Edit optimizer/optimize_pso_buynext.toml

replay_dir = "replay_data/multi_strategy_recording_20260114_094957"
#replay_dir = "replay_data/multi_strategy_recording_20251212_175500"
slugs = [ "eth-up-or-down-15m",
    "btc-up-or-down-15m",
    "sol-up-or-down-15m",
    "xrp-up-or-down-15m",
    "solana-up-or-down-hourly",
    "eth-up-or-down-hourly",
    "xrp-up-or-down-hourly",
    "btc-up-or-down-hourly"
]

# Strategy type:
strategy_type = "buynextevent"

[parameter_space.strategy]
# Required strategy parameters
# stop_loss_pct: multiplier (0.85 = 15% stop loss, 0.70 = 30% stop loss)
stop_loss_pct = { min = 0.70, max = 0.95 }

[parameter_space.global]
# BuyNextEvent-specific timing parameter
# Narrow range around successful test values (600-900s = 10-15 min before maturity)
buying_trigger_time_s = { min = 300.0, max = 1200.0 }

# Signal detection parameters
# up/down_trend_threshold: minimum momentum (trend %) to trigger a buy signal
#   Data shows max momentum ~0.24% (0.0024), most ticks have |momentum| ~0.01-0.05%
#   So threshold should be in range 0.00001 (0.001%) to 0.0005 (0.05%)
# accel_threshold: tolerance for acceleration - allows trades when accel is within this range of 0
#   For UP: accel >= -accel_threshold (allows slightly negative accel)
#   For DOWN: accel <= accel_threshold (allows slightly positive accel)
up_trend_threshold = { min = 0.000001, max = 0.0005 }      # 0.0001% to 0.05%
down_trend_threshold = { min = 0.000001, max = 0.0005 }    # 0.0001% to 0.05%
accel_threshold = { min = 0.0, max = 0.001 }  # 0 = require matching direction, higher = more permissive
stop_loss_timeout = { min = 0, max = 50 }
stop_loss_recovery_buffer = { min = 0.01, max = 0.05 }

# Dynamic pricing parameters (defaults: strong_trend=0.005, strong_accel=0.003)
# CRITICAL: Replay data has VWAP ~0.99, so min prices must be >= 0.99 to allow trades!
strong_signal_trend_threshold = { min = 0.003, max = 0.008 }
strong_signal_accel_threshold = { min = 0.002, max = 0.005 }
strong_signal_max_price = { min = 0.99, max = 1.0 }
medium_signal_trend_multiplier = { min = 1.5, max = 2.5 }
medium_signal_max_price = { min = 0.99, max = 1.0 }
weak_signal_max_price = { min = 0.99, max = 1.0 }

# Spread analysis parameters (defaults: up=0.9, down=1.1)
# Lower up threshold and higher down threshold = less restrictive
spread_ratio_up_threshold = { min = 0.7, max = 1.3 }
spread_ratio_down_threshold = { min = 0.7, max = 1.5 }

# Position sizing parameters
min_position_multiplier = { min = 0.3, max = 0.7 }

# Entry price limits
abs_max_entry_price = { min = 0.65, max = 0.65 }

# Adaptive trailing stop parameters
adaptive_high_profit_threshold = { min = 0.08, max = 0.20 }
adaptive_medium_profit_threshold = { min = 0.03, max = 0.12 }
adaptive_high_trailing_pct = { min = 0.90, max = 0.97 }
adaptive_medium_trailing_pct = { min = 0.92, max = 0.98 }
base_trailing_pct = { min = 0.94, max = 0.99 }

[objective]
function = "total_profit"