Strategy Settings Catalog

Definitions of all available strategy settings. This catalog defines what settings exist, their types, defaults, and constraints.

Rebuild Generated File
Total settings: 140  |  Groups: 9
Change History: exit_required_threshold Close
Date Action Changed By Note Changes
2026-02-09 14:31:45 UPDATE codex Fix wrong value_type BOOL->INT for exit thresholds; avoid coercion to 1. value_type: "BOOL" → "INT", default_value_bool: 70 → null
Entry
Setting Key Label Type Default Options Range Description Actions
entry_min_signal_strength Entry min signal INT (score) 50 — — Minimum signal strength for entry (bull regime). History
entry_max_risk_score Entry max risk INT (score) 60 — — Maximum risk score for entry (bull regime). History
entry_min_trend_quality Entry min trend quality INT (score) 50 — — Minimum trend quality score for entry. History
entry_regime_neutral_min_sig Entry min signal (neutral) INT (score) 70 — — Minimum signal strength for entry in neutral regime. History
entry_regime_neutral_max_risk Entry max risk (neutral) INT (score) 65 — — Maximum risk score for entry in neutral regime. History
entry_regime_bear_min_sig Entry min signal (bear) INT (score) 85 — — Minimum signal strength for entry in bear regime. History
entry_regime_bear_max_risk Entry max risk (bear) INT (score) 55 — — Maximum risk score for entry in bear regime. History
entry_require_risk_on Require RISK_ON BOOL true — — Only enter when risk state is RISK_ON (anti-chase enabled). History
entry_block_exit_warning Block on exit warning BOOL true — — Block entry when ticker has EXIT_WARNING. History
entry_exit_warning_penalty Exit warning penalty INT (score) 0 — — Signal penalty when EXIT_WARNING is present (0 = block completely). History
entry_block_if_market_regime_null Block if regime null BOOL true — — Block entry when market regime is null/unknown. History
entry_require_retest Require retest BOOL false — — Require successful retest of resistance before entry. History
entry_retest_lookback_days Retest lookback days INT (days) 3 — — Days to look back for retest validation. History
entry_retest_allow_intraday_breach Retest allow intraday breach BOOL true — — Allow intraday breach during retest (only close matters). History
min_atr_pct_14 Min ATR 14d DECIMAL (pct) 0.006000 — — Minimum 14-day ATR percentage for entry (tradeability filter). History
min_vol_ratio_breakout Min vol ratio breakout DECIMAL (x) 1.200000 — — Minimum volume ratio for breakout entry. History
max_ret_5d_buy Max ret 5d for buy DECIMAL (pct) 0.150000 — — Maximum 5-day return to allow entry (anti-chase). History
breakout_resistance_level Breakout resistance level ENUM 20 20, 50, Both — Resistance level to use for breakout detection (10, 20, 50, or 200). History
min_close_strength_bull Min close strength (bull) DECIMAL (pct) 0.000000 — — Minimum close strength for entry in bull regime (0.0-1.0). History
min_close_strength_neutral Min close strength (neutral) DECIMAL (pct) 0.000000 — — Minimum close strength for entry in neutral regime (0.0-1.0). History
min_close_strength_bear Min close strength (bear) DECIMAL (pct) 0.000000 — — Minimum close strength for entry in bear regime (0.0-1.0). History
strong_min_signal_strength Strong entry min signal INT (score) 70 — — Minimum signal strength for strong entry (larger position size). History
strong_min_trend_quality Strong entry min trend INT (score) 70 — — Minimum trend quality for strong entry. History
strong_max_risk_score Strong entry max risk INT (score) 50 — — Maximum risk score for strong entry. History
strong_requires_bull_regime Strong entry requires bull BOOL true — — Restrict strong entries to bull regime only. History
bfe_enabled BFE enabled BOOL false — — Enable breakout follow-through entry logic. History
bfe_lookback_days BFE lookback days INT (days) 20 — — Days to look back for breakout follow-through validation. History
bfe_required_closes BFE required closes INT (days) 2 — — Required closes above resistance for breakout confirmation. History
bfe_allow_intraday BFE allow intraday BOOL false — — Allow intraday breakout for BFE (or require close above). History
entry_min_ret_63d_buy Entry Min Ret 63d Buy DECIMAL (pct) 0.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
market_dir_entry_allow_neutral Market Dir Entry Allow Neutral BOOL true — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
market_dir_entry_gate Market Dir Entry Gate BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
market_dir_exit_force Market Dir Exit Force BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
