""" AUTO HEDGE-MART V4.12beta SETTINGS ==================================== Ported from Auto Hedge-Mart-V4.mq4 to Python backtesting framework. Strategy: Hedged martingale recovery grid - Opens initial trades based on bar patterns + Fibonacci zone filters - When trade goes against you, opens hedged BUY+SELL pairs at grid levels - Lot sizes scale to cover previous losses + fixed profit target - Sub-order pairs repeat after TP hits - Thread profit exit closes everything at net profit target Reference: V4.12beta XAUUSD test (M15, 2021.04-2021.11) Profit factor 1.88, 64.19% win rate, 4544 trades """ # ============================================================================= # TRADING PAIR — switch between XAUUSD / BTCUSD / etc. # ============================================================================= SYMBOL = "BTCUSD" # ============================================================================= # ACCOUNT # ============================================================================= INITIAL_BALANCE = 20000.0 # ============================================================================= # PAIR SPECIFICATIONS # ============================================================================= CRYPTO_PAIRS = { "XAUUSD": { "pip_size": 0.1, # Gold: 1 pip = $0.10 (matches MT4 Point*10) "min_lot": 0.01, "max_lot": 100.0, "lot_step": 0.01, "decimals": 2, "ref_price": 1900.0, # Reference price for normalization }, "BTCUSD": { "pip_size": 0.1, "min_lot": 0.001, "max_lot": 100.0, "lot_step": 0.001, "decimals": 1, "ref_price": 108000.0, # Mid-2025 actual price range (~102K-115K) }, "BTCUSDT": { "pip_size": 0.01, "min_lot": 0.001, "max_lot": 100.0, "lot_step": 0.001, "decimals": 2, "ref_price": 50000.0, }, "ETHUSDT": { "pip_size": 0.01, "min_lot": 0.01, "max_lot": 1000.0, "lot_step": 0.01, "decimals": 2, "ref_price": 3000.0, }, "BNBUSDT": { "pip_size": 0.01, "min_lot": 0.01, "max_lot": 10000.0, "lot_step": 0.01, "decimals": 2, "ref_price": 600.0, }, "XRPUSDT": { "pip_size": 0.0001, "min_lot": 1.0, "max_lot": 1000000.0, "lot_step": 1.0, "decimals": 4, "ref_price": 0.50, }, "SOLUSDT": { "pip_size": 0.01, "min_lot": 0.1, "max_lot": 100000.0, "lot_step": 0.1, "decimals": 2, "ref_price": 150.0, }, "DOGEUSDT": { "pip_size": 0.00001, "min_lot": 1.0, "max_lot": 10000000.0, "lot_step": 1.0, "decimals": 5, "ref_price": 0.08, }, } DEFAULT_PAIR_CONFIG = { "pip_size": 0.01, "min_lot": 0.001, "max_lot": 100.0, "lot_step": 0.001, "decimals": 2, "ref_price": 1900.0, } # ============================================================================= # V4.12beta REFERENCE PARAMETERS (XAUUSD Gold, pip_size=0.1) # All pip values are calibrated for Gold at ~$1900. # For other pairs, they auto-scale via PAIR_STRATEGY_PARAMS below. # ============================================================================= _REF_PAIR = "XAUUSD" _REF_PRICE = 1900.0 # --- Entry (V4: Takeprofit2=200, Stoploss2=2000) --- _REF_ENTRY_TP_PIPS = 123 # BTC $700 (70% hit rate on M5 scan) _REF_ENTRY_SL_PIPS = 2000 # $200 (10.5% of Gold) # --- Recovery Grid (V4: 19 levels) --- _REF_GRID_STEPS = [ 246, 246, 246, 317, 317, 317, 387, 387, 387, 493, 493, 493, 563, 563, 563, 633, 633, 633, 704, ] # --- Recovery TPs (V4: decreasing, TP4=0 disables sub-pair 4) --- _REF_RECOVERY_TPS = [123, 62, 31, 0] # --- Dollar targets (don't scale with pip — absolute $) --- _REF_RECOVERY_PROFIT_TARGET = 30.0 _REF_THREAD_PROFIT_TARGET = 15.0 # ============================================================================= # AUTO-NORMALIZE: Scale pip values for the active SYMBOL # ============================================================================= def _normalize_for_pair(symbol: str) -> dict: """Scale reference (Gold) pip values to the target pair. Normalization logic: scale = (target_ref_price / gold_ref_price) / (target_pip_size / gold_pip_size) This keeps the PERCENTAGE distance from entry identical across pairs. E.g., Grid L1 = ~3.16% of price for any pair. """ pair_cfg = CRYPTO_PAIRS.get(symbol, DEFAULT_PAIR_CONFIG) ref_cfg = CRYPTO_PAIRS.get(_REF_PAIR, DEFAULT_PAIR_CONFIG) target_price = pair_cfg["ref_price"] target_pip = pair_cfg["pip_size"] ref_price = ref_cfg["ref_price"] ref_pip = ref_cfg["pip_size"] # scale converts Gold pips → target pips keeping same % of price scale = (target_price / ref_price) / (target_pip / ref_pip) return { "entry_tp_pips": round(scale * _REF_ENTRY_TP_PIPS), "entry_sl_pips": round(scale * _REF_ENTRY_SL_PIPS), "grid_steps": [round(scale * s) for s in _REF_GRID_STEPS], "recovery_tps": [round(scale * t) if t > 0 else 0 for t in _REF_RECOVERY_TPS], } # Build normalized params for active pair _NORM = _normalize_for_pair(SYMBOL) # ============================================================================= # INITIAL ENTRY PARAMETERS (auto-scaled from Gold reference) # ============================================================================= LOT_SIZE = 0.03 ENTRY_TP_PIPS = _NORM["entry_tp_pips"] ENTRY_SL_PIPS = 0 # V3 BTC: Stoploss2=0 (disabled) MAX_INITIAL_ORDERS = 10 # V3 BTC used 30; 10 for conservative multi-thread # ============================================================================= # ENTRY TYPE ENABLES # ============================================================================= # V4: BUY_ZONE_MIN=0, BUY_ZONE_MAX=1 → always enter (no zone filter) ENABLE_REVERSAL_ENTRIES = False ENABLE_CONTINUATION_ENTRIES = True # ============================================================================= # FIBONACCI ZONE FILTERS # ============================================================================= FIBO_BARS_BACK = 13 # V3 BTC=13, shorter lookback for M5 FIBO_BUY_ZONE = (0.0, 1.0) # V4: (0,1) → always allow buys FIBO_SELL_ZONE = (0.0, 1.0) # V4: (0,1) → always allow sells FIBO_RANGE_ZONE = (0.0, 1.0) # Always pass RECOVERY_FIBO_ZONE = (0.0, 1.0) # Recovery grid Fibo gate: (min, max), default always-pass # ============================================================================= # ADAPTIVE GRID (auto-scale grid/TP to current volatility) # ============================================================================= ADAPTIVE_GRID = True # Enable volatility-adaptive grid sizing ADAPTIVE_ATR_BARS = 13 # Rolling ATR lookback (same as Fibo) REFERENCE_ATR = 132.1 # Baseline ATR from M5 scan ($132.1/bar avg) ADAPTIVE_MIN_SCALE = 0.5 # Floor: never shrink below 50% of base grid ADAPTIVE_MAX_SCALE = 2.5 # Ceiling: never expand beyond 250% of base grid # ============================================================================= # RECOVERY GRID (auto-scaled) # ============================================================================= RECOVERY_GRID_STEPS = _NORM["grid_steps"] # ============================================================================= # RECOVERY TAKE PROFITS (auto-scaled) # ============================================================================= RECOVERY_TPS = _NORM["recovery_tps"] # TP multiplier: V4: recoveryTPmultiple=1 (disabled — no cumulative TP scaling) TP_MULTIPLIER = 1.0 TP_MULT_START_LEVEL = 5 TP_MULT_STOP_LEVEL = 8 # ============================================================================= # LOT SIZING MODE # ============================================================================= # V4: