From bb2e387f870495703fd663ca8f525028c3a8ced5 Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Thu, 2 Apr 2026 09:37:24 +0900
Subject: feat(strategy): add Asian Session RSI strategy for SOL/USDT scalping
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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)
---
 .../strategy-engine/strategies/config/asian_session_rsi.yaml | 12 ++++++++++++
 1 file changed, 12 insertions(+)
 create mode 100644 services/strategy-engine/strategies/config/asian_session_rsi.yaml

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

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
-- 
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