Tuning Guide
This guide explains how parameters in Risontis can be adjusted and how those adjustments affect system behavior.
Prerequisites
This guide assumes familiarity with how Risontis operates and how trading decisions are made. If you have not yet reviewed the Operating Manual, it is recommended to do so before adjusting parameters.
Design philosophy
Before adjusting parameters, it may be helpful to review the Risontis design philosophy on which these tuning options are based.
Tuning scope and intent
Not all parameters in Risontis are intended to be tuned frequently. Many parameters define the structural behavior of the strategy, such as indicator periods and core signal construction. These parameters are intentionally conservative, market-generic, and shared across profiles. In most cases, changing them rarely improves system behavior.
Effective tuning in Risontis typically focuses on a smaller subset of parameters that control:
- market regime acceptance,
- entry timing within a regime,
- noise and volatility filtering,
- execution pacing and exposure.
At system level, tuning primarily defines risk posture and regime boundaries.
At asset level, tuning primarily defines timing, selectivity, and noise tolerance.
This means that even with a Balanced profile, the system can be made more selective or more responsive by adjusting asset-level parameters, without altering the core strategy structure or overall risk framework.
1. System-Level Tuning
All effects apply uniformly across all assets, while default values depend on the active trading profile and typical ranges indicate normal operating space.
1.1 System
1.1.1 Trading Enabled
When enabled, the system is allowed to execute new trades if all gates pass. When disabled, no new entries can be executed. This flag is checked at the final execution step and does not alter decision logic.
1.1.2 Active Profile
Stricter profiles narrow the overall risk and regime envelope by tightening multiple system parameters simultaneously. Looser profiles broaden acceptance by relaxing those constraints in a coordinated way. Profiles apply coherent bundles of system-level parameters rather than isolated changes. Default: Balanced · Typical range: Defensive → Dynamic
Directional effect: ↑ broader regime acceptance · ↓ stricter regime filtering
1.1.3 Time Zone
Changing the time zone shifts the reference clock used for trading hours, daily PnL limits, and session resets. This affects when gates activate and reset, not how signals are evaluated. Signal logic itself is time-zone independent. Default: Europe/Amsterdam · Typical range: local exchange time zones
Directional effect: ↑ later session alignment · ↓ earlier session alignment
1.1.4 Start Hour
A later start hour reduces the number of eligible entry opportunities at the beginning of the trading day. An earlier start hour expands the execution window but increases exposure to low-liquidity and transitional market periods. Trading hours are enforced as an execution gate for new entries and are evaluated in the configured system time zone. Default: profile-dependent · Allowed range: 0–23
Directional effect: ↑ later start, fewer early entries · ↓ earlier start, more early entries
Context: When using the default Europe/Amsterdam time zone, earlier start hours can overlap with late Asian sessions and pre-European open, which often exhibit lower volatility and thinner liquidity. Typical configurations avoid starting during periods when Asian markets are closing and European markets have not yet fully opened.
1.1.5 End Hour
An earlier end hour blocks late-session entries and reduces exposure to end-of-day and overnight transitions. A later end hour allows entries deeper into the session and closer to the daily boundary. Trading hours are enforced as an execution gate for new entries and are evaluated in the configured system time zone. Default: profile-dependent · Allowed range: 1–24
Directional effect: ↑ later end, more late entries · ↓ earlier end, fewer late entries
Context: With Europe/Amsterdam as the reference time zone, later end hours can overlap with active U.S. market sessions, which typically provide higher liquidity and volatility. Earlier end hours may exclude this overlap and concentrate trading within European-only hours. Setting End Hour to 24 represents the end of the local trading day.
