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fix: use algorithm instead of undefined strategy in create_backtest
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169 files changed

Lines changed: 1866179 additions & 2 deletions

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{
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"algorithm_id": "0a0bbdc2"
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}
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{
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"params": {
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"timeframe": "2h",
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"epsse_timeframe": null,
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"eapu_timeframe": null,
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"rx_timeframe": null,
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"tt_timeframe": "1d",
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"vwt_timeframe": "1d",
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"epsse_ema1_length": 10,
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"epsse_ema2_length": 15,
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"epsse_ema3_length": 34,
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"epsse_pivot_length": 2,
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"epsse_ma_type": "ema",
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"eapu_ema1_length": 14,
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"eapu_ema2_length": 34,
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"eapu_use_ema1": true,
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"eapu_use_ema2": true,
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"eapu_pivot_length": 2,
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"eapu_atr_length": 10,
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"eapu_atr_mult": 0.8,
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"eapu_fast_mode": false,
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"eapu_enable_reentry": true,
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"rx_lr_length": 15,
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"rx_signal_smoothing": 3,
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"rx_ema_length": 100,
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"rx_pivot_left": 5,
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"rx_pivot_right": 5,
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"rx_sr_proximity_pct": 0.02,
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"tt_length": 14,
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"tt_main_factor": 0.5,
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"tt_main_atr_period": 7,
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"tt_signal_factor": 0.7,
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"tt_signal_atr_period": 10,
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"tt_rsi_period": 10,
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"tt_rsi_guard_threshold": 30.0,
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"vwt_vwma_length": 14,
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"vwt_atr_multiplier": 1.0,
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"use_epsse": true,
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"use_eapu": true,
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"use_eapu_reentry": false,
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"use_rx": true,
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"use_rx_sr_proximity": true,
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"use_tt": true,
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"use_tt_bounce": true,
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"use_tt_rsi_guard": true,
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"use_vwt": false,
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"entry_w_epsse": 5,
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"entry_w_eapu": 5,
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"entry_w_eapu_reentry": 3,
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"entry_w_rx": 3,
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"entry_w_tt": 3,
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"entry_w_vwt": 3,
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"entry_w_epsse_trend": 1,
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"entry_w_eapu_trend": 1,
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"entry_w_rx_trend": 1,
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"entry_w_rx_sr": 1,
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"entry_w_tt_trend": 1,
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"entry_w_tt_bounce": 1,
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"entry_w_vwt_trend": 1,
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"exit_w_epsse": 5,
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"exit_w_eapu": 5,
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"exit_w_eapu_reentry": 3,
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"exit_w_rx": 3,
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"exit_w_tt": 3,
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"exit_w_vwt": 3,
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"exit_w_epsse_trend": 1,
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"exit_w_eapu_trend": 1,
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"exit_w_rx_trend": 1,
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"exit_w_rx_sr": 1,
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"exit_w_tt_trend": 1,
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"exit_w_tt_bounce": 1,
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"exit_w_vwt_trend": 1,
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"min_entry_score": 10,
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"min_exit_score": 10,
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"cooldown_bars": 5,
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"min_holding_bars": 3,
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"stop_loss_percentage": 0.05,
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"take_profit_percentage": 0.15,
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"trailing_stop_loss": false,
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"trailing_take_profit": false,
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"position_size_percentage": 10,
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"ohlcv_window_size": 300,
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"_grid_profile": {
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"heavy_config": "both_on",
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"medium_config": "minimal",
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"score_threshold": "strict",
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"base_tf": "2h",
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"rx_tf": "base",
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"tt_tf": "1d",
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"vwt_tf": "1d",
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"indicator_speed": "fast"
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}
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},
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"time_unit": "HOUR",
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"interval": 2,
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"symbols": [
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"BTC",
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"ETH",
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"ADA",
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"SOL",
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"DOT"
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],
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"market": "bitvavo"
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}
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{
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"fast_period": 9,
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"slow_period": 50,
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"trend_period": 100,
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"stop_loss_pct": 6.0,
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"position_size_pct": 25,
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"symbols": ["BTC/EUR", "ETH/EUR"],
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"use_ema": true
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}
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{
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"risk_free_rate": 0.027
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}

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