george
2be8b491d0
- Grid strategy with survival-gated spacing and depth - Full 60% drop simulation for all survival checks - Calibration report with auto-updating survival threshold - Transaction history sync from Capital.com - Dip mode with bottom-two TP rules
184 lines
8.3 KiB
Python
184 lines
8.3 KiB
Python
"""
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config.py — All bot settings in one place.
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==========================================
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This is the ONLY file you need to edit for day-to-day configuration.
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All other files import from here.
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STRATEGY SUMMARY:
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-----------------
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This bot trades TSLA CFDs on Capital.com using a grid/mean-reversion strategy.
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It places limit buy orders at regular intervals BELOW the current price.
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Each order has a take profit set to generate a fixed GBP profit.
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As equity grows, the grid tightens (more orders = more frequent fills = more profit).
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SURVIVAL RULE:
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--------------
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The bot calculates whether the account can survive a X% drop from the highest
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open position without being margin called. If not safe, no new orders are placed.
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Start at 30% and increase as equity grows:
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£640 → 30% survival (current)
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£900 → 35%
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£1200 → 40%
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£1500 → 50%
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£1800 → 60% (target)
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SIZE RULE:
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----------
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0.2 shares for all orders (more profit per fill, faster recovery at lower prices).
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0.1 shares only within top 5% of highest open price (expensive to hold overnight).
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threshold = highest_open * 0.95
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PROFIT TARGETS:
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---------------
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0.2 shares → £1.00 profit per position (same price travel as 0.1)
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0.1 shares → £0.50 profit per position (half size = half profit, same distance)
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Take profit distance = profit_gbp * gbpusd / size
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QUEUE MANAGEMENT:
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-----------------
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Bot maintains exactly QUEUE_DEPTH pending orders covering the grid window.
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Window = from just below lowest open position down to survival floor.
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On each loop, bot scans for gaps in the grid and fills them.
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It does NOT just add to the bottom — it fills gaps anywhere in the window.
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MARGIN STAGES (Capital.com UK retail):
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---------------------------------------
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> 100% → Normal operation
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= 100% → Warning 1: bot stops placing new orders
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= 75% → Warning 2: urgent alert
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= 50% → Auto closeout: Capital.com closes positions automatically
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MODES:
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------
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dryrun → connects, reads everything, prints what it would do. ZERO actions.
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confirm → asks y/n before every single action. Start here.
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live → fully autonomous. Only use after confirming behaviour in other modes.
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"""
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import os
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# ─────────────────────────────────────────────
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# CREDENTIALS
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# Set these as environment variables, not hardcoded.
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# export CAPITAL_API_KEY="your_key"
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# export CAPITAL_IDENTIFIER="your@email.com"
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# export CAPITAL_PASSWORD="your_password"
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# ─────────────────────────────────────────────
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API_KEY = os.environ.get("CAPITAL_API_KEY", "YOUR_API_KEY_HERE")
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IDENTIFIER = os.environ.get("CAPITAL_IDENTIFIER", "your@email.com")
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PASSWORD = os.environ.get("CAPITAL_PASSWORD", "YOUR_PASSWORD_HERE")
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# ─────────────────────────────────────────────
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# API ENDPOINTS
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# ─────────────────────────────────────────────
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BASE_URL = "https://api-capital.backend-capital.com"
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DEMO_URL = "https://demo-api-capital.backend-capital.com"
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USE_DEMO = False # Set True to point at demo account for testing
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# ─────────────────────────────────────────────
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# INSTRUMENT
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# ─────────────────────────────────────────────
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EPIC = "TSLA" # Capital.com epic for Tesla Inc CFD
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# ─────────────────────────────────────────────
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# GRID STRATEGY
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# ─────────────────────────────────────────────
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# % spacing between grid levels. Tightens automatically as equity grows.
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# At 1.5%: $414.99 → $408.77 → $402.63 → $396.59 etc.
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BASE_SPACING_PCT = 1.5
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# Number of pending orders to maintain in the grid window at all times.
