Initial strategy32 research and live runtime

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2026-03-16 20:18:41 -07:00
commit c165a9add7
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# Telegram
GAMMA_TELEGRAM_TOKEN=
GAMMA_TELEGRAM_CHAT_ID=
GAMMA_TELEGRAM_MIN_LEVEL=INFO
TELEGRAM_BOT_TOKEN=
TELEGRAM_CHAT_ID=
TELEGRAM_MIN_LEVEL=INFO
# Binance USD-M
GAMMA_BOT_API_KEY=
GAMMA_BOT_API_SECRET=
BN_API_KEY=
BN_API_SECRET=
STRATEGY32_BINANCE_TESTNET=true
STRATEGY32_INCLUDE_ACCOUNT_SNAPSHOT=true
STRATEGY32_ENABLE_LIVE_ORDERS=true
STRATEGY32_EXECUTION_LEVERAGE=5
STRATEGY32_MIN_TARGET_NOTIONAL_USD=25
STRATEGY32_MIN_REBALANCE_NOTIONAL_USD=10
STRATEGY32_CLOSE_ORPHAN_POSITIONS=true
# Monitor runtime
STRATEGY32_LOG_LEVEL=INFO
STRATEGY32_TIMEFRAME=4h
STRATEGY32_MACRO_FILTER_TIMEFRAME=1w
STRATEGY32_MACRO_FILTER_FAST_WEEKS=10
STRATEGY32_MACRO_FILTER_SLOW_WEEKS=30
STRATEGY32_HARD_FILTER_TIMEFRAME=1d
STRATEGY32_EXECUTION_REFINEMENT_TIMEFRAME=1h
STRATEGY32_LOOKBACK_DAYS=365
STRATEGY32_WARMUP_DAYS=90
STRATEGY32_POLL_SECONDS=60
STRATEGY32_LIVE_MIN_QUOTE_VOLUME_24H=100000000
STRATEGY32_HARD_FILTER_MIN_HISTORY_BARS=120
STRATEGY32_HARD_FILTER_LOOKBACK_BARS=30
STRATEGY32_HARD_FILTER_MIN_AVG_DOLLAR_VOLUME=50000000
STRATEGY32_EXECUTION_REFINEMENT_LOOKBACK_BARS=48
STRATEGY32_EXECUTION_REFINEMENT_FAST_EMA=8
STRATEGY32_EXECUTION_REFINEMENT_SLOW_EMA=21
STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_GAP=0.008
STRATEGY32_EXECUTION_REFINEMENT_MAX_CHASE_GAP=0.018
STRATEGY32_EXECUTION_REFINEMENT_MAX_RECENT_RETURN=0.03
STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_FACTOR=0.5
STRATEGY32_ENTRY_ONLY_REFINEMENT=true
STRATEGY32_MAX_SPECS=0
STRATEGY32_PAPER_CAPITAL_USD=1000
STRATEGY32_MAX_STALENESS_DAYS=3
STRATEGY32_RUNTIME_DIR=runtime