autocalculatelots=false (loss-recovery mode) AUTO_CALCULATE_LOTS = False RECOVERY_PROFIT_TARGET = 30.0 # V4: $30 profit target per recovery pair RECOVERY_LOT_MULTIPLIER = 1.1 # V4: OutsideLotMultiplier1=1.5, InsideLotMultiplier1=2.5 OUTSIDE_LOT_MULTIPLIER = 1.5 INSIDE_LOT_MULTIPLIER = 2.5 # V4: OutsideLotStart1=2, OutsideLotStop1=20, InsideLotStart1=1, InsideLotStop1=20 OUTSIDE_LOT_START = 2 OUTSIDE_LOT_STOP = 20 INSIDE_LOT_START = 1 INSIDE_LOT_STOP = 20 # ============================================================================= # REPEAT / RE-ENTRY # ============================================================================= # V4: RepeatBothSides=false, RepeatSingleSides=true REPEAT_BOTH_SIDES = False REPEAT_SINGLE_SIDES = True # ============================================================================= # BAR REVERSAL MODE # ============================================================================= # V4: BarReversal=false BAR_REVERSAL_MODE = False FIRST_HEDGE_PROFIT_MIN = -9999.0 # V4: fhedgeprofit=-9999 (effectively disabled) FIRST_HEDGE_BAR_COUNT = 1 # V4: fhedgebar=1 # ============================================================================= # THREAD PROFIT EXIT # ============================================================================= # V4: ThreadProfit=true, threadprofit=1 THREAD_PROFIT_ENABLED = True THREAD_PROFIT_TARGET = 15 # ============================================================================= # LOT SIZE CONSTRAINTS # ============================================================================= MIN_LOT_SIZE = 0.001 MAX_LOT_SIZE = 15.0 LOT_STEP = 0.001 # ============================================================================= # EXECUTION COSTS # ============================================================================= COMMISSION_PERCENT = 0.04 SLIPPAGE_PIPS = 1 # ============================================================================= # BACKTESTING DATA # ============================================================================= SAMPLE_DATA_CANDLES = 5000 SAMPLE_START_PRICE = CRYPTO_PAIRS.get(SYMBOL, DEFAULT_PAIR_CONFIG)["ref_price"] SAMPLE_VOLATILITY = 0.008 # ~0.8% per candle (tuned for Gold M15) DATA_FILE_CSV = "" DATA_FILE_JSON = "" CSV_TIMESTAMP_COL = "timestamp" CSV_OPEN_COL = "open" CSV_HIGH_COL = "high" CSV_LOW_COL = "low" CSV_CLOSE_COL = "close" CSV_VOLUME_COL = "volume" # ============================================================================= # TICK DATA SETTINGS # ============================================================================= TICK_DATA_FILE = "" TICK_MAX_ROWS = None TICK_SKIP_ROWS = 0 TICK_REPORT_INTERVAL = 10000 # ============================================================================= # BACKTEST OPTIONS # ============================================================================= USE_TICK_DATA = False TICKS_PER_CANDLE = 4 # ============================================================================= # LIVE TRADING # ============================================================================= EXCHANGE = "simulated" TESTNET = True POLL_INTERVAL = 1.0 # ============================================================================= # LOGGING # ============================================================================= LOG_LEVEL = "INFO" LOG_FILE = "trading_bot.log" LOG_TO_CONSOLE = True LOG_TO_FILE = True DATE_FORMAT = "%Y-%m-%d %H:%M:%S" # ============================================================================= # MAGIC NUMBER # ============================================================================= BASE_MAGIC = 100000