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# 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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