# ─── Coins & Timeframes ───────────────────────────────────────────────────────
COINS       = ['BTC/USDT', 'ETH/USDT', 'SOL/USDT']
TIMEFRAMES  = ['1h', '4h']

# ─── Capital & Risk ───────────────────────────────────────────────────────────
CAPITAL     = 1000.0   # USD
RISK_PCT    = 0.02     # 2% risk per trade
LEVERAGE    = 5        # 5x leverage

# ─── Backtest Combinations ────────────────────────────────────────────────────
RR_RATIOS   = [1.5, 2.0, 3.0]
SL_METHODS  = ['candle_pct', 'candle_atr', 'atr']
# candle_pct : wick of last interim candle + 0.2% buffer
# candle_atr : wick of last interim candle + 0.25 * ATR buffer
# atr        : entry ± 1.5 * ATR (pure ATR stop)

# ─── SL Buffer Settings ───────────────────────────────────────────────────────
SL_BUFFER_PCT      = 0.002   # 0.2% beyond wick (candle_pct method)
SL_BUFFER_ATR_MULT = 0.25    # 0.25 * ATR beyond wick (candle_atr method)
ATR_SL_MULTIPLIER  = 1.5     # multiplier for pure ATR method

# ─── Indicator Periods ────────────────────────────────────────────────────────
SWING_LOOKBACK = 5
EMA_SHORT      = 12
EMA_MID        = 21
EMA_LONG       = 50
RSI_PERIOD     = 14
MACD_FAST      = 12
MACD_SLOW      = 26
MACD_SIGNAL    = 9
ATR_PERIOD     = 14
ADX_PERIOD     = 14
RVOL_PERIOD    = 20

# ─── Filter Thresholds ────────────────────────────────────────────────────────
RVOL_THRESHOLD  = 1.5   # volume must be 1.5x the average
ADX_THRESHOLD   = 20    # ADX must be above 20 (trending market)
RSI_LONG_MIN    = 50    # RSI must be above 50 for longs
RSI_SHORT_MAX   = 50    # RSI must be below 50 for shorts

# ─── Multi-Timeframe Confirmation ─────────────────────────────────────────────
HTF_MAP = {'1h': '4h', '4h': '1d'}   # signal TF → higher TF for trend filter

# ─── Retest Strategy ──────────────────────────────────────────────────────────
RETEST_TIMEOUT_CANDLES  = 20      # cancel setup if no retest within N candles

# #2  ATR-based retest tolerance (replaces flat RETEST_TOLERANCE_PCT)
RETEST_ATR_MULT         = 0.5    # retest zone = 0.5x ATR from broken level

# #3  Breakout candle quality
BREAKOUT_BODY_MIN_PCT   = 0.5    # body must be >= 50% of total candle range
BREAKOUT_CLOSE_TOP_PCT  = 0.7    # longs: close must be in top 30% of range
                                  # shorts: close must be in bottom 30%

# #4  Retest depth invalidation
RETEST_DEPTH_ATR_MULT   = 1.0    # cancel if close moves >1 ATR beyond level

# #8  RSI momentum floor/ceiling during retest phase
RSI_RETEST_FLOOR        = 40     # longs:  RSI must not drop below 40 during pullback
RSI_RETEST_CEIL         = 60     # shorts: RSI must not rise above 60 during pullback

# ─── Data ─────────────────────────────────────────────────────────────────────
LOOKBACK_MONTHS = 60   # how many months of history to fetch (5 years)