1.2 Risk Management
1.2.1 Starting Capital (€)
Higher values increase calculated position sizes and reduce minimum-order rejections. Lower values reduce order sizes and increase sizing-related rejections. All position sizing calculations scale from this baseline. Default: profile-dependent · Typical range: 1k–1,000k
Directional effect: ↑ larger positions, fewer sizing rejects · ↓ smaller positions, more sizing rejects
1.2.2 Risk per Trade (%)
Higher values increase position size and per-trade drawdown impact, which can cause earlier saturation of deployment caps and more sizing-related rejections in capital-constrained situations. Lower values reduce position size and per-trade impact, which can improve order viability and reduce capital pressure, without changing signal generation. Risk per trade directly determines position size before deployment caps. Default: profile-dependent · Typical range: 0.5%–2.0%
Directional effect: ↑ larger positions, higher per-trade impact · ↓ smaller positions, lower per-trade impact
1.2.3 Daily PnL Limit (%)
Lower limits stop new entries earlier on losing days, enforcing tighter daily risk control. Higher limits allow deeper daily drawdowns before blocking entries. This is enforced as a session-level execution gate. Default: profile-dependent · Typical range: 0.5%–2.0%
Directional effect: ↑ more drawdown tolerance · ↓ earlier daily stop
1.2.4 Daily Profit Hold (%)
Lower values stop new entries sooner after profits are realized, locking in gains earlier. Higher values allow continued trading after gains and re-risking profits. This uses the same daily gate mechanism as the loss limit. Default: profile-dependent · Typical range: 0%–3.0%
Directional effect: ↑ more continuation after wins · ↓ earlier profit lock
1.2.5 Cash Buffer (%)
Higher buffers reserve more capital and reduce deployable equity. Lower buffers increase capital available for execution but reduce safety margin. Reserved capital is excluded from allocation checks. Default: profile-dependent · Typical range: 5%–15%
Directional effect: ↑ less deployment, more safety · ↓ more deployment, less buffer
1.3 Exposure & Deployment
1.3.1 Max Total Deployment (%)
Lower values cap portfolio saturation earlier and limit aggregate exposure. Higher values allow more simultaneous exposure across assets. Aggregate deployment is checked before execution. Default: profile-dependent · Typical range: 60%–100%
Directional effect: ↑ more total exposure · ↓ earlier portfolio saturation
1.3.2 Max Deployment per Trade (%)
Lower values restrict individual position size and force diversification. Higher values allow larger single-trade concentration. Position size is clipped at this threshold. Default: profile-dependent · Typical range: 2%–10%
Directional effect: ↑ larger single positions · ↓ smaller, diversified positions
1.3.3 Core Exposure Cap (%)
Lower values restrict concentration in core assets. Higher values allow heavier core allocation when conditions align. This gate is evaluated at portfolio level. Default: profile-dependent · Typical range: 60%–100%
Directional effect: ↑ more core concentration · ↓ stricter core cap
1.3.4 Major Alts Exposure Cap (%)
Lower values reduce alt clustering and correlation risk. Higher values allow stronger alt concentration. This shapes portfolio composition without altering signals. Default: profile-dependent · Typical range: 20%–50%
Directional effect: ↑ more alt exposure · ↓ tighter alt cap
1.3.5 DeFi Exposure Cap (%)
Lower values limit DeFi exposure earlier. Higher values allow deeper DeFi participation. The cap is enforced before execution. Default: profile-dependent · Typical range: 10%–30%
Directional effect: ↑ more DeFi exposure · ↓ stricter DeFi cap
1.3.6 Diversifiers Exposure Cap (%)
Lower values reduce allocation to diversifying assets. Higher values allow greater diversification weight. This affects portfolio balance, not signal logic. Default: profile-dependent · Typical range: 10%–30%
Directional effect: ↑ more diversification · ↓ less diversification
1.4 Signal Gates (Core)
1.4.1 Minimum Expected Gain (%)
Higher values filter out marginal payoff setups and favor only larger moves. Lower values admit smaller reward opportunities. Trades must clear this reward threshold to proceed. Default: profile-dependent · Typical range: 0.25%–1.0%
Directional effect: ↑ fewer, higher-quality trades · ↓ more marginal trades
1.4.2 Minimum ATR for Entry
Higher values suppress execution in low-volatility environments. Lower values allow quieter markets to qualify. ATR is used as a volatility floor gate. Default: profile-dependent · Typical range: 0.05%–0.20%
Directional effect: ↑ higher volatility requirement · ↓ lower volatility tolerance
1.4.3 ADX Threshold (4h)
Higher values restrict trading to strong macro trends. Lower values admit weaker trend regimes. This threshold defines regime acceptance. Default: profile-dependent · Typical range: 12–20
Directional effect: ↑ stronger trend regimes · ↓ weaker regimes allowed
1.4.4 ADX Threshold (5m)
Higher values require stronger short-term momentum confirmation. Lower values allow weaker timing momentum. This gate filters entry quality inside valid regimes. Default: profile-dependent · Typical range: 8–18
Directional effect: ↑ higher momentum quality · ↓ more marginal timing
1.4.5 4h Trend Distance (%)
Higher values require clearer separation from the trend EMA. Lower values allow entries closer to the EMA. Distance reduces whipsaw risk near the trend boundary. Default: profile-dependent · Typical range: 0.05%–0.50%
Directional effect: ↑ later, safer entries · ↓ earlier, riskier entries
1.5 Cooldown (Core)
1.5.1 Cooldown Minutes
Higher values slow re-entry and reduce trade clustering. Lower values allow faster re-entry and denser execution. Cooldown blocks execution for a fixed period after trades. Default: profile-dependent · Typical range: 3–15
