[DEFAULT1] create_new_dirs = True psar_acceleration = 0.01 psar_max = 1 donchian_tage_low = 20 sma_stoploss = 50 donchian_tage_high = 50 [SCANNER] datum = 2022-06-09 anz_berechnungen = 1 scan_today = True scan_weekends = False anzahlkerzen = 500 anzahlkerzen_plot = 100 add_history = True download_source = scanner/TO_S3 benchmark_source = scanner/zzz_benchmark/ prepare_benchmark = True download = True setups = [ETF_Hamster_scanner,Setup_TRE_scanner,Setup025_factorInvest_scanner] underly_list = [SCANNERSOURCE] evaluation = [['spx_2', 'SPX']] dirs_for_overview = ['spx_2'] suffix = .txt days_ago_max = 50 days_ago_today = 6 create_charts = False spx_wikipedia_components = True download_files = False provider = yahoo upload_scannersource_ftp = False upload_scannersource_s3 = False only_upload = False send_email = False rrg_scanner = False setups_scannersource = [SetupTriangleFalling,SetupTriangleFlagge,SetupTriangleRising] debug = 0 download_source = scanner... benchmark_source = scanner... todo_scanner = scanner delete_dir = none [SCANNERSIGNALS] setups_signals = [SetupFilter_MACD_weekly,Setup_MACD,Setup_MACD_hist,Setup_MACD_hist2,Setup_MACD_hist2_filter] directory_scannersignals = spx_index fake_ticker = multiple_symbols_togehter = False . = trenner trading = False login_wikifolio = False login_degiro = False real_trade_wikifolio = False real_trade_degiro = False entry_for_invest_on = True exit_for_invest_off = True mutiple_trades_today = True mutiple_trades = True .. = trenner data_from = source download_provider = yahoo download_files = True upload_scannersignals_ftp = False upload_scannersignals_s3 = False only_upload = False [MODUL1] todo1 = data_format debug = 0 clear_quotes = True only_relative_strength = False relative_strength = True calc_rang_sma = True calc_rang_slope = True calc_rang_seasonality = False calc_rang_highlow = True periods_rang = [10,20,50,100,144,200,400] plot_rang = False periods_indicator = [2,5,10,20,50,100,144,200,400] add_additional_indicators = True add_zigzag = True benchmark_balanced = True benchmark_wo_balanced = False calc_volume_slope = True calc_rrg = False date_from = 1996-01-01 date_to = 2025-10-13 intraday = False directory_modul1 = spx_2 use_master_ticker = False [OPTIONS] available_filter = ---;spx_db_xxx;spx_db_downtrend1;spx_db_trendline1;spx_db_uptrend1 todo = filter_trades;filter_trades_loop2;filter_trades_loop;save_filter;list_filter;filter_optimize delete_dir = all;evaluation_dirs;none create_charts = True;False spx_wikipedia_components = True;False download_files = True;False provider = S3;yahoo;12data multiple_symbols_togehter = True;False plot_risk_return = True;False todo_scanner = scanner;download_liste;reload_overview equity_calculation = True;False trading = True;False login_wikifolio = True;False login_degiro = True;False real_trade_wikifolio = True;False real_trade_degiro = True;False entry_for_invest_on = True;False exit_for_invest_off = True;False mutiple_trades_today = True;False mutiple_trades = True;False suffix = .txt;.csv data_from = quotes;source download_scannersignals = True;False download_provider = yahoo;S3 upload_scannersignals_ftp = True;False upload_scannersignals_s3 = True;False only_upload = True;False download_scannersource_yahoo = True;False download_scannersource_s3 = True;False upload_scannersource_ftp = True;False upload_scannersource_s3 = True;False rrg_scanner = True;False send_email = True;False upload_scannersource = True;False clear_quotes = True;False debug = 0;1;2;3;5;10;100 intraday = True;False add_zigzag = True;False benchmark_balanced = True;False benchmark_wo_balanced = True;False calc_rang_sma = True;False calc_rang_slope = True;False calc_rang_seasonality = True;False calc_rang_highlow = True;False calc_volume_slope = True;False calc_rrg = i_SPX;com_Gold;crypt_BTC;1;False prepare_benchmark = True;False plot_log = True;False download = Decide;True;False scan_weekends = True;False scan_today = True;False plot_rang = True;False relative_strength = True;False only_relative_strength = True;False use_master_ticker = True;False todo1 = data_format;update_norgate;download_aws;download_aws_all;webpage_ticker_to_downloadliste;download_masterticker;download_sectors;download_investing;download_yahoo;download_stockcharts;download_webscrap;create_download_liste;strategies;download_cot;upload_s3 