gcloud-lab/trading-scripts/orb-monitor/config.yaml
2026-04-28 03:31:52 +00:00

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YAML

# ORB (Opening Range Breakout) Monitor Configuration
# ================================================
# Trading symbols and their tick multipliers (price = ticks * multiplier)
symbols:
ES: {name: "S&P 500 E-mini", exchange: "CME", multiplier: 0.25}
NQ: {name: "Nasdaq 100 E-mini", exchange: "CME", multiplier: 0.25}
YM: {name: "Dow E-mini", exchange: "CME", multiplier: 0.05}
CL: {name: "Crude Oil", exchange: "NYMEX", multiplier: 0.01}
GC: {name: "Gold", exchange: "COMEX", multiplier: 0.10}
# Opening Range Breakout settings
orb:
range_minutes: 30 # How long the opening range is measured (minutes)
filter_minutes: 0 # Delay before allowing signals after range set
min_range_ticks: 4 # Minimum range in ticks to avoid choppy markets
max_range_ticks: 100 # Maximum range in ticks (avoid invalid ranges)
# Alerts
alerts:
enabled: true
log_file: "orb_signals.log"