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.
This commit is contained in:
Vasily.onl 2025-05-23 16:57:33 +08:00
parent 5d0b707bc6
commit 9b15f9f44f
6 changed files with 127 additions and 1 deletions

1
.gitignore vendored
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# ---> Python
*.json
*.csv
*.png
# Byte-compiled / optimized / DLL files

29
configs/config_bbrs.json Normal file
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{
"start_date": "2025-03-01",
"stop_date": "2025-03-15",
"initial_usd": 10000,
"timeframes": ["15min"],
"stop_loss_pcts": [0.05],
"strategies": [
{
"name": "bbrs",
"weight": 1.0,
"params": {
"bb_width": 0.05,
"bb_period": 20,
"rsi_period": 14,
"trending_rsi_threshold": [30, 70],
"trending_bb_multiplier": 2.5,
"sideways_rsi_threshold": [40, 60],
"sideways_bb_multiplier": 1.8,
"strategy_name": "MarketRegimeStrategy",
"SqueezeStrategy": true
}
}
],
"combination_rules": {
"entry": "any",
"exit": "any",
"min_confidence": 0.5
}
}

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{
"start_date": "2024-01-01",
"stop_date": "2024-01-31",
"initial_usd": 10000,
"timeframes": ["1min"],
"stop_loss_pcts": [0.05],
"strategies": [
{
"name": "bbrs",
"weight": 1.0,
"params": {
"bb_width": 0.05,
"bb_period": 20,
"rsi_period": 14,
"trending_rsi_threshold": [30, 70],
"trending_bb_multiplier": 2.5,
"sideways_rsi_threshold": [40, 60],
"sideways_bb_multiplier": 1.8,
"strategy_name": "MarketRegimeStrategy",
"SqueezeStrategy": true
}
}
],
"combination_rules": {
"entry": "any",
"exit": "any",
"min_confidence": 0.5
}
}

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{
"start_date": "2025-03-01",
"stop_date": "2025-03-15",
"initial_usd": 10000,
"timeframes": ["15min"],
"stop_loss_pcts": [0.04],
"strategies": [
{
"name": "default",
"weight": 0.6,
"params": {}
},
{
"name": "bbrs",
"weight": 0.4,
"params": {
"bb_width": 0.05,
"bb_period": 20,
"rsi_period": 14,
"strategy_name": "MarketRegimeStrategy"
}
}
],
"combination_rules": {
"entry": "weighted_consensus",
"exit": "any",
"min_confidence": 0.6
}
}

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{
"start_date": "2025-03-01",
"stop_date": "2025-03-15",
"initial_usd": 10000,
"timeframes": ["15min"],
"stop_loss_pcts": [0.03, 0.05],
"strategies": [
{
"name": "default",
"weight": 1.0,
"params": {}
}
],
"combination_rules": {
"entry": "any",
"exit": "any",
"min_confidence": 0.5
}
}

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{
"start_date": "2024-01-01",
"stop_date": "2024-01-31",
"initial_usd": 10000,
"timeframes": ["5min"],
"stop_loss_pcts": [0.03, 0.05],
"strategies": [
{
"name": "default",
"weight": 1.0,
"params": {
"timeframe": "5min"
}
}
],
"combination_rules": {
"entry": "any",
"exit": "any",
"min_confidence": 0.5
}
}