docs: update for XRP-only operation — remove SOL/DOGE/TRX references

- SOL/DOGE/TRX removed: all showed PF < 1.0 across all parameter combinations
  in strategy sweep (2026-03-17) and live trading (2026-03-21)
- ML filter disabled: Walk-Forward showed ML ON PF < ML OFF PF;
  ablation confirmed signal_strength/side dependency (A→C drop 0.08-0.09)
- XRP ADX threshold: 30 → 25 (ADX=30 blocked all trades in current market)
- Current production: XRPUSDT only, SL=1.5x TP=4.0x ADX≥25, NO_ML_FILTER=true

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-21 20:47:30 +09:00
parent d8f5d4f1fb
commit dacefaa1ed
4 changed files with 19 additions and 35 deletions

View File

@@ -1,9 +1,8 @@
BINANCE_API_KEY=
BINANCE_API_SECRET=
SYMBOLS=XRPUSDT,SOLUSDT,DOGEUSDT
SYMBOLS=XRPUSDT
CORRELATION_SYMBOLS=BTCUSDT,ETHUSDT
LEVERAGE=10
RISK_PER_TRADE=0.02
LEVERAGE=20
DISCORD_WEBHOOK_URL=
ML_THRESHOLD=0.55
NO_ML_FILTER=true
@@ -15,19 +14,10 @@ SIGNAL_THRESHOLD=3
ADX_THRESHOLD=25
VOL_MULTIPLIER=2.5
# Per-symbol strategy params (2026-03-17 sweep optimized)
# Per-symbol strategy params (2026-03-21 운영 설정)
ATR_SL_MULT_XRPUSDT=1.5
ATR_TP_MULT_XRPUSDT=4.0
ADX_THRESHOLD_XRPUSDT=30
ATR_SL_MULT_SOLUSDT=1.0
ATR_TP_MULT_SOLUSDT=4.0
ADX_THRESHOLD_SOLUSDT=20
MARGIN_MAX_RATIO_SOLUSDT=0.08
ATR_SL_MULT_DOGEUSDT=2.0
ATR_TP_MULT_DOGEUSDT=2.0
ADX_THRESHOLD_DOGEUSDT=30
ADX_THRESHOLD_XRPUSDT=25
DASHBOARD_API_URL=http://10.1.10.24:8000
BINANCE_TESTNET_API_KEY=
BINANCE_TESTNET_API_SECRET=