Launch Run

Start Date

End Date

Config JSON

{
  "centre": {
    "mode": "BB",
    "L": 60,
    "fix_at_entry": false,
    "sample_mode": "wall_clock",
    "sample_tf": "M15",
    "dual_mean_on": false,
    "L_fast": 5,
    "L_slow": 20,
    "dual_agree_gate": false
  },
  "entry": {
    "z_long": 2.0,
    "z_short": 2.0
  },
  "exit": {
    "retreat": 1.0,
    "H": 300,
    "stop_loss": null
  },
  "risk": {
    "cooldown_mode": "off",
    "cooldown_duration": 20,
    "dte_offset": 3
  },
  "pyramid": {
    "on": false,
    "base_lots": 1.0,
    "levels": [
      2.0,
      2.5,
      3.0
    ],
    "size_pct": [
      100.0,
      50.0,
      100.0,
      200.0
    ],
    "max_levels": 4
  },
  "gates": {
    "flystd": {
      "on": false,
      "threshold": "p90",
      "window": 20
    },
    "crude_d5": {
      "on": false,
      "threshold": 12.0
    },
    "dte": {
      "on": false,
      "min_dte": 10
    },
    "hour": {
      "on": false,
      "deny_hours": [
        13,
        14
      ]
    },
    "news": {
      "on": false,
      "events": [
        "eia_crude",
        "fomc",
        "cpi"
      ],
      "blackout_before_min": 30,
      "blackout_after_min": 60,
      "hard_exit_before": false
    }
  },
  "fill": {
    "model": "trade_through",
    "fill_at_level_prob": 0.5,
    "min_volume_at_level": 10
  },
  "cost": {
    "commission_per_side_override": null
  },
  "contracts": {
    "combos": [
      "front"
    ]
  },
  "lattice": {
    "on": false,
    "distance_bands": [
      {
        "min_z": 0.5,
        "max_z": 1.5,
        "max_hold": 20,
        "stop": 30.0
      },
      {
        "min_z": 1.5,
        "max_z": 2.5,
        "max_hold": 60,
        "stop": null
      },
      {
        "min_z": 2.0,
        "max_z": 99.0,
        "max_hold": 300,
        "stop": null
      }
    ]
  }
}