Exit
Setting Key Label Type Default Options Range Description Actions
exit_r1_streak_below_sup50_days Exit R1: below sup50 days INT (days) 3 — — Days below support_50 to trigger R1 points. History
exit_r1_score Exit R1 score INT (score) 60 — — Score added for R1 (below sup50 streak). History
exit_r2_score Exit R2 score INT (score) 40 — — Score added for close < sup50 and ret_5d < 0. History
exit_w1_streak_below_sup20_days Exit W1: below sup20 days INT (days) 2 — — Days below support_20 to trigger W1 points. History
exit_w1_score Exit W1 score INT (score) 25 — — Score added for W1 (below sup20 streak). History
exit_dead_money_enabled Dead money exit enabled BOOL false — — Enable dead money exit (exit stagnant positions). History
exit_dead_money_min_hold_days Dead money min hold INT (days) 180 — — Minimum hold period before considering dead money exit. History
exit_dead_money_max_return_pct Dead money max return DECIMAL (pct) 0.000000 — — Maximum return threshold for dead money (e.g., 0.10 = positions below 10% gain). History
exit_dead_money_max_trend_quality Dead money max trend INT (score) 50 — — Maximum trend quality for dead money exit (exit weak trends). History
exit_dead_money_require_pressure Dead money require pressure BOOL true — — Require downside pressure signal for dead money exit. History
exit_include_highvol_trim Exit Include Highvol Trim BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
exit_r1_streak_days Exit R1 Streak Days INT 3 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
exit_recovery_days Exit Recovery Days INT 2 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
exit_required_threshold Exit Required Threshold INT 70 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
exit_w1_streak_days Exit W1 Streak Days INT 2 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
exit_warning_threshold Exit Warning Threshold INT 25 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
Index Direction
Setting Key Label Type Default Options Range Description Actions
idxdir_trend_pct_range Trend pct range DECIMAL (pct) 0.050000 — — Normalization range for pct_above_sma200/400 trend scores. History
idxdir_trend_weight_sma200 Trend SMA-200 weight DECIMAL (weight) 0.500000 — — Weight for SMA-200 component in trend score. History
idxdir_trend_weight_sma400 Trend SMA-400 weight DECIMAL (weight) 0.500000 — — Weight for SMA-400 component in trend score. History
idxdir_momentum_range_ret63d Momentum range 63d DECIMAL (pct) 0.100000 — — Normalization range for 63-day return in momentum score. History
idxdir_momentum_range_ret126d Momentum range 126d DECIMAL (pct) 0.200000 — — Normalization range for 126-day return in momentum score. History
idxdir_momentum_range_ret252d Momentum range 252d DECIMAL (pct) 0.300000 — — Normalization range for 252-day return in momentum score. History
idxdir_momentum_weight_ret63d Momentum 63d weight DECIMAL (weight) 0.400000 — — Weight for 63-day return in momentum composite. History
idxdir_momentum_weight_ret126d Momentum 126d weight DECIMAL (weight) 0.300000 — — Weight for 126-day return in momentum composite. History
idxdir_momentum_weight_ret252d Momentum 252d weight DECIMAL (weight) 0.300000 — — Weight for 252-day return in momentum composite. History
idxdir_weight_trend Direction trend weight DECIMAL (weight) 0.500000 — — Weight of trend component in direction score. History
idxdir_weight_momentum Direction momentum weight DECIMAL (weight) 0.500000 — — Weight of momentum component in direction score. History
idxdir_enum_threshold Direction enum threshold (v1) DECIMAL (score) 25.000000 — — Legacy v1 threshold for BULL/BEAR direction enum from raw score. History
idxdir_pct_bull Percentile bull threshold DECIMAL (pct) 0.750000 — — Percentile threshold for BULL direction enum (v2). History
idxdir_pct_bear Percentile bear threshold DECIMAL (pct) 0.250000 — — Percentile threshold for BEAR direction enum (v2). History
idxdir_adx_range_low ADX range low DECIMAL 15.000000 — — Lower bound of ADX normalization range for trend quality. History
idxdir_adx_range_high ADX range high DECIMAL 35.000000 — — Upper bound of ADX normalization range for trend quality. History
idxdir_drawdown_max Max drawdown reference DECIMAL (pct) 0.250000 — — Reference max drawdown for quality and risk normalization. History
idxdir_tq_weight_adx TQ ADX weight DECIMAL (weight) 0.400000 — — Weight of ADX in trend quality composite. History
