Initial strategy32 research and live runtime
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.env.example
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48
.env.example
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# Telegram
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GAMMA_TELEGRAM_TOKEN=
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GAMMA_TELEGRAM_CHAT_ID=
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GAMMA_TELEGRAM_MIN_LEVEL=INFO
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TELEGRAM_BOT_TOKEN=
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TELEGRAM_CHAT_ID=
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TELEGRAM_MIN_LEVEL=INFO
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# Binance USD-M
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GAMMA_BOT_API_KEY=
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GAMMA_BOT_API_SECRET=
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BN_API_KEY=
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BN_API_SECRET=
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STRATEGY32_BINANCE_TESTNET=true
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STRATEGY32_INCLUDE_ACCOUNT_SNAPSHOT=true
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STRATEGY32_ENABLE_LIVE_ORDERS=true
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STRATEGY32_EXECUTION_LEVERAGE=5
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STRATEGY32_MIN_TARGET_NOTIONAL_USD=25
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STRATEGY32_MIN_REBALANCE_NOTIONAL_USD=10
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STRATEGY32_CLOSE_ORPHAN_POSITIONS=true
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# Monitor runtime
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STRATEGY32_LOG_LEVEL=INFO
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STRATEGY32_TIMEFRAME=4h
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STRATEGY32_MACRO_FILTER_TIMEFRAME=1w
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STRATEGY32_MACRO_FILTER_FAST_WEEKS=10
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STRATEGY32_MACRO_FILTER_SLOW_WEEKS=30
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STRATEGY32_HARD_FILTER_TIMEFRAME=1d
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STRATEGY32_EXECUTION_REFINEMENT_TIMEFRAME=1h
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STRATEGY32_LOOKBACK_DAYS=365
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STRATEGY32_WARMUP_DAYS=90
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STRATEGY32_POLL_SECONDS=60
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STRATEGY32_LIVE_MIN_QUOTE_VOLUME_24H=100000000
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STRATEGY32_HARD_FILTER_MIN_HISTORY_BARS=120
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STRATEGY32_HARD_FILTER_LOOKBACK_BARS=30
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STRATEGY32_HARD_FILTER_MIN_AVG_DOLLAR_VOLUME=50000000
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STRATEGY32_EXECUTION_REFINEMENT_LOOKBACK_BARS=48
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STRATEGY32_EXECUTION_REFINEMENT_FAST_EMA=8
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STRATEGY32_EXECUTION_REFINEMENT_SLOW_EMA=21
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STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_GAP=0.008
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STRATEGY32_EXECUTION_REFINEMENT_MAX_CHASE_GAP=0.018
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STRATEGY32_EXECUTION_REFINEMENT_MAX_RECENT_RETURN=0.03
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STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_FACTOR=0.5
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STRATEGY32_ENTRY_ONLY_REFINEMENT=true
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STRATEGY32_MAX_SPECS=0
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STRATEGY32_PAPER_CAPITAL_USD=1000
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STRATEGY32_MAX_STALENESS_DAYS=3
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STRATEGY32_RUNTIME_DIR=runtime
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