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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:37:24 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:37:24 +0900 |
| commit | bb2e387f870495703fd663ca8f525028c3a8ced5 (patch) | |
| tree | 9293ccedf65a5218fcbab17f0508577cd6c2f3f5 /services/strategy-engine/strategies/config | |
| parent | 98039ac910ab9afcdcb1813d00f3de8de0d2803c (diff) | |
feat(strategy): add Asian Session RSI strategy for SOL/USDT scalping
Simple time-based + RSI strategy for small capital day trading:
- Trading window: KST 9:00-11:00 (UTC 0:00-2:00)
- Entry: RSI(14) < 25 + volume above average
- Exit: +1.5% TP, -0.7% SL, or session end time exit
- Risk: max 3 trades/day, pause after 2 consecutive losses
- Config: ~$75 per trade (10% of 100만원 capital)
Diffstat (limited to 'services/strategy-engine/strategies/config')
| -rw-r--r-- | services/strategy-engine/strategies/config/asian_session_rsi.yaml | 12 |
1 files changed, 12 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/config/asian_session_rsi.yaml b/services/strategy-engine/strategies/config/asian_session_rsi.yaml new file mode 100644 index 0000000..21d7715 --- /dev/null +++ b/services/strategy-engine/strategies/config/asian_session_rsi.yaml @@ -0,0 +1,12 @@ +# Asian Session RSI — SOL/USDT 5분봉 단타 +# 한국시간 9:00~11:00 (UTC 0:00~2:00) +rsi_period: 14 +rsi_oversold: 25 +rsi_overbought: 75 +quantity: "0.5" # SOL 0.5개 (~$75, 100만원의 10%) +take_profit_pct: 1.5 # 익절 1.5% +stop_loss_pct: 0.7 # 손절 0.7% +session_start_utc: 0 # UTC 0시 = KST 9시 +session_end_utc: 2 # UTC 2시 = KST 11시 +max_trades_per_day: 3 # 하루 최대 3회 +max_consecutive_losses: 2 # 2연패 시 중단 |