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# Grows with equity — see QUEUE_TIERS below.
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QUEUE_DEPTH = 10
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# Bot will not place orders if simulated X% drop from highest open position
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# would result in margin closeout. Increase this as equity grows.
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# Current safe value for £640 equity = 30%. Target = 60%.
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SURVIVAL_DROP_PCT = 40.0
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# Capital.com retail margin rate for shares CFDs (5:1 leverage = 20% margin)
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MARGIN_RATE = 0.20
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# Stop placing NEW orders if current margin level drops below this %.
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# Capital.com warning stage 1 = 100%. We stop here before it gets worse.
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MARGIN_STOP_PCT = 100.0
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# Alert and pause if price moves more than this % between loops.
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# Protects against gap-down opens (e.g. Monday open after weekend news).
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GAP_ALERT_PCT = 20.0
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# Size threshold: orders within top 5% of highest open price use 0.1 shares.
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# Everything else uses 0.2 shares.
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# Example: highest open = $450 → threshold = $427.50 → above = 0.1, below = 0.2
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SIZE_SMALL_THRESHOLD_PCT = 0.95 # top 5% = 0.1 shares
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# ─────────────────────────────────────────────
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# PROFIT TARGETS (GBP)
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# ─────────────────────────────────────────────
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TP_PROFIT_LARGE = 1.00 # £1.00 target for 0.2 share positions
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TP_PROFIT_SMALL = 0.50 # £0.50 target for 0.1 share positions
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# Both use the same price travel distance. 0.1 shares just earns half as much.
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# ─────────────────────────────────────────────
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# GBP/USD
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# ─────────────────────────────────────────────
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# Bot fetches live GBP/USD rate each loop. Falls back to this if fetch fails.
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GBPUSD_FALLBACK = 1.27
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# ─────────────────────────────────────────────
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# EQUITY GROWTH TIERS
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# IMPORTANT — ORDER OF OPERATIONS:
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# 1. Survival check first (always)
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# 2. Spacing tightens second (more frequent fills)
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# 3. Queue depth increases third (only after spacing already tightened)
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# Never both spacing and depth upgrade in the same calibration run.
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#
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# Each tier upgrade is SURVIVAL-GATED:
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# Before applying an upgrade, the full grid is simulated at the new
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# settings. Only if survival check still passes does the upgrade apply.
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# ─────────────────────────────────────────────
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# Grid spacing tightens with equity.
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# Each tier is only applied if survival check passes at new spacing.
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# Spacing must tighten BEFORE queue depth can increase.
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SPACING_TIERS = [
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(600, 1.5), # base — current
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(800, 1.2), # tightens at £800 IF survival passes
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(1100, 1.0), # tightens at £1100 IF survival passes
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(1500, 0.8), # tightens at £1500 IF survival passes
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]
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# Queue depth increases with equity.
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# Each tier is only applied if:
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# a) Spacing has already tightened to the corresponding level
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# b) Survival check passes at new depth
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# Depth at tier N requires spacing to be at tier N-1 already.
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QUEUE_TIERS = [
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(600, 10, 1.5), # 10 orders at 1.5% spacing — base
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(900, 12, 1.2), # 12 orders — requires spacing already at 1.2%
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(1200, 15, 1.0), # 15 orders — requires spacing already at 1.0%
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(1500, 18, 0.8), # 18 orders — requires spacing already at 0.8%
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]
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# Queue tier format: (equity_threshold, depth, required_spacing)
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# ─────────────────────────────────────────────
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# DEPOSITS
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# Set your planned weekly deposit amount here.
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# Used by calibration report for milestone projections.
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# Set to 0 if not making regular deposits.
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# ─────────────────────────────────────────────
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WEEKLY_DEPOSIT_GBP = 0.0 # £ per week — update when you start depositing
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# Capital.com session tokens expire after 10 minutes. Refresh at 9 minutes.
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SESSION_REFRESH_SECS = 540
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# How often the main monitoring loop runs.
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LOOP_INTERVAL_SECS = 60
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