idxdir_tq_weight_drawdown TQ drawdown weight DECIMAL (weight) 0.400000 — — Weight of drawdown quality in trend quality composite. History
idxdir_tq_weight_consistency TQ consistency weight DECIMAL (weight) 0.200000 — — Weight of return consistency in trend quality composite. History
idxdir_atr_pct_range_low ATR pct range low DECIMAL (pct) 0.010000 — — Lower bound of ATR% normalization range for risk. History
idxdir_atr_pct_range_high ATR pct range high DECIMAL (pct) 0.040000 — — Upper bound of ATR% normalization range for risk. History
idxdir_vol_range_low Volatility range low DECIMAL (pct) 0.010000 — — Lower bound of 20d volatility normalization range. History
idxdir_vol_range_high Volatility range high DECIMAL (pct) 0.030000 — — Upper bound of 20d volatility normalization range. History
idxdir_risk_weight_atr Risk ATR weight DECIMAL (weight) 0.400000 — — Weight of ATR in risk composite. History
idxdir_risk_weight_vol Risk volatility weight DECIMAL (weight) 0.300000 — — Weight of 20d volatility in risk composite. History
idxdir_risk_weight_drawdown Risk drawdown weight DECIMAL (weight) 0.300000 — — Weight of drawdown in risk composite. History
idxdir_pct_window_days Percentile window days INT (days) 1260 — — Rolling window size for percentile rank calculations. History
Portfolio
Setting Key Label Type Default Options Range Description Actions
entry_candidate_ttl_days Entry candidate TTL INT (days) 0 — — Trading-day lookback window for entry candidates. TTL=0 uses only today's signals; TTL=1 includes the prior trade day; TTL=2 includes the two prior trade days. Entry still executes next trade day after the chosen signal. History
allow_add Allow position adds BOOL true — — Allow adding to existing positions. History
allow_trim Allow position trims BOOL true — — Allow partial exits (trimming positions). History
execution_model Execution model ENUM STRICT Strict, Capacity Aware, Rotation — Execution timing model (STRICT = next trading day, INTRADAY = same day if possible). History
min_adv_multiple Min ADV multiple DECIMAL (x) 0.000000 — — Minimum position size as multiple of average daily volume (0 = no limit). History
strong_entry_multiplier Strong entry size multiplier DECIMAL (x) 1.500000 — — Position size multiplier for strong entry signals. History
max_adds_per_position Max Adds Per Position INT 0 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
max_positions Max Positions INT 10 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
max_trims_per_position Max trims per position INT 0 — 0.000000 to 20.000000 Maks antall trims per posisjon (0 = ubegrenset). History
start_cash Start Cash DECIMAL 1000000.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
Regime
Setting Key Label Type Default Options Range Description Actions
breadth_bear_thr Breadth Bear Thr DECIMAL (pct) 0.400000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
breadth_bull_thr Breadth Bull Thr DECIMAL (pct) 0.550000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
breadth_enabled Breadth Enabled BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
breadth_metric Breadth Metric ENUM sma200 SMA 200, SMA 50, Adv/Dec, 63d Return — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
breadth_min_count Breadth Min Count INT 10 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
breadth_mode Breadth Mode ENUM GATE Gate, Override, Bear Only — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_bear_thr Regime Bear Thr DECIMAL (pct) 0.050000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_bull_thr Regime Bull Thr DECIMAL (pct) 0.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_dd_override_bear_dd Regime Dd Override Bear Dd DECIMAL (pct) 0.200000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_dd_override_enabled Regime Dd Override Enabled BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_dd_override_neutral_dd Regime Dd Override Neutral Dd DECIMAL (pct) 0.100000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_ema_override_bear_pct Regime Ema Override Bear Pct DECIMAL (pct) 0.020000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_ema_override_enabled Regime Ema Override Enabled BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_ema_override_neutral_pct Regime Ema Override Neutral Pct DECIMAL (pct) 0.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_hold_days Regime Hold Days INT 0 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_lookback Regime Lookback ENUM 0 Auto, 63, 126, 189, 252 — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_model Regime Model ENUM SMA SMA, MOM, Donchian — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_mom_override_bear_ret Regime Mom Override Bear Ret DECIMAL (pct) -0.050000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_mom_override_enabled Regime Mom Override Enabled BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_mom_override_lookback Regime Mom Override Lookback INT 63 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_mom_override_neutral_ret Regime Mom Override Neutral Ret DECIMAL (pct) 0.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
