{
"description": "Default values for trading system configuration",
"signal_defaults": {},
"backtest_defaults": {
"slippage_pct": 0.004,
"fee_pct": 0.0085
},
"risk_management": {
"max_risk_per_trade": 0.01,
"reward_factor": 2,
"atr_period": 14,
"atr_volatility_factor": 2.0,
"atr_short_weight": 0.95,
"atr_long_weight": 0.05,
"atr_cap_multiplier": 2.1
},
"position_limits": {
"initial_balance": 10000,
"min_balance_threshold": 0.1,
"min_trade_amount": 25,
"max_open_positions": 10,
"max_trades_per_day": 50,
"max_units_per_trade": 1000000,
"max_trade_amount": 10000000
},
"volatility_settings": {
"volatility_window": 24,
"target_volatility": 0.10,
"volatility_mode": "stddev",
"enable_volatility_adjustment": false
},
"trading_rules": {
"max_hold_time_hours": null,
"cooldown_bars": 24,
"daily_momentum_limit": 3,
"weekly_momentum_limit": 3,
"cooldown_config": {
"5m": {"short_loss_limit": 4, "long_loss_limit": 6, "short_window_bars": 180, "long_window_bars": 480},
"15m": {"short_loss_limit": 4, "long_loss_limit": 6, "short_window_bars": 120, "long_window_bars": 320},
"1h": {"short_loss_limit": 4, "long_loss_limit": 6, "short_window_bars": 48, "long_window_bars": 144},
"1d": {"short_loss_limit": 4, "long_loss_limit": 6, "short_window_bars": 20, "long_window_bars": 60}
}
},
"time_based_exits": {
"max_hold_bars": 1000,
"exit_on_loss_after_bars": 1000,
"exit_on_profit_after_bars": 1000,
"profit_threshold_pct": 0.05
}
}