Update configuration files for BBRS strategy and add new default strategies
- Removed JSON files from .gitignore to allow tracking of configuration files. - Added multiple new configuration files for the BBRS strategy, including multi-timeframe and default settings. - Introduced a combined configuration file to support weighted strategy execution. - Established a default configuration for 5-minute and 15-minute timeframes, enhancing flexibility for strategy testing.
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.gitignore
vendored
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.gitignore
vendored
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# ---> Python
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*.json
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*.csv
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*.png
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# Byte-compiled / optimized / DLL files
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29
configs/config_bbrs.json
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configs/config_bbrs.json
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{
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"start_date": "2025-03-01",
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"stop_date": "2025-03-15",
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"initial_usd": 10000,
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"timeframes": ["15min"],
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"stop_loss_pcts": [0.05],
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"strategies": [
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{
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"name": "bbrs",
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"weight": 1.0,
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"params": {
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"bb_width": 0.05,
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"bb_period": 20,
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"rsi_period": 14,
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"trending_rsi_threshold": [30, 70],
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"trending_bb_multiplier": 2.5,
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"sideways_rsi_threshold": [40, 60],
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"sideways_bb_multiplier": 1.8,
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"strategy_name": "MarketRegimeStrategy",
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"SqueezeStrategy": true
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}
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}
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],
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"combination_rules": {
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"entry": "any",
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"exit": "any",
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"min_confidence": 0.5
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}
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}
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29
configs/config_bbrs_multi_timeframe.json
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configs/config_bbrs_multi_timeframe.json
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{
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"start_date": "2024-01-01",
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"stop_date": "2024-01-31",
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"initial_usd": 10000,
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"timeframes": ["1min"],
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"stop_loss_pcts": [0.05],
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"strategies": [
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{
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"name": "bbrs",
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"weight": 1.0,
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"params": {
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"bb_width": 0.05,
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"bb_period": 20,
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"rsi_period": 14,
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"trending_rsi_threshold": [30, 70],
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"trending_bb_multiplier": 2.5,
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"sideways_rsi_threshold": [40, 60],
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"sideways_bb_multiplier": 1.8,
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"strategy_name": "MarketRegimeStrategy",
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"SqueezeStrategy": true
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}
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}
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],
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"combination_rules": {
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"entry": "any",
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"exit": "any",
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"min_confidence": 0.5
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}
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}
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29
configs/config_combined.json
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29
configs/config_combined.json
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{
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"start_date": "2025-03-01",
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"stop_date": "2025-03-15",
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"initial_usd": 10000,
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"timeframes": ["15min"],
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"stop_loss_pcts": [0.04],
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"strategies": [
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{
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"name": "default",
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"weight": 0.6,
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"params": {}
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},
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{
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"name": "bbrs",
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"weight": 0.4,
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"params": {
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"bb_width": 0.05,
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"bb_period": 20,
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"rsi_period": 14,
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"strategy_name": "MarketRegimeStrategy"
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}
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}
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],
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"combination_rules": {
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"entry": "weighted_consensus",
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"exit": "any",
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"min_confidence": 0.6
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}
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}
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configs/config_default.json
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configs/config_default.json
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{
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"start_date": "2025-03-01",
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"stop_date": "2025-03-15",
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"initial_usd": 10000,
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"timeframes": ["15min"],
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"stop_loss_pcts": [0.03, 0.05],
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"strategies": [
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{
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"name": "default",
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"weight": 1.0,
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"params": {}
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}
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],
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"combination_rules": {
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"entry": "any",
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"exit": "any",
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"min_confidence": 0.5
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}
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}
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configs/config_default_5min.json
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configs/config_default_5min.json
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{
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"start_date": "2024-01-01",
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"stop_date": "2024-01-31",
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"initial_usd": 10000,
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"timeframes": ["5min"],
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"stop_loss_pcts": [0.03, 0.05],
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"strategies": [
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{
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"name": "default",
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"weight": 1.0,
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"params": {
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"timeframe": "5min"
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}
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}
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],
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"combination_rules": {
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"entry": "any",
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"exit": "any",
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"min_confidence": 0.5
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}
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}
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