timeframe: 1m
cache_db: _reports/_live/livecfg_cfg_avaai_t5m5000_3_5m/combined_cache_session.db #combined_cache_5m_5000_04.09.db #paper_api_results_5m/combined_cache_session.db ## #combined_cache_5m_500_05.09.db
strategy_class: strategies.breakout_avaai_full_with_universe_4.BreakoutAVAAIFull
open_on_heat: false 
open_heat_min: 0.01
position_mode: oneway
strategy_params:
  side: BOTH
  top_n: 8
  length: 10.0
  macd_filter: 1
  volume_length: 20
  adx_length: 14
  adx_threshold: 22
  atr_threshold_ratio: 0.0022
  tp_atr_mult: 4.1 #0.1 
  sl_atr_mult: 1.04 #0.1 #
  min_qv_24h: 200000.0
  min_qv_1h: 500 #10000.0 #800 #
  min_atr_ratio: 0 #0.020 # 0.007 #
  min_momentum_sum: 0.0

trace_calls:
  enabled: true
  root_dir: "cache/trace"
  sqlite_name: "calls.db"
  sample_rate: 1.0
  max_arg_size_mb: 8
  redact_keys: ["api_key", "secret", "password", "auth"]
  include: []
  exclude: []

side_filter:
  ema_fast: 20
  ema_slow: 55
  vwap_len: 40
  atr_len: 14
  adx_len: 14
  z_len: 50

  z_long_min: 0.8
  z_short_min: 0.8
  min_adx: 18

  htf_trend_filter: true
  htf_ema_fast: 50
  htf_ema_slow: 150

  votes_needed: 2

  symbol_overrides:
    "BIO/USDT:USDT":
      block_short_on_htf_uptrend: true
portfolio:
  position_notional: 2.2 #49 #2.2
  position_notional_max: 5
  initial_equity: 100.0
  max_notional_frac: 0.9
session:
  open_every_bar: true
top-n: 8.0

#symbols_file: universe_v5_avaai_5m_5000.txt


#equity_end,profit_factor,max_dd,monotonicity,trades
#121,       1.039453,     -0.25, 0.019345,    652
