diff options
Diffstat (limited to 'services/strategy-engine/strategies/config/moc_strategy.yaml')
| -rw-r--r-- | services/strategy-engine/strategies/config/moc_strategy.yaml | 13 |
1 files changed, 13 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/config/moc_strategy.yaml b/services/strategy-engine/strategies/config/moc_strategy.yaml new file mode 100644 index 0000000..349ae1b --- /dev/null +++ b/services/strategy-engine/strategies/config/moc_strategy.yaml @@ -0,0 +1,13 @@ +# Market on Close (MOC) Strategy — US Stocks +quantity_pct: 0.2 # 20% of capital per position +stop_loss_pct: 2.0 # -2% stop loss +rsi_min: 30 # RSI lower bound +rsi_max: 60 # RSI upper bound (not overbought) +ema_period: 20 # EMA for trend confirmation +volume_avg_period: 20 # Volume average lookback +min_volume_ratio: 1.0 # Volume must be >= average +buy_start_utc: 19 # Buy window start (15:00 ET summer) +buy_end_utc: 21 # Buy window end (16:00 ET) +sell_start_utc: 13 # Sell window start (9:00 ET) +sell_end_utc: 15 # Sell window end (10:00 ET) +max_positions: 5 # Max simultaneous positions |