Edit optimizer/optimize_pso_updown.toml

# PSO Optimization config for UpDown Trading Strategy
# This config defines parameter search spaces for optimizing the enhanced UpDown strategy
# RELAXED BOUNDS - to ensure trades are executed during optimization

replay_dir = "replay_data/multi_markets_1week"
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: updown
strategy_type = "updown"

[parameter_space.strategy]
# Core UpDown strategy parameters - BASED ON ACTUAL DATA
# UP tokens: ~$0.34, DOWN tokens: ~$0.66
# Need min_purchase < 0.34 for UP, max_entry > 0.66 for DOWN
min_purchase_price = { min = 0.20, max = 0.35 }
stop_loss_pct = { min = 0.3, max = 0.99 }

[parameter_space.global]
# Signal detection parameters - VERY LOW to trigger on weak signals
# Actual trends are ~0.05-0.1%, accelerations are ~0.13%
up_trend_threshold = { min = 0.0001, max = 0.005 }
down_trend_threshold = { min = 0.0001, max = 0.005 }
accel_threshold = { min = 0.00005, max = 0.002 }
stop_loss_timeout = { min = 0, max = 30 }
stop_loss_recovery_buffer = { min = 0.01, max = 0.05 }

# Momentum scoring parameters - RELAXED (allow momentum_threshold = 0 to disable)
momentum_threshold = { min = 0.0, max = 0.5 }
momentum_trend_norm = { min = 0.001, max = 0.01 }
momentum_accel_norm = { min = 0.0002, max = 0.005 }
momentum_trend_weight = { min = 0.2, max = 0.6 }
momentum_accel_weight = { min = 0.1, max = 0.5 }

# Dynamic pricing parameters - VERY HIGH to allow DOWN token purchases
# DOWN tokens are priced at $0.62-0.70, need max_prices above this
strong_signal_trend_threshold = { min = 0.0005, max = 0.008 }
strong_signal_accel_threshold = { min = 0.0003, max = 0.005 }
strong_signal_max_price = { min = 0.75, max = 0.90 }
medium_signal_trend_multiplier = { min = 1.2, max = 2.5 }
medium_signal_max_price = { min = 0.70, max = 0.85 }
weak_signal_max_price = { min = 0.65, max = 0.80 }

# Spread analysis parameters - RELAXED (wider range = less restrictive)
spread_ratio_up_threshold = { min = 0.6, max = 1.2 }
spread_ratio_down_threshold = { min = 0.8, max = 1.5 }

# Position sizing parameters
min_position_multiplier = { min = 0.4, max = 0.8 }

# 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"

[pso]
# PSO algorithm parameters
swarm_size = 20
max_iterations = 50
inertia_weight = 0.729
cognitive_coefficient = 1.49445
social_coefficient = 1.49445