Edit optimizer/optimize_pso_sol-eth-15m.toml

# PSO Optimization config for CryptoPrices — SOL + ETH 15m events (joint mode)
# Based on live session replay_data/15m_live_recording_20260222_225345
# Joint mode: single parameter set optimized across both slugs simultaneously.

replay_dir = "replay_data/15m_live_recording_20260222_225345"
slugs = [
    "eth-up-or-down-15m",
    "sol-up-or-down-15m",
]

strategy_type = "cryptoprices"
independent = false  # Joint mode: single parameter set optimized across both slugs simultaneously

[parameter_space.strategy]
# Pricing edge threshold
# ETH optimized: 0.2795, SOL live: 0.30 — tighten lower bound
min_pricing_edge = { min = 0.20, max = 0.35 }

# Uncertain zone — skip trades when market price is near 0.5
# ETH optimized: [0.358, 0.434] — cap max to avoid SOL degenerate solution
uncertain_zone_min = { min = 0.30, max = 0.40 }
uncertain_zone_max = { min = 0.40, max = 0.55 }

# Stop loss floor
# ETH optimized: 0.2449
stop_loss_pct = { min = 0.20, max = 0.35 }

# Cooldown ticks after exit before re-entering
trade_cooldown_ticks = { min = 150, max = 150 }

# Minimum time to expiry to enter (seconds)
# ETH optimized: 239
min_time_to_expiry_seconds = { min = 120, max = 300 }

[parameter_space.global]
# Stop loss recovery window
stop_loss_timeout = { min = 15, max = 15 }
stop_loss_recovery_buffer = { min = 0.03, max = 0.03 }

# Adaptive trailing stop
# ETH optimized: base=0.78, medium=0.80, high=0.796
base_trailing_pct = { min = 0.70, max = 0.85 }
adaptive_medium_trailing_pct = { min = 0.70, max = 0.85 }
adaptive_medium_profit_threshold = { min = 0.05, max = 0.20 }
adaptive_high_trailing_pct = { min = 0.75, max = 0.85 }
adaptive_high_profit_threshold = { min = 0.25, max = 0.55 }

[objective]
# Total profit on this small dataset; switch to sharpe_ratio on larger datasets
function = "total_profit"

[pso]
swarm_size = 20
max_iterations = 100
inertia_weight = 0.729
cognitive_coefficient = 1.49445
social_coefficient = 1.49445