OKX_BASE_URL = "https://www.okx.com" TIMEFRAME = "1H" CANDLE_LIMIT = 300 REQUEST_DELAY = 0.15 REQUEST_RETRIES = 3 REQUEST_TIMEOUT = 10 # --- ATR & STRUCTURE --- ATR_PERIOD = 14 ATR_STOP_MULT = 2.5 STRUCTURE_LOOKBACK = 10 STRUCTURE_CONFIRM_BARS = 3 VOLATILITY_EXPANSION_MULT = 1.8 VOLATILITY_CONTRACTION_MULT = 0.6 RR_RATIO = 2.0 # --- VOLATILITY COMPRESSION FILTER --- VOL_COMPRESSION_LOOKBACK = 100 VOL_COMPRESSION_PERCENTILE = 60 VOL_EXPANSION_CONFIRM_MULT = 1.3 # --- FAKE BREAKOUT DETECTION --- BREAKOUT_ATR_BUFFER = 0.25 BREAKOUT_CONFIRMATION_BARS = 2 BREAKOUT_LOOKBACK = 20 BREAKOUT_RETEST_BARS = 3 # --- ABSORPTION DETECTION --- ABSORPTION_WICK_RATIO = 0.6 ABSORPTION_VOL_MULT = 2.2 ABSORPTION_BODY_RATIO = 0.35 # --- VOLUME ANALYSIS --- VOLUME_MA_PERIOD = 20 VOLUME_SPIKE_MULT = 2.0 VOLUME_CLIMAX_MULT = 3.0 VOLUME_WEAK_THRESHOLD = 0.7 OBV_SLOPE_BARS = 10 # --- REGIME CONFIDENCE --- REGIME_CONFIDENCE_MIN = 0.55 ADX_PERIOD = 14 ADX_TREND_THRESHOLD = 22 ADX_STRONG_THRESHOLD = 30 # --- DISTANCE FROM MEAN FILTER --- DIST_FROM_MEAN_MA = 50 DIST_FROM_MEAN_ATR_MAX = 2.0 # --- RISK ENGINE --- MAX_RISK_PER_TRADE = 0.015 HIGH_VOL_THRESHOLD = 1.8 LOW_VOL_THRESHOLD = 0.5 REDUCED_RISK_FACTOR = 0.4 CONSEC_LOSS_RISK_SCALE = [1.0, 0.8, 0.6, 0.4, 0.25] # --- VETO --- VETO_VOLUME_MIN = 0.35 VETO_VOL_RATIO_MAX = 2.2 VETO_STRUCTURE_MIN = 0.35 VETO_CLIMAX = True VETO_ABSORPTION = True VETO_EXTENDED_PRICE = True VETO_NO_COMPRESSION = True # --- SCORING WEIGHTS --- WEIGHT_REGIME = 0.35 WEIGHT_VOLUME = 0.30 WEIGHT_STRUCTURE = 0.20 WEIGHT_CONFIDENCE = 0.15 TOP_N_DEFAULT = 20 DEFAULT_ACCOUNT_EQUITY = 10000.0 DEFAULT_SYMBOLS = [ "BTC-USDT", "ETH-USDT", "SOL-USDT", "BNB-USDT", "XRP-USDT", "ADA-USDT", "AVAX-USDT", "DOT-USDT", "MATIC-USDT", "LINK-USDT", "UNI-USDT", "ATOM-USDT", "LTC-USDT", "ETC-USDT", "BCH-USDT", "NEAR-USDT", "APT-USDT", "ARB-USDT", "OP-USDT", "DOGE-USDT", "SUI-USDT", "INJ-USDT", "TIA-USDT", "SEI-USDT", "JTO-USDT", "WIF-USDT", "BONK-USDT", "PEPE-USDT", "SHIB-USDT", "FIL-USDT", "LDO-USDT", "RPL-USDT", "MKR-USDT", "AAVE-USDT", "CRV-USDT", "SNX-USDT", "GMX-USDT", "DYDX-USDT", "1INCH-USDT", "SAND-USDT", "MANA-USDT", "AXS-USDT", "GALA-USDT", "ENJ-USDT", "ICP-USDT", "HBAR-USDT", "EGLD-USDT", "FTM-USDT", "ONE-USDT", "ZIL-USDT", "THETA-USDT", "VET-USDT", "FLOW-USDT", "CHZ-USDT", "GRT-USDT", "BAT-USDT", "ZRX-USDT", "ENS-USDT", "IMX-USDT", "BLUR-USDT", "MAGIC-USDT", "RUNE-USDT", "OSMO-USDT", "KAVA-USDT", "ALGO-USDT", "WAVES-USDT", "XTZ-USDT", "ZEC-USDT", "DASH-USDT", "EOS-USDT", "TRX-USDT", "XLM-USDT", "NEO-USDT", "QTUM-USDT", "STX-USDT", "CELO-USDT", "ROSE-USDT", "CFX-USDT", "FXS-USDT", "CVX-USDT", "BAL-USDT", "SUSHI-USDT", "COMP-USDT", "YFI-USDT", "BAND-USDT", "API3-USDT", "ANKR-USDT", "CKB-USDT", "SKL-USDT", "STORJ-USDT", "REN-USDT", "NMR-USDT", "OGN-USDT", "CELR-USDT", "BOBA-USDT", "MDT-USDT", "POND-USDT", "REQ-USDT", "UMA-USDT", "PERP-USDT", ]