SigmaPilot-Lens/config/feature_profiles.yaml at 8ebd6ff3c695bf8e270c39b0e74748f06829b93e · fzheng/SigmaPilot-Lens · GitHub

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# Feature Profile Configuration
# Defines what market data and technical indicators to compute for each profile
#
# Available indicators:
#   - ema: Exponential Moving Average (periods: list of integers)
#   - sma: Simple Moving Average (periods: list of integers)
#   - macd: Moving Average Convergence Divergence (fast, slow, signal)
#   - rsi: Relative Strength Index (period)
#   - atr: Average True Range (period)
#   - bollinger: Bollinger Bands (period, std_dev) - includes BBW and rating
#   - adx: Average Directional Index (period) - trend strength
#   - stochastic: Stochastic Oscillator (k_period, d_period)
#   - volume: Volume metrics (includes current volume and SMA20)

trend_follow_v1:
  description: "Minimal trend-following indicators"
  timeframes:
    - "15m"
    - "1h"
    - "4h"
  indicators:
    - name: ema
      params:
        periods: [9, 21, 50]
    - name: sma
      params:
        periods: [20]
    - name: macd
      params:
        fast: 12
        slow: 26
        signal: 9
    - name: rsi
      params:
        period: 14
    - name: atr
      params:
        period: 14
    - name: bollinger
      params:
        period: 20
        std_dev: 2.0
    - name: adx
      params:
        period: 14
    - name: stochastic
      params:
        k_period: 14
        d_period: 3
    - name: volume
  market_data:
    - mid_price
    - spread_bps
    - price_drift_from_entry
  requires_derivs: false
  requires_levels: false

crypto_perps_v1:
  description: "Crypto perpetuals with funding/OI context"
  extends: trend_follow_v1
  market_data:
    - funding_rate
    - predicted_funding
    - open_interest
    - oi_change_24h_pct
    - mark_price
    - oracle_price
  requires_derivs: true
  requires_levels: false

full_v1:
  description: "Full feature set with S/R levels and order book imbalance"
  extends: crypto_perps_v1
  indicators:
    - name: support_resistance
      params:
        lookback: 100
        sensitivity: 0.02
        max_levels: 5
    - name: order_book_imbalance
      params:
        depth_levels:
          - 1   # 1% from mid
          - 2   # 2% from mid
          - 5   # 5% from mid
  requires_levels: true