read_from = quotes;source save_as = txt;csv;xls save_backtest_history = True;False create_profit_overview = True;False plot_equity_strategies_symbols = True;False plot_equity_strategies = True;False plot_equity_symbols = True;False print_all_symbols_strategies = True;False plot_overlaps = True;False plot_trades = True;False forwardtest = True;False forward_constant_window_size = True;False forward_plot_equities = True;False strategyoverview = True;False add_additional_indicators = True;False forward_anzahloptimierungen = 1;3;5;7;9;11;13;15;17;19;21;23;25;27 forward_one_by_one = True;False forward_create_only_all_trades = True;False plot_equity_usd = True;False plot_benchmark = True;False benchmark = i_SPX;i_INDU;com_Gold;crypt_BTC;ndx ausfuehren = backtest;reload_all_trades;plot_trades;reload_all_trades_with_filter;load_from_filter;load_from_history;loop;create_windows;setup;combinations forward_all_symbols_together = True;False overwrite_quotes = True;False forward_concat_overlap = True;False forward_optimize_parameter = pf;sharpe;return;return_best;return_maxDD;return_maxDD_r;return_maxDD_best;maxDD;maxDD_best;pf_ratio forward_optimize_parameter_minmax = max;min forward_optimize_trade_importance = 0;0.1;0.2;0.3;0.4;0.5;0.6;0.7;0.8;0.9;1 plot_charts = True;False use_external_signal = False;random_entry;bollkowski_db.txt add_standard_filter = False;all_trades;all_trades+dRT quantstats = 0;1;2;3 plot_zigzag_p = 0;4;8;10;20;50 plot_markt = True;False plot_sonst = True;False plot_rolling = True;False plot_external_filter = True;False typ_calculation = standard;left;right show_bins = True;False axis2 = count;maxDD;count+maxDD quantile_oben = 1;0.99;0.98;0.95;0.9 show_grid = True;False plot_from_all_trades = all;train;train+test1 typ_regression = none;linear;polynom show_axislabel = True;False show_legend = True;False gewichted = True;False directory_modul2 = Indices;candlesticks_ml;crypto;dji_hist;dji_hist_norgate;dji_hist_norgate/signals;external_data;indices60;rohstoffe;sp500_bb_2022-12;sp500_bb_2022-12/signals;sp500_bb_2022-12/signals.1;spx_2;universe_910;universe_910/signals save_windows = True;False calc_equity_drt = 0;2;3 calc_equity_bucket = True;False print_consecutive = True;False all_trades_teilen = 1;0.95;0.9;0.8;0.75;0.67;0.5;0.33 insample_teilen = all;train 2/3;train 1/3 slope_rsq = True;False rsi = True;False momentum = True;False vola_stdev = True;False lasthigh_days = True;False lasthigh_atr = True;False lasthigh_percent = True;False lastlow_days = True;False lastlow_atr = True;False boll_std = True;False abst_sma_atr = True;False abst_sma_percent = True;False atr = True;False adx = True;False zz_distance_fix_p = True;False zz_distance_tmp_p = True;False zz_distance_actual_p = True;False zz_distance_fix_t = True;False zz_distance_tmp_t = True;False zz_distance_actual_t = True;False vol_avg = True;False vol_m = True;False rs_ = True;False div = True;False th_ = True;False gartley_ = True;False triangle = True;False filter_ = True;False retracement = True;False doublebottom = True;False doublebottom_reversal = True;False period11 = None;2;5;10;20;50;100;144;200;400;4;8;10;20;50 filter22 = None;slope_rsq;RSI;momentum;vola_stdev;lastHigh_days;lastHigh_atr;lastHigh_percent;lastLow_days;lastLow_atr;boll_std;abst_sma_atr;ATR;ADX;zz_distance_fix_p;zz_distance_tmp_p;zz_distance_actual_p;zz_distance_fix_t;zz_distance_tmp_t;zz_distance_actual_t;vol_avg';vol_m;TRE_Percent positiv plot_tre = True;False plot_faikgiese = True;False plot_vergleich = True;False plot_candle = True;False plot_divergenz = True;False split_type = equity;equity+maxDD;equity+DD;profitfaktor;equity+profitfaktor auto_filter = True;False auto_filter_with_seeds = True;False ignore_trades_best = 0;1;2;3;5;10 ignore_trades_worst = 0;1;2;3;5;10 entry_date_wo_duplicates = True;False reload_ml = --- [MODUL2] strategy = trenner setups = Setup_extern underly_list = directory_modul2 = sp500_bb_2022-12 datum_von = 1996-01-01 datum_bis = 2025-01-01 read_from = quotes max_parallel_trades1 = 10 max_parallel_trades2 = 0 max_parallel_trades3 = 10 ignore_trades_best = 0 