36 lines
660 B
JSON
36 lines
660 B
JSON
{
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"db": {
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"stored_proc": "opt_RendimentoGiornaliero1_ALL",
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"n_bars": 1305,
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"ptf_curr": "EUR"
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},
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"pattern": {
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"wp": 60,
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"ha": 10,
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"knn_k": 25,
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"theta": 0.005,
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"embargo": null
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},
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"tagging": {
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"z_rev": 2.0,
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"z_vol": 2.0,
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"std_comp_pct": 0.15
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},
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"ranking": {
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"top_n_max": 15,
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"rp_max_weight": 0.1333333333
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},
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"signals": {
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"sl_bps": 300.0,
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"tp_bps": 800.0,
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"trail_bps": 300.0,
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"time_stop_bars": 20,
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"theta_exit": 0.0,
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"weak_days_exit": null,
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"max_open": 15,
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"base_capital_per_strategy": 100.0,
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"min_trade_notional": 0.01,
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"risk_parity_lookback": 60
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}
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}
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