Directional effect: ↑ slower pacing · ↓ faster pacing
1.6 Advanced – SL / TP
1.6.1 TP Ratchet Max (%)
Higher values allow more aggressive tightening of profit protection once ratcheting begins. Lower values limit how much profit protection can increase. This caps the TP ratcheting mechanism. Default: profile-dependent · Typical range: 0%–8%
Directional effect: ↑ stronger profit protection · ↓ looser protection
1.6.2 ATR Trigger for Ratchet
Higher values delay when profit tightening starts. Lower values allow earlier TP tightening after smaller moves. Activation depends on volatility expansion. Default: profile-dependent · Typical range: 0.35–0.50
Directional effect: ↑ later ratcheting · ↓ earlier ratcheting
1.7 Advanced – Entry & Strategy
1.7.1 EMA Short
Lower values increase responsiveness to price changes, producing earlier and more frequent signals with higher noise sensitivity. Higher values smooth short-term reactions, resulting in fewer and later signals with higher reliability. This EMA tracks near-term momentum. Default: 8 (shared across profiles) · Typical range: 5–50
Directional effect: ↑ smoother, fewer signals · ↓ faster, noisier signals
1.7.2 EMA Long
Lower values weaken trend confirmation and allow entries earlier in emerging trends, increasing signal frequency but reducing trend reliability. Higher values require stronger alignment with the prevailing trend, reducing the number of signals but improving trend quality. This EMA anchors trend direction. Default: 19 (shared across profiles) · Typical range: 10–60
Directional effect: ↑ stricter trend filter · ↓ earlier trend entry
1.7.3 EMA Signal
Lower values increase MACD crossover frequency, producing earlier and more frequent momentum confirmations with higher noise sensitivity. Higher values smooth momentum confirmation, resulting in fewer signals that occur later but with higher quality and fewer false starts. This defines signal-line smoothing. Default: 5 (shared across profiles) · Typical range: 3–20
Directional effect: ↑ higher signal quality · ↓ higher signal frequency
1.7.4 ATR Period
Lower values react faster to volatility changes, increasing sensitivity but also noise. Higher values stabilize volatility estimation and delay adaptation to regime changes. ATR smoothing affects gating and sizing. Default: 20 (shared across profiles) · Typical range: 10–40
Directional effect: ↑ smoother volatility · ↓ faster volatility response
1.7.5 RSI Period
Lower values produce more frequent RSI extremes, increasing signal frequency but also false readings. Higher values smooth RSI behavior, reducing transient signals. The lookback period defines momentum smoothing. Default: 14 (shared across profiles) · Typical range: 7–28
Directional effect: ↑ more stable RSI · ↓ more reactive RSI
1.7.6 RSI Lower Threshold
Higher values accept shallower pullbacks, increasing entries but reducing pullback quality. Lower values require deeper pullbacks, improving selectivity. This defines what counts as oversold. Default: 35 (shared across profiles) · Typical range: 20–45
Directional effect: ↑ more entries · ↓ more selective entries
1.7.7 BB Period
Lower values produce more reactive bands and higher signal frequency. Higher values smooth band structure, reducing timing frequency. The period controls mid-band stability. Default: 20 (shared across profiles) · Typical range: 14–30
Directional effect: ↑ fewer signals · ↓ more signals
1.7.8 BB StdDev
Lower values narrow bands, increasing interactions and false starts. Higher values widen bands, reducing frequency and improving selectivity. StdDev defines band width. Default: 2.0 (shared across profiles) · Typical range: 1.8–2.4
Directional effect: ↑ higher selectivity · ↓ higher frequency
1.7.9 BB Pullback %
Higher values require deeper retracements, reducing entries but improving timing precision. Lower values accept shallower pullbacks, increasing entries with more noise. This is an explicit Bollinger timing gate. Default: 0.010 (shared across profiles) · Typical range: 0.5%–3.0%
Directional effect: ↑ deeper pullbacks · ↓ shallower pullbacks
1.8 Advanced – Noise & Filters
1.8.1 ATR Noise Multiplier
Higher values enforce stricter volatility cleanliness, reducing entries but improving market quality. Lower values tolerate more chop and increase activity. This scales ATR-based noise thresholds. Default: 1.35 (shared across profiles) · Typical range: 0.6–1.4
Directional effect: ↑ cleaner markets · ↓ noisier markets
1.8.2 Volume Noise Multiplier
Higher values require stronger participation, reducing entries but improving signal robustness. Lower values allow weaker volume and increase trade frequency. Volume is treated as the authoritative noise gate. Default: 1.00 (shared across profiles) · Typical range: 0.8–1.2
Directional effect: ↑ stricter volume quality · ↓ looser volume quality
1.8.3 Volume MA Period
Lower values react faster to volume spikes but increase noise sensitivity. Higher values smooth the participation baseline and delay reaction. This period defines volume averaging. Default: 20 (shared across profiles) · Typical range: 10–40
Directional effect: ↑ smoother baseline · ↓ faster reaction
1.9 Advanced – Trend (4h & 5m)
1.9.1 Trend EMA (4h)
Higher values slow regime changes and stabilize trend detection. Lower values adapt faster to trend shifts but increase whipsaw risk. The EMA period defines regime smoothness. Default: 30 (shared across profiles) · Typical range: 20–40
Directional effect: ↑ slower regime changes · ↓ faster adaptation
1.9.2 Trend ADX (4h)
Higher values stabilize trend-strength assessment and reduce regime flips. Lower values increase responsiveness to changing conditions. ADX period controls persistence versus speed. Default: 14 (shared across profiles) · Typical range: 10–20
Directional effect: ↑ stronger trend confirmation · ↓ faster regime shifts
2. Asset-Level Tuning
Asset-level parameters define per-asset behavior.