regime_period Regime Period ENUM 200 150, 200, 250 — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
Risk
Setting Key Label Type Default Options Range Description Actions
risk_enable_anti_chase Enable anti-chase BOOL true — — Downgrade breakout signals when ret_5d is too high. History
risk_anti_chase_ret5_max Anti-chase ret_5d max DECIMAL (pct) 0.150000 — — ret_5d threshold for anti-chase downgrade. History
risk_cooldown_days Cooldown days after risk-off INT (days) 3 — — Number of trading days to block RISK_ON after RISK_OFF. History
risk_exit_recovery_days Exit recovery days INT (days) 2 — — Days of recovery required to clear exit state. History
risk_exit_required_threshold Exit required score INT (score) 70 — — Exit score threshold for EXIT_REQUIRED. History
risk_exit_warning_threshold Exit warning score INT (score) 25 — — Exit score threshold for EXIT_WARNING. History
risk_atr_min_tradeability Min ATR for tradeability DECIMAL (pct) 0.006000 — — ATR below this blocks new entries and increases. History
risk_atr_high_volatility High ATR volatility DECIMAL (pct) 0.030000 — — ATR above this reduces confidence. History
risk_signal_cap_value Signal strength cap INT (score) 30 — — Cap signal strength when risk is off or overextended. History
vol_guard_enabled Vol Guard Enabled BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
vol_guard_entry_block Vol Guard Entry Block BOOL true — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
vol_guard_exit_force Vol Guard Exit Force BOOL false — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
vol_guard_metric Vol Guard Metric ENUM vol_20d Volatility 20d, ATR% 14d — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
vol_guard_threshold Vol Guard Threshold DECIMAL (pct) 0.040000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
Signal
Setting Key Label Type Default Options Range Description Actions
signal_watch_band_pct Watch band pct DECIMAL (pct) 0.020000 — — Distance from resistance to flag WATCH (0.02 = 2%). History
signal_enable_watch Enable watch signals BOOL true — — Toggle WATCH signals on/off. History
signal_overext_ret5_trim_10 Overextended ret_5d for trim 10 DECIMAL (pct) 0.150000 — — ret_5d threshold for 10% trim signal. History
signal_overext_ret5_trim_20 Overextended ret_5d for trim 20 DECIMAL (pct) 0.200000 — — ret_5d threshold for 20% trim signal. History
signal_overext_volr_hv Overextended high-volume ratio DECIMAL (x) 1.200000 — — Volume ratio threshold for stronger overextended trim. History
signal_pullback_volr_min Pullback min vol ratio DECIMAL (x) 0.900000 — — Minimum vol ratio for pullback add setup. History
signal_pullback_res20_discount Pullback res20 discount DECIMAL (x) 0.950000 — — Pullback requires close <= resistance_20 * value. History
Sizing
Setting Key Label Type Default Options Range Description Actions
default_entry_pct Default Entry Pct DECIMAL (pct) 10.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
max_position_pct Max Position Pct DECIMAL (pct) 20.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
min_position_pct Min Position Pct DECIMAL (pct) 0.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
risk_atr_multiple Risk Atr Multiple DECIMAL 1.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
risk_metric Risk Metric ENUM ATR ATR, Volatility — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
risk_target_pct Risk Target Pct DECIMAL (pct) 0.300000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
risk_vol_multiple Risk Vol Multiple DECIMAL 1.000000 — — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
sizing_mode Sizing Mode ENUM FIXED Fixed, Risk — Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage. History
State
Setting Key Label Type Default Options Range Description Actions
state_vol_ratio_risk Vol ratio risk threshold DECIMAL (x) 1.500000 — — Volume ratio threshold for RISK state (vol_ratio_20 >= value). History
state_support_buffer_mult Support buffer multiplier DECIMAL (x) 1.000000 — — Multiplier around support levels (1.00 = no buffer). History