Edit optimizer/optimize_pso_cryptoprices-5m.toml

# PSO Optimization config for CryptoPrices Trading Strategy (5M events)
# 5-minute markets are faster-paced than 15m — shorter cooldowns, tighter stops,
# and more aggressive trailing needed.
#
# NOTE: CryptoPrices strategy uses ONLY Core + AdaptiveTrailing modules.
# It does NOT use: trend, momentum, dynamic_pricing, spread, or position_sizing.

replay_dir = "replay_data/cryptoprices_5m_recording"
slugs = ["btc-up-or-down-5m"]

# Strategy type: cryptoprices
strategy_type = "cryptoprices"

pricing_model = "blackscholes"

[parameter_space.strategy]
# Pricing edge: market must be underpriced vs theoretical
# 5m events have less time for edge to materialize — use moderate range
min_pricing_edge = { min = 0.05, max = 0.20 }

# Uncertain price zone: skip trades when market price falls in this range
uncertain_zone_min = { min = 0.35, max = 0.35 }
uncertain_zone_max = { min = 0.65, max = 0.65 }

# Stop loss — 5m events need aggressive stops, no time to recover
stop_loss_pct = { min = 0.20, max = 0.40 }

# Trade cooldown — shorter for 5m events (only 5 min per event)
trade_cooldown_ticks = { min = 15, max = 60 }

# Minimum time to expiry — don't buy in the very last seconds.
# With max_time_to_maturity_for_buy = 90s, window is [min_time_to_expiry, 90s].
min_time_to_expiry_seconds = { min = 10, max = 30 }

[parameter_space.global]
# Core module parameters
stop_loss_timeout = { min = 10, max = 10 }
stop_loss_recovery_buffer = { min = 0.02, max = 0.02 }

# Adaptive trailing stop — tighter for fast 5m events
adaptive_high_profit_threshold = { min = 0.08, max = 0.20 }
adaptive_medium_profit_threshold = { min = 0.04, max = 0.10 }
adaptive_high_trailing_pct = { min = 0.80, max = 0.92 }
adaptive_medium_trailing_pct = { min = 0.82, max = 0.94 }
base_trailing_pct = { min = 0.85, max = 0.95 }

[objective]
# win_rate for 5m events — quality over quantity given limited time per event
function = "win_rate"

[pso]
swarm_size = 20
max_iterations = 50
inertia_weight = 0.729
cognitive_coefficient = 1.49445
social_coefficient = 1.49445