The defaults listed reflect the values applied when the Assets sheet is initially populated.
2.1 Active
When set to FALSE, the asset is excluded from all signal evaluation and execution. When set to TRUE, the asset participates normally in the decision chain. This flag is checked before any per-asset logic is applied.
2.2 SL x
Lower values tighten the stop distance, resulting in more frequent stop-outs but smaller losses per trade. Higher values widen the stop distance, reducing stop frequency but increasing loss size when stops are hit. The stop distance is scaled from volatility or baseline stop logic using this multiplier. Default: 1.6 · Minimum: 1.3 · Maximum: 2.5
Directional effect: ↑ wider stops, fewer stop-outs · ↓ tighter stops, more stop-outs
2.3 TP x
Lower values place the initial take-profit boundary closer to entry, causing the TP ratchet to engage earlier and tighten profit protection sooner. Higher values place the initial boundary further away, delaying TP ratcheting and allowing trades more room to develop before profit protection tightens. This parameter does not define a fixed exit target; it controls when the TP ratchet becomes active relative to price movement and volatility. Default: 1.0 · Minimum: 0.8 · Maximum: 3.2
Directional effect: ↑ later ratcheting, more room for trend development · ↓ earlier ratcheting, faster profit protection
2.4 EMA Short
Lower values react faster to short-term price changes, producing earlier and more frequent signals with higher noise sensitivity. Higher values smooth short-term price action, resulting in fewer and later signals with higher reliability. This EMA confirms near-term price alignment in the Trend Signal. Default: 8 · Minimum: 5 · Maximum: 50
Directional effect: ↑ fewer signals, higher quality · ↓ more signals, more noise
2.5 EMA Long
Lower values weaken trend confirmation and allow entries earlier in emerging trends, increasing signal frequency but reducing trend reliability. Higher values require stronger alignment with the prevailing trend, reducing the number of signals but improving trend quality. This EMA anchors trend direction in the Trend Signal logic. Default: 19 · Minimum: 10 · Maximum: 60
Directional effect: ↑ stricter trend confirmation · ↓ earlier entries, weaker trends
2.6 EMA Signal
Lower values increase the frequency of MACD-style crossovers, producing earlier and more frequent momentum confirmations with higher noise sensitivity. Higher values smooth momentum confirmation, resulting in fewer signals that occur later but with higher quality and fewer false starts. This parameter controls the smoothing of the signal line used for momentum confirmation. Default: 5 · Minimum: 3 · Maximum: 20
Directional effect: ↑ fewer signals, higher quality · ↓ more signals, more noise
2.7 ATR Period
Lower values respond faster to volatility changes, increasing sensitivity to short-term volatility spikes but also increasing noise in volatility-based decisions. Higher values smooth volatility estimation, reducing sensitivity to transient moves but delaying adaptation to regime changes. ATR is the volatility primitive used for gating, stops, and cooldown scaling. Default: 20 · Minimum: 10 · Maximum: 40
Directional effect: ↑ smoother volatility, slower response · ↓ faster response, more noise
2.8 RSI Period
Lower values produce more frequent RSI extremes, increasing signal frequency but also increasing false oversold readings. Higher values smooth RSI behavior, resulting in fewer signals that occur later but with higher reliability. The lookback period defines how quickly RSI responds to recent price action. Default: 14 · Minimum: 7 · Maximum: 28
Directional effect: ↑ fewer signals, more stability · ↓ more signals, more noise
2.9 RSI Lower
Higher values accept shallower pullbacks as valid entries, increasing signal frequency but reducing pullback quality. Lower values require deeper pullbacks before signals qualify, reducing the number of entries but improving selectivity. This threshold defines what counts as oversold in Trend Signal logic. Default: 35 · Minimum: 20 · Maximum: 45
Directional effect: ↑ more signals, weaker pullbacks · ↓ fewer signals, stronger pullbacks
2.10 Max Concurrent
