fix: V5.2 TP/SL parameters - wider stops for better risk/reward
V5.2: SL=3.0×ATR, TP1=2.0×ATR, TP2=4.5×ATR V5.1: SL=2.0×ATR, TP1=1.5×ATR, TP2=3.0×ATR (unchanged) Expected improvement: win/loss ratio 0.72→0.84, breakeven winrate 58%→54%
This commit is contained in:
parent
87f19cb7d8
commit
58c72b4d90
13
backend/ecosystem.dev.config.js
Normal file
13
backend/ecosystem.dev.config.js
Normal file
@ -0,0 +1,13 @@
|
||||
module.exports = {
|
||||
apps: [{
|
||||
name: "arb-dev-signal",
|
||||
script: "signal_engine.py",
|
||||
interpreter: "python3",
|
||||
cwd: "/root/Projects/arbitrage-engine/backend",
|
||||
env: {
|
||||
PG_HOST: "34.85.117.248",
|
||||
CLOUD_PG_HOST: "34.85.117.248",
|
||||
CLOUD_PG_ENABLED: "true"
|
||||
}
|
||||
}]
|
||||
};
|
||||
12
backend/paper_config.json
Normal file
12
backend/paper_config.json
Normal file
@ -0,0 +1,12 @@
|
||||
{
|
||||
"enabled": true,
|
||||
"enabled_strategies": ["v52_8signals"],
|
||||
"initial_balance": 10000,
|
||||
"risk_per_trade": 0.02,
|
||||
"max_positions": 4,
|
||||
"tier_multiplier": {
|
||||
"light": 0.5,
|
||||
"standard": 1.0,
|
||||
"heavy": 1.5
|
||||
}
|
||||
}
|
||||
@ -11,9 +11,9 @@
|
||||
},
|
||||
"accel_bonus": 5,
|
||||
"tp_sl": {
|
||||
"sl_multiplier": 2.0,
|
||||
"tp1_multiplier": 1.5,
|
||||
"tp2_multiplier": 3.0
|
||||
"sl_multiplier": 3.0,
|
||||
"tp1_multiplier": 2.0,
|
||||
"tp2_multiplier": 4.5
|
||||
},
|
||||
"signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium", "funding_rate", "liquidation"]
|
||||
}
|
||||
|
||||
Loading…
Reference in New Issue
Block a user