# 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