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config: autopilot to 4x 5x notional at 20x leverage; short floor 0.75 -> 0.4
Two independent changes bundled: - Position sizing back to 4 positions x 5x equity notional at 20x leverage (20x total account notional, ~5% liquidation cushion) — aggressive book size by operator choice, for bigger single positions on a small account. - Forced short-coverage signal floor lowered 0.75 -> 0.4. At 0.75, a long-leaning board left every bearish candidate below the bar, so no short ever opened and the book became a one-directional long bet. 0.4 keeps genuine directional signals so the book actually hedges — which matters more, not less, at 20x.
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@@ -8,11 +8,13 @@ import (
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)
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// forcedCoverageMinScore is the minimum absolute board z-score a candidate
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// needs before the engine will force-open it for book balance. Live trade
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// history showed forced entries on near-neutral signals (|z| < 0.3) were a
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// systematic money loser — especially shorts — while trades on strong signals
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// carried the edge. Below this bar the book is simply left unbalanced.
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const forcedCoverageMinScore = 0.75
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// needs before the engine will force-open it for book balance. Near-neutral
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// signals (|z| < ~0.3) proved a systematic loser, but a 0.75 floor was too
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// strict: in a long-leaning tape every bearish candidate scored below it, so
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// no short ever opened and the book became a one-directional long bet that
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// drew down hard. 0.4 keeps genuine directional signals while still filtering
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// pure noise, so the book can actually hedge.
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const forcedCoverageMinScore = 0.4
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// ensureLongShortCoverage tops the book up toward roughly half the
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// MaxPositions slots long and half short — but only with candidates whose
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