dd_target": 500.0
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} |