Files
ForexBot2/config.py
T
harwinder 2deea1ed7f Add XAU/USD oversold-bounce strategy (79.7% WR, PF 2.06)
BUY-only strategy for gold: enters when M15 RSI drops below oversold
threshold while price remains above EMA200 on all three timeframes
(M15, H1, H4). Uses ATR-based TP/SL (0.7x/2.0x) sized from M15 ATR.
Isolated to XAU/USD only — other pairs completely unaffected.
2026-05-13 17:25:49 -04:00

195 lines
5.3 KiB
Python
Executable File
Raw Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
"""
ForexBot2 — Configuration
==========================================
"""
from dataclasses import dataclass, field
from enum import Enum
from typing import Dict, List
class Timeframe(Enum):
M1 = "1min"
M5 = "5min"
M15 = "15min"
M30 = "30min"
H1 = "1h"
H4 = "4h"
D1 = "1d"
W1 = "1wk"
class SignalStrength(Enum):
STRONG_BUY = 2
BUY = 1
NEUTRAL = 0
SELL = -1
STRONG_SELL = -2
class MarketSession(Enum):
SYDNEY = "sydney"
TOKYO = "tokyo"
LONDON = "london"
NEW_YORK = "new_york"
OVERLAP_LONDON_NY = "london_ny_overlap"
# ── Supported pairs ──────────────────────────────────────────────
USDJPY = "USDJPY=X"
EURUSD = "EURUSD=X"
GBPUSD = "GBPUSD=X"
XAUUSD = "XAU/USD"
PAIR_INFO = {
USDJPY: {"display": "USD/JPY", "pip_value": 0.01, "is_jpy_pair": True},
EURUSD: {"display": "EUR/USD", "pip_value": 0.0001, "is_jpy_pair": False},
GBPUSD: {"display": "GBP/USD", "pip_value": 0.0001, "is_jpy_pair": False},
XAUUSD: {"display": "XAU/USD", "pip_value": 0.10, "is_jpy_pair": False},
}
# Defaults (kept for backward compat)
DISPLAY = "USD/JPY"
PIP_VALUE = 0.01
@dataclass
class TechnicalConfig:
"""Technical indicator parameters."""
ema_fast: int = 9
ema_medium: int = 21
ema_slow: int = 50
ema_trend: int = 200
rsi_period: int = 14
rsi_overbought: float = 70.0
rsi_oversold: float = 30.0
rsi_neutral_upper: float = 60.0
rsi_neutral_lower: float = 40.0
macd_fast: int = 12
macd_slow: int = 26
macd_signal: int = 9
bb_period: int = 20
bb_std: float = 2.0
atr_period: int = 14
adx_period: int = 14
adx_strong_trend: float = 25.0
adx_very_strong: float = 50.0
divergence_lookback: int = 14
swing_sr_lookback: int = 50
disabled_indicators: List[str] = field(default_factory=lambda: ["divergence"])
ema_mode: str = "4ema" # "4ema" (9/21/50/200) or "2ema" (50/200)
rsi_mode: str = "classic" # "classic" or "regime_aware"
macd_as_pillar: bool = False # promote MACD histogram to scored signal
regime_weights_override: Dict[str, Dict[str, float]] = field(default_factory=dict)
@dataclass
class SignalConfig:
"""Signal scoring & filtering."""
min_confidence: float = 55.0
weights: Dict[str, float] = field(default_factory=lambda: {
"ema_trend": 1.0,
"rsi": 1.5,
"bollinger": 1.5,
"candlestick": 1.0,
"divergence": 1.5,
})
mtf_agreement_threshold: int = 2 # of 3 timeframes
cooldown_bars: int = 5
default_risk_pct: float = 1.0
default_rr_ratio: float = 2.0
atr_sl_multiplier: float = 1.5
min_rr_ratio: float = 1.2
@dataclass
class NewsConfig:
"""Economic calendar & sentiment."""
tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "JPY", "EUR", "GBP", "XAU"])
min_impact: str = "medium"
pre_event_buffer_minutes: int = 30
post_event_buffer_minutes: int = 15
rss_feeds: List[str] = field(default_factory=lambda: [
"https://www.forexlive.com/feed/",
"https://www.fxstreet.com/rss",
])
@dataclass
class XauStrategyConfig:
"""XAU/USD oversold-bounce strategy (BUY only).
Backtested: 79.7% WR, PF 2.06 over 10 months (192 trades).
Entry: M15 RSI<30 + price above EMA200 on M15, H1, H4.
Exit: TP=0.7×ATR, SL=2.0×ATR, max hold 8 bars (2h).
"""
enabled: bool = True
rsi_entry_threshold: float = 38.0 # Wilder RSI scale; equivalent to standard RSI ~30
tp_atr_multiplier: float = 0.7
sl_atr_multiplier: float = 2.0
blocked_hours_utc: List[int] = field(default_factory=lambda: [11, 14, 15, 20])
@dataclass
class FilterConfig:
"""Regime and session filters for live signals."""
regime_filter: bool = False
regime_filter_timeframe: Timeframe = Timeframe.H4
regime_filter_min_adx: float = 25.0
session_filter: bool = True
session_start_hour: int = 7
session_end_hour: int = 16
blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 5, 6, 8, 12, 13, 14, 15, 16, 17, 21, 22, 23])
sell_filter: bool = True
sell_allowed_pairs: List[str] = field(default_factory=lambda: ["XAU/USD"])
@dataclass
class PlatformConfig:
"""Top-level configuration."""
technical: TechnicalConfig = field(default_factory=TechnicalConfig)
signals: SignalConfig = field(default_factory=SignalConfig)
news: NewsConfig = field(default_factory=NewsConfig)
backtest: FilterConfig = field(default_factory=FilterConfig)
xau_strategy: XauStrategyConfig = field(default_factory=XauStrategyConfig)
symbol: str = USDJPY
display_name: str = DISPLAY
pip_value: float = PIP_VALUE
primary_timeframe: Timeframe = Timeframe.H1
confirmation_timeframes: List[Timeframe] = field(
default_factory=lambda: [Timeframe.M15, Timeframe.H4]
)
data_lookback_days: int = 60
twelve_data_api_key: str = "f563b22ffdfd4924955decbe1a8c8701"
refresh_interval: int = 300
scan_pairs: List[str] = field(
default_factory=lambda: [EURUSD, GBPUSD, XAUUSD]
)
scan_timeframes: List[Timeframe] = field(
default_factory=lambda: [Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4]
)
candle_buffer_seconds: int = 10
ws_cooldown_seconds: int = 300
log_level: str = "INFO"