feat: add per-symbol strategy params with sweep-optimized values

Support per-symbol strategy parameters (ATR_SL_MULT_XRPUSDT, etc.)
via env vars, falling back to global defaults. Sweep results:
- XRPUSDT: SL=1.5 TP=4.0 ADX=30 (PF 2.39, Sharpe 61.0)
- TRXUSDT: SL=1.0 TP=4.0 ADX=30 (PF 3.87, Sharpe 62.8)
- DOGEUSDT: SL=2.0 TP=2.0 ADX=30 (PF 1.80, Sharpe 44.1)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-17 17:28:14 +09:00
parent 106eaf182b
commit 55c20012a3
9 changed files with 22658 additions and 6 deletions

View File

@@ -8,11 +8,25 @@ DISCORD_WEBHOOK_URL=
ML_THRESHOLD=0.55
NO_ML_FILTER=true
MAX_SAME_DIRECTION=2
# Global defaults (fallback when no per-symbol override)
ATR_SL_MULT=2.0
ATR_TP_MULT=2.0
SIGNAL_THRESHOLD=3
ADX_THRESHOLD=25
VOL_MULTIPLIER=2.5
# Per-symbol strategy params (2026-03-17 sweep optimized)
ATR_SL_MULT_XRPUSDT=1.5
ATR_TP_MULT_XRPUSDT=4.0
ADX_THRESHOLD_XRPUSDT=30
ATR_SL_MULT_TRXUSDT=1.0
ATR_TP_MULT_TRXUSDT=4.0
ADX_THRESHOLD_TRXUSDT=30
ATR_SL_MULT_DOGEUSDT=2.0
ATR_TP_MULT_DOGEUSDT=2.0
ADX_THRESHOLD_DOGEUSDT=30
DASHBOARD_API_URL=http://10.1.10.24:8000
BINANCE_TESTNET_API_KEY=
BINANCE_TESTNET_API_SECRET=