Lower values restrict overlapping positions for the asset, reducing exposure density and limiting re-entry. Higher values allow denser exposure through concurrent trades, increasing clustering risk. Concurrency is enforced as a per-asset execution gate. Default: 2 · Minimum: 1 · Maximum: 4
Directional effect: ↑ more overlap, higher exposure · ↓ less overlap, lower exposure
2.11 BB Mid Pullback %
Lower values allow shallower pullbacks toward the Bollinger mid-band, increasing entry frequency but raising the risk of premature entries. Higher values require deeper retracements, reducing the number of entries but improving timing precision. This parameter is the explicit timing gate for Bollinger-based entries. Default: 0.010 · Minimum: 0.005 · Maximum: 0.030
Directional effect: ↑ fewer entries, better timing · ↓ more entries, more noise
2.12 BB Squeeze Ratio
Lower values allow entries without pronounced volatility compression, increasing trade frequency in mixed conditions. Higher values require stronger volatility compression before entries qualify, reducing entries but improving structural quality. The squeeze ratio classifies the volatility regime used by Bollinger timing logic. Default: 0.004 · Minimum: system-enforced · Maximum: system-enforced
Directional effect: ↑ stricter regime selection · ↓ looser regime selection
2.13 BB Period
Lower values make Bollinger Bands more reactive to price changes, increasing signal frequency but also noise sensitivity. Higher values smooth the band structure, resulting in fewer timing signals with higher stability. The period controls the responsiveness of the Bollinger mid-band. Default: 20 · Minimum: 14 · Maximum: 30
Directional effect: ↑ smoother bands, fewer signals · ↓ reactive bands, more signals
2.14 BB StdDev
Lower values narrow the bands, increasing the number of band interactions and entry opportunities but raising false-start risk. Higher values widen the bands, reducing entry frequency but improving selectivity. Standard deviation defines the width of the Bollinger Bands. Default: 2.0 · Minimum: 1.8 · Maximum: 2.4
Directional effect: ↑ fewer signals, higher selectivity · ↓ more signals, more noise
2.15 Vol Noise x
Lower values allow entries during weaker volume participation, increasing trade frequency but reducing confirmation quality. Higher values require stronger volume confirmation, reducing entries but improving signal robustness. This multiplier scales the volume-based noise gate for the asset. Default: 1.0 · Minimum: 0.8 · Maximum: 1.2
Directional effect: ↑ stricter volume quality · ↓ looser volume quality
2.16 ATR Cooldown x
Lower values shorten the adaptive cooldown after trades, allowing faster re-entry but increasing trade clustering. Higher values extend the cooldown, reducing re-entry frequency and stabilizing execution pacing. This parameter scales volatility-based cooldown logic per asset. Default: 1.0 · Minimum: 0.7 · Maximum: 1.8
Directional effect: ↑ slower re-entry, more stability · ↓ faster re-entry, more clustering
2.17 ATR Noise x
Lower values tolerate more choppy, low-structure volatility conditions, increasing trade frequency but raising noise exposure. Higher values enforce stricter volatility cleanliness, reducing entries but improving market quality. This multiplier scales ATR-based noise thresholds. Default: 1.15 · Minimum: 0.6 · Maximum: 1.4
Directional effect: ↑ cleaner markets, fewer trades · ↓ noisier markets, more trades
2.18 Vol MA Period
Lower values react faster to short-term volume changes, increasing sensitivity to spikes but also to noise. Higher values smooth the volume baseline, reducing sensitivity but delaying recognition of participation shifts. This period defines how volume participation is averaged. Default: 20 · Minimum: 10 · Maximum: 40
Directional effect: ↑ smoother baseline, slower reaction · ↓ faster reaction, more noise
2.19 Hold Minutes
Lower values allow earlier exits, increasing turnover and responsiveness to short-term moves. Higher values enforce longer minimum time-in-trade, reducing churn and favoring sustained moves. Exits are blocked until the hold-time condition is satisfied. Default: 60 · Minimum: 60 · Maximum: 240
Directional effect: ↑ longer holds, fewer exits · ↓ shorter holds, more exits