From 6f162e4696e8e90fcbd6ca84d0ad7f0d187dfb01 Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Thu, 2 Apr 2026 10:06:36 +0900
Subject: feat(strategy): add Market on Close (MOC) strategy for US stocks

---
 .../strategy-engine/strategies/config/moc_strategy.yaml     | 13 +++++++++++++
 1 file changed, 13 insertions(+)
 create mode 100644 services/strategy-engine/strategies/config/moc_strategy.yaml

(limited to 'services/strategy-engine/strategies/config')

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
-- 
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