ignore_trades_worst = 0 use_external_signal = False add_standard_filter = False quantstats = 0 calc_equity_drt = 0 calc_equity_bucket = False print_consecutive = True usd = trenner gebuehr_prozent = 0 plot_equity_usd = False risiko_usd = 100 start_balance_usd = 100000 leer0 = leer1 = leer2 = leer3 = forward = trenner forwardtest = False forward_create_only_all_trades = True forward_all_symbols_together = True forward_constant_window_size = True forward_anzahloptimierungen = 3 forward_optimierungsparameter = ['pattern'] forward_plot_equities = True forward_anzahltrades_backtest_old = 10 forward_concat_overlap = True forward_teiler1 = 5 forward_teiler2 = 5 forward_optimize_parameter = pf forward_optimize_parameter_minmax = max forward_optimize_trade_importance = 0 plot = trenner plot_log = False plot_benchmark = False benchmark = i_SPX benchmark_from_date = plot_trades = False plot_zigzag_p = 0 anz_trades_plot = 5 plot_trades_dpi = 70 anzahl_trades_berechnen = 10000 anz_kerzen_davor_plotten = 200 anzahl_kerzen_nach_tradeende = 10 strategyoverview = True plot_equity_strategies_symbols = False plot_equity_strategies = False plot_equity_symbols = False plot_charts = False print_all_symbols_strategies = True plot_overlaps = False plot_risk_return = False print_symbol_info_max = 20 save = trenner save_backtest_history = True save_windows = False misc = trenner use_pattern_file = False debug = 0 comment = triangle falling, overlap=10 history = triangle_equity/2024-10-23_13_51_11 reload_ml = --- ausfuehren = load_from_history directory_scanner_pics = directories = trenner directory_results = ../Results/assets/backtest directory_history = ../Results/assets/backtest_history [MODUL3] daten = trenner plot_markt = False plot_sonst = True plot_rolling = False plot_rang = False plot_external_filter = False plot_tre = False plot_faikgiese = False plot_vergleich = False plot_overlaps = False plot_candle = False plot_divergenz = False plot_leer0 = plot_leer1 = calculations = trenner equity_calculation = False create_profit_overview = True auto_filter = False auto_filter_with_seeds = False all_trades_teilen = 1 insample_teilen = all split_steps = 50 split_seed1 = 42 split_seed2 = 11 split_type = equity+maxDD typ_calculation = standard show_bins = False axis2 = maxDD quantile_oben = 0.98 anzahl_bins = 8 bild_size_dpi = 20 plot_from_all_trades = all ignore_trades_best = 0 ignore_trades_worst = 0 entry_date_wo_duplicates = False indikatoren = trenner slope_rsq = True rsi = True momentum = False vola_stdev = False lasthigh_days = True lasthigh_atr = True lasthigh_percent = True lastlow_days = True lastlow_atr = True boll_std = True abst_sma_atr = True abst_sma_percent = True atr = True adx = False zz_distance_fix_p = True zz_distance_tmp_p = True zz_distance_actual_p = False zz_distance_fix_t = True zz_distance_tmp_t = True zz_distance_actual_t = False doublebottom = False doublebottom_reversal = False vol_avg = True vol_m = True rs_ = False div = False th_ = False gartley_ = False triangle = True filter_ = False retracement = False todo = filter_trades comment = ccc available_filter = --- regression = trenner gewichted = False typ_regression = none abschneiden = 0 filter = trenner filter1 = triangle_m_atr_oben filter1_von = -10000 filter1_bis = -3 filter2 = triangle_stelle_y_p filter2_von = -10000 filter2_bis = 15 filter3 = triangle_laenge filter3_von = 60 filter3_bis = 10000 filter4 = triangle_laenge_vorher_zu_triangle filter4_von = -10000 filter4_bis = 1.5 filter5 = triangle_vol_ratio_trend filter5_von = 1 filter5_bis = 10000 filter6 = lastHigh_days_144xxx filter6_von = 50 filter6_bis = 10000 filter7 = triangle_vol_ratio_trendxx filter7_von = 1 filter7_bis = 10000 history = trenner save_backtest_history = True load_from_history = 2024-10-06_17_14_48 openai = True [MODUL4] plot_equity_strategies_symbols = True all_trades = ../Results/assets/backtest/all_trades.txt plot_equity_strategies = True plot_equity_symbols = True debug = 2 [HISTORY] overlap = [2,2] info = [TriangleClose,TriangleHighLow] directories = ['2024-09-22_02_31_38', '2024-09-22_10_27_00'] all_trades = ../Results/assets/backtest/all_trades.txt plot_equity_strategies = True plot_equity_symbols = True debug = 2