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QQQ15

- adjust ATR stoploss params
Alexey Kim 1 周之前
父節點
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de07ec68e2
共有 2 個文件被更改,包括 6 次插入6 次删除
  1. 3 3
      strategy/alpaca/qqq15/strategy.go
  2. 3 3
      strategy/alpaca/qqq15_nodelay/strategy.go

+ 3 - 3
strategy/alpaca/qqq15/strategy.go

@@ -9,9 +9,9 @@ import (
 
 const (
 	ATR_MULTIPLIER         = 1.5
-	ATR_PERIOD             = 14
-	ATR_HHV                = 10
-	ATR_STOPLOSS_THRESHOLD = .998
+	ATR_PERIOD             = 5
+	ATR_HHV                = 4
+	ATR_STOPLOSS_THRESHOLD = 1
 
 	EXTRA_POSITION_THRESHOLD = 1.002
 )

+ 3 - 3
strategy/alpaca/qqq15_nodelay/strategy.go

@@ -9,9 +9,9 @@ import (
 
 const (
 	ATR_MULTIPLIER         = 1.5
-	ATR_PERIOD             = 14
-	ATR_HHV                = 10
-	ATR_STOPLOSS_THRESHOLD = .998
+	ATR_PERIOD             = 5
+	ATR_HHV                = 4
+	ATR_STOPLOSS_THRESHOLD = 1
 
 	EXTRA_POSITION_THRESHOLD = 1.002
 )