# configs/cfg_speed3_breakout_avaai_full.yaml
# Full Pine-like breakout adapter (requires core with veto: respects sig.take=False).
cache_db: "../combined_cache_5m_500b.db"
strategy_class: strategies.breakout_avaai_full.BreakoutAVAAIFull
limit_bars: 2880

portfolio:
  initial_equity: 100.0
  position_notional: 80.0
  fee_rate: 0.0007
  slippage_per_side: 0.0003
  max_notional_frac: 0.6

strategy_params:
  top_n: 12
  side: "BOTH"
  tp_atr_mult: 3.4
  sl_atr_mult: 1.1
  # Pine-like controls
  length: 10
  atr_period: 14
  atr_threshold_ratio: 0.00    # like Pine's atrThreshold (in ATR/close units)
  require_trending: true
  volatility_length: 0          # 0 disables ATR>SMA(ATR)
  volume_length: 0              # 0 disables Volume>SMA(Volume)
  adx_length: 0                 # 0 disables ADX
  adx_threshold: 1.0
  macd_filter: 0                # 1 to require MACD bullish/bearish in direction
  tick_size: 0.0

# Core prefilters can remain mild when using full adapter veto:
min_atr_ratio: 0.0
min_momentum_sum: 0.02
min_qv_24h: 0.0
min_qv_1h: 0.0
backtester_file: backtester_core_speed2.py
