Configuration

VRVP Strategy uses a comprehensive configuration system with sensible defaults that can be customized via environment variables.

Configuration Structure

All configurations are defined in config/settings.py using Python dataclasses.

Indicator Settings

Supertrend Configuration


@dataclass
class SupertrendConfig:
    length: int = 10        # ATR calculation period
    multiplier: float = 3.0 # ATR multiplier for bands

Parameter	Default	Description
`length`	10	Period for ATR calculation
`multiplier`	3.0	Multiplier for Supertrend bands

Tuning Tips:

Higher multiplier = fewer signals but more reliable
Lower multiplier = more signals but more whipsaws
Length affects trend sensitivity

Stochastic RSI Configuration


@dataclass
class StochRSIConfig:
    length: int = 14           # RSI period
    stoch_length: int = 14     # Stochastic period
    smooth_k: int = 3          # %K smoothing
    smooth_d: int = 3          # %D smoothing
    oversold: float = 20.0     # Oversold threshold
    overbought: float = 80.0   # Overbought threshold

Parameter	Default	Description
`length`	14	RSI calculation period
`stoch_length`	14	Stochastic calculation period
`smooth_k`	3	%K line smoothing
`smooth_d`	3	%D line smoothing
`oversold`	20.0	Oversold level (0-100)
`overbought`	80.0	Overbought level (0-100)

Volume Profile Configuration


@dataclass
class VolumeProfileConfig:
    row_count: int = 24          # Number of price levels
    value_area_pct: float = 0.70 # Value area percentage
    hvn_threshold: float = 1.5   # High volume node multiplier
    lvn_threshold: float = 0.5   # Low volume node multiplier

Parameter	Default	Description
`row_count`	24	Number of price bins
`value_area_pct`	70%	Percentage for value area
`hvn_threshold`	1.5x	High volume node threshold
`lvn_threshold`	0.5x	Low volume node threshold

Fair Value Gap Configuration


@dataclass
class FVGConfig:
    min_gap_percent: float = 0.001  # Minimum gap size (0.1%)
    max_age_bars: int = 20          # Maximum age in bars
    mitigation_pct: float = 0.5     # Mitigation threshold

Parameter	Default	Description
`min_gap_percent`	0.1%	Minimum gap to consider valid
`max_age_bars`	20	Maximum bars before FVG expires
`mitigation_pct`	50%	Percentage fill for mitigation

Risk Management

Risk Configuration


@dataclass
class RiskConfig:
    risk_per_trade: float = 0.02    # 2% per trade
    max_position_size: float = 0.10 # 10% max position
    circuit_breaker: float = 0.15   # 15% daily loss limit
    atr_sl_multiplier: float = 2.0  # Stop loss ATR multiplier
    atr_tp_multiplier: float = 4.0  # Take profit ATR multiplier
    breakeven_threshold: float = 0.01 # 1% for trailing

Parameter	Default	Description
`risk_per_trade`	2%	Maximum risk per trade
`max_position_size`	10%	Maximum position as % of account
`circuit_breaker`	15%	Daily loss limit before halting
`atr_sl_multiplier`	2.0	ATR multiplier for stop loss
`atr_tp_multiplier`	4.0	ATR multiplier for take profit
`breakeven_threshold`	1%	Profit % to move stop to break-even

Environment Variables

Set risk parameters via environment:


RISK_PER_TRADE=0.02
MAX_POSITION_SIZE=0.10
CIRCUIT_BREAKER=0.15
ATR_SL_MULTIPLIER=2.0
ATR_TP_MULTIPLIER=4.0
BREAKEVEN_THRESHOLD=0.01

Trading Configuration


@dataclass
class TradingConfig:
    instruments: List[str] = field(default_factory=lambda: ["EUR_USD"])
    htf_timeframe: str = "4H"    # Higher timeframe
    ltf_timeframe: str = "1H"    # Lower timeframe
    lookback_bars: int = 100     # Historical bars to load
    update_interval: int = 60    # Seconds between updates

Capital.com API Configuration


@dataclass
class CapitalComConfig:
    api_key: str
    identifier: str
    password: str
    demo: bool = True
    base_url: str = "https://api-capital.backend-capital.com"

Environment Variables


CAPITAL_API_KEY=your_api_key
CAPITAL_IDENTIFIER=your_email
CAPITAL_PASSWORD=your_password
CAPITAL_DEMO=true

Security: Never commit API credentials to version control. Always use environment variables or a .env file.

Example Configuration File

Complete .env example:


# Capital.com API
CAPITAL_API_KEY=abc123xyz
CAPITAL_IDENTIFIER=trader@example.com
CAPITAL_PASSWORD=SecurePassword123
CAPITAL_DEMO=true

# Email Notifications
RESEND_API_KEY=re_abcdefgh
NOTIFICATION_EMAIL=alerts@example.com

# Risk Management
RISK_PER_TRADE=0.02
MAX_POSITION_SIZE=0.10
CIRCUIT_BREAKER=0.15
ATR_SL_MULTIPLIER=2.0
ATR_TP_MULTIPLIER=4.0

# Trading
INSTRUMENTS=EUR_USD,GBP_USD,USD_JPY
HTF_TIMEFRAME=4H
LTF_TIMEFRAME=1H
UPDATE_INTERVAL=60

Loading Configuration

Configuration is automatically loaded when the application starts:


from config.settings import (
    SupertrendConfig,
    StochRSIConfig,
    VolumeProfileConfig,
    FVGConfig,
    RiskConfig,
    TradingConfig,
    CapitalComConfig,
)
 
# Configurations are loaded from environment variables
supertrend_config = SupertrendConfig()
risk_config = RiskConfig()

Next Steps

Backtesting Guide - Test your configuration
Indicator Reference - Understand each indicator