Update config.py

config.py

@@ -6,34 +6,69 @@ REQUEST_DELAY = 0.15
 REQUEST_RETRIES = 3
 REQUEST_TIMEOUT = 10
 
+# --- ATR & STRUCTURE ---
 ATR_PERIOD = 14
-ATR_SMOOTHING = "ewm"
-STRUCTURE_LOOKBACK = 20
+ATR_STOP_MULT = 2.5
+STRUCTURE_LOOKBACK = 10
 STRUCTURE_CONFIRM_BARS = 3
-VOLATILITY_EXPANSION_MULT = 1.5
-VOLATILITY_CONTRACTION_MULT = 0.7
+VOLATILITY_EXPANSION_MULT = 1.8
+VOLATILITY_CONTRACTION_MULT = 0.6
+RR_RATIO = 2.0
+
+# --- VOLATILITY COMPRESSION FILTER ---
+VOL_COMPRESSION_LOOKBACK = 100
+VOL_COMPRESSION_PERCENTILE = 60
+VOL_EXPANSION_CONFIRM_MULT = 1.3
+
+# --- FAKE BREAKOUT DETECTION ---
+BREAKOUT_ATR_BUFFER = 0.25
+BREAKOUT_CONFIRMATION_BARS = 2
+BREAKOUT_LOOKBACK = 20
+BREAKOUT_RETEST_BARS = 3
+
+# --- ABSORPTION DETECTION ---
+ABSORPTION_WICK_RATIO = 0.6
+ABSORPTION_VOL_MULT = 2.2
+ABSORPTION_BODY_RATIO = 0.35
 
+# --- VOLUME ANALYSIS ---
 VOLUME_MA_PERIOD = 20
 VOLUME_SPIKE_MULT = 2.0
-VOLUME_CLIMAX_MULT = 3.5
-VOLUME_WEAK_THRESHOLD = 0.6
-BREAKOUT_LOOKBACK = 20
+VOLUME_CLIMAX_MULT = 3.0
+VOLUME_WEAK_THRESHOLD = 0.7
+OBV_SLOPE_BARS = 10
+
+# --- REGIME CONFIDENCE ---
+REGIME_CONFIDENCE_MIN = 0.55
+ADX_PERIOD = 14
+ADX_TREND_THRESHOLD = 22
+ADX_STRONG_THRESHOLD = 30
 
-MAX_RISK_PER_TRADE = 0.02
-HIGH_VOL_THRESHOLD = 2.0
+# --- DISTANCE FROM MEAN FILTER ---
+DIST_FROM_MEAN_MA = 50
+DIST_FROM_MEAN_ATR_MAX = 2.0
+
+# --- RISK ENGINE ---
+MAX_RISK_PER_TRADE = 0.015
+HIGH_VOL_THRESHOLD = 1.8
 LOW_VOL_THRESHOLD = 0.5
-REDUCED_RISK_FACTOR = 0.5
-ATR_STOP_MULT = 2.0
-RR_RATIO = 2.0
+REDUCED_RISK_FACTOR = 0.4
+CONSEC_LOSS_RISK_SCALE = [1.0, 0.8, 0.6, 0.4, 0.25]
 
-VETO_VOLUME_MIN = 0.25
-VETO_VOL_RATIO_MAX = 3.0
-VETO_STRUCTURE_MIN = 0.25
+# --- VETO ---
+VETO_VOLUME_MIN = 0.35
+VETO_VOL_RATIO_MAX = 2.2
+VETO_STRUCTURE_MIN = 0.35
 VETO_CLIMAX = True
+VETO_ABSORPTION = True
+VETO_EXTENDED_PRICE = True
+VETO_NO_COMPRESSION = True
 
-WEIGHT_REGIME = 0.40
-WEIGHT_VOLUME = 0.35
-WEIGHT_STRUCTURE = 0.25
+# --- SCORING WEIGHTS ---
+WEIGHT_REGIME = 0.35
+WEIGHT_VOLUME = 0.30
+WEIGHT_STRUCTURE = 0.20
+WEIGHT_CONFIDENCE = 0.15
 
 TOP_N_DEFAULT = 20
 DEFAULT_ACCOUNT_EQUITY = 10000.0