Editing Alpha Research (section)

= APPENDIX A: CONFIGURATION VALUES =

== MTF Configuration ==

{| class="wikitable"
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! Parameter !! Value !! Source File !! Description
|-
| context_timeframe || DAILY || main.py:162 || Highest timeframe for overall bias
|-
| primary_timeframe || 1-HOUR || main.py:163 || Primary trend direction
|-
| confirmation_timeframe || 15-MIN || main.py:164 || Entry timing confirmation
|-
| entry_timeframe || 5-MIN || main.py:165 || Execution timeframe
|-
| require_all_timeframes_aligned || '''False''' || main.py:166 || Allow partial alignment
|-
| min_alignment_score || '''0.70 (70%)''' || main.py:167 || Minimum MTF alignment score
|-
| wait_for_15min_alignment || '''True''' || main.py:168 || Wait for 15M confirmation
|-
| min_15min_confirmation_bars || '''2 bars''' || main.py:169 || Bars needed for 15M confirmation
|}

== Entry Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| entry_timeframe || 5-Minute || main.py:165
|-
| ma_buffer_points || 25 points || signal_generation_trade_management.py:68
|-
| blocked_hours || [9, 22, 23] || signal_generation_trade_management.py:137
|-
| enable_hour_filter || True || signal_generation_trade_management.py:89
|-
| enable_ma_direction_filter || True || signal_generation_trade_management.py:97
|}

== Stop/Target Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| min_stop_distance || 40 points || signal_generation_trade_management.py:59
|-
| default_risk_reward || 1.5 || signal_generation_trade_management.py:62
|-
| bos_stop_buffer_points || 5 points || signal_generation_trade_management.py:81
|}

== Dynamic Stop Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| enable_trailing_stop || True || trade_execution_engine.py:58
|-
| trailing_stop_method || ATR_MULTIPLE || trade_execution_engine.py:63
|-
| atr_period || 14 bars || trade_execution_engine.py:64
|-
| atr_multiplier || 2.0 || trade_execution_engine.py:65
|-
| trailing_stop_activation || 20 points || trade_execution_engine.py:60
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| enable_breakeven_stop || True || trade_execution_engine.py:69
|-
| breakeven_activation || 25 points || trade_execution_engine.py:70
|-
| breakeven_buffer || 2 points || trade_execution_engine.py:71
|-
| minimum_trail_distance || 15 points || trade_execution_engine.py:370
|}

== Slippage Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| base_slippage_points || 1.0 point || trade_execution_engine.py:38
|-
| volatility_slippage_factor || 0.5 || trade_execution_engine.py:39
|-
| market_impact_factor || 0.1 || trade_execution_engine.py:40
|-
| max_market_impact_slippage || 2.0 points || trade_execution_engine.py:43
|-
| stop_loss_slippage || 2.0 points || trade_execution_engine.py:50
|-
| take_profit_slippage || 0.5 points || trade_execution_engine.py:51
|}

== Trade Execution Limits ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File !! Description
|-
| max_holding_period_minutes || '''480 (8 hours)''' || trade_execution_engine.py:46 || Maximum time a trade can stay open
|-
| min_holding_period_minutes || '''5 minutes''' || trade_execution_engine.py:47 || Minimum holding before exit
|-
| max_position_size || '''200 lots''' || trade_execution_engine.py:54 || Maximum lots per single trade
|-
| max_concurrent_trades || '''3''' || trade_execution_engine.py:55 || Maximum simultaneous open trades
|-
| market_close_buffer_minutes || '''15 minutes''' || trade_execution_engine.py:75 || Close trades before market close
|-
| avoid_news_minutes || 30 minutes || trade_execution_engine.py:74 || Buffer around news events
|}

== Cost Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File !! Description
|-
| commission_per_lot || '''Rs 20/lot/leg''' || signal_generation_trade_management.py:49 || Dhan broker commission
|-
| transaction_tax_rate || '''0.005% per leg''' || signal_generation_trade_management.py:55 || CTT (0.01% round-trip)
|-
| lot_size_multiplier || '''100 barrels''' || signal_generation_trade_management.py:56 || MCX Crude lot size
|-
| initial_capital || '''Rs 1,00,000''' || main.py:1131 || Starting capital for backtest
|}

== Grading Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| timeframe_alignment_weight || 30% || setup_quality_detection.py:44
|-
| trend_strength_weight || 20% || setup_quality_detection.py:45
|-
| key_level_proximity_weight || 20% || setup_quality_detection.py:47
|-
| entry_technique_weight || 15% || setup_quality_detection.py:46
|-
| risk_reward_weight || 15% || setup_quality_detection.py:48
|-
| a_plus_min_score || 90 || setup_quality_detection.py:51
|-
| a_min_score || 80 || setup_quality_detection.py:52
|-
| b_min_score || 70 || setup_quality_detection.py:53
|}

== Probability Zone Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| enable_probability_zone_filter || True || signal_generation_trade_management.py:104
|-
| probability_zone_swing_lookback || 20 bars || signal_generation_trade_management.py:105
|-
| probability_zone_min_range || 20 points || signal_generation_trade_management.py:106
|-
| top_third_threshold || 66.7% || probability_zone_analysis.py:125
|-
| top_third_probability || 80% || probability_zone_analysis.py:131
|-
| bottom_third_probability || 15% || probability_zone_analysis.py:134
|-
| crash_bar_multiplier || 2.0 || probability_zone_analysis.py:145
|-
| 3_finger_min_spread_pct || 2% || probability_zone_analysis.py:141

|}

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