Configuration Example
Configuration for uptime monitoring uses YAML or JSON format. Key parameters include timeframes, signal thresholds, position sizing rules, and risk limits.
# Example configuration for Uptime Monitoring
strategy:
name: uptime-monitoring
timeframe: 5m
indicators:
- rsi
- ema_fast
- ema_slow
entry_conditions:
- rsi_oversold
- ema_crossover_bullish
exit_conditions:
- rsi_overbought
- stop_loss_hit
risk:
max_position_size: 0.02
stop_loss_pct: 0.015
Production Notes
In production, uptime monitoring requires monitoring for API rate limits, database connection pooling, log rotation, alert thresholds, and automated restart procedures. Document runbooks for incident response.
Common Issues
Common issues with uptime monitoring include look-ahead bias in backtesting, overfitting to historical regimes, inadequate handling of exchange downtime, and insufficient logging for debugging.
Performance Metrics
Key metrics include Sharpe ratio, maximum drawdown, win rate, profit factor, and average trade duration. Compare against baseline strategies and adjust parameters based on out-of-sample results.
| Metric | Value | Benchmark |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.20 |
| Max Drawdown | -12.4% | -18.0% |
| Win Rate | 58.2% | 52.0% |
| Profit Factor | 1.72 | 1.45 |
Implementation
Implementation of uptime monitoring follows a modular architecture. Configuration files define parameters, strategy modules handle logic, and exchange adapters manage execution.