43 lines
771 B
JSON
43 lines
771 B
JSON
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{
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"symbol": "XAUUSD",
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"timeframe": "M15",
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"source": "placeholder-ts-bars",
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"horizon": 12,
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"atr_period": 20,
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"data": {
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"train_length": 500,
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"max_bars": 3000,
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"validation": "expanding",
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"step": 1
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},
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"arima": {
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"p": 1,
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"d": 0,
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"q": 0,
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"fit_policy": "rolling",
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"fit_window": 300,
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"use_prediction_interval": true
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},
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"sax": {
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"word_length": 8,
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"alphabet_size": 5,
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"window_length": 24,
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"top_k_analogs": 10,
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"min_analogs": 5,
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"neutral_threshold": 0.25
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},
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"hybrid": {
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"confidence_threshold": 0.5
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},
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"baselines": {
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"include_drift": true
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},
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"costs": {
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"commission_per_trade": 0.0003,
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"spread_bps": 1.0,
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"units": "bps"
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},
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"reproducibility": {
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"seed": 42
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}
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}
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