Fix live/backtest parity, SELL-side losses, and indicator repairs (+42% total R)

Live pipeline:
- Drop still-forming candle before analysis (signals no longer repaint)
- Direction-aware MTF agreement + opposition gate (no trade against 2-of-3 TF consensus)
- SELL volatility gate: block shorts in low/normal vol regimes (config sell_vol_regimes)
- Divergence: 40-bar lookback, price/indicator swings must align within ±2 bars
  (fired on 0.5% of trades before, 29% after), trending weight 2.0→1.0
- RSI regime_aware by default; transitioning regime only signals at extremes
- ADX ±DM tie no longer nudges bearish; TP2 clamped beyond TP1

Backtester realism:
- Charge $0.30 round-trip spread (--spread), gap-through SL/TP fills at bar open
- Resolve trades on RAW price path (cache stores raw bars, cleaning runs on load)
- Weekend/session filters use bar-close decision time to match live wall clock

Validated per-step on M15 2025-03-30→2026-05-31 under identical pricing:
+46.9R → +66.8R, win rate 69.9% → 73.0%, SELL side -2.3R → +9.6R.
Tested-and-reverted: ROC weight removal (-13R), BB fade suppression (-11.6R),
candlestick de-weight (-2R) — composite thresholds are co-tuned with weight mass.

config.py

@@ -70,13 +70,13 @@ class TechnicalConfig:
     adx_strong_trend: float = 25.0
     adx_very_strong: float = 50.0
 
-    divergence_lookback: int = 14
+    divergence_lookback: int = 40
     swing_sr_lookback: int = 50
 
     disabled_indicators: List[str] = field(default_factory=list)
 
     ema_mode: str = "4ema"          # "4ema" (9/21/50/200) or "2ema" (50/200)
-    rsi_mode: str = "classic"       # "classic" or "regime_aware"
+    rsi_mode: str = "regime_aware"  # "classic" or "regime_aware"
     macd_as_pillar: bool = True     # MACD histogram is a scored signal
 
     # ROC (Rate of Change)
@@ -147,10 +147,10 @@ class XauStrategyConfig:
     sl_atr_multiplier: float = 2.0
     min_ema200_tfs: int = 2
     allow_generic_trades: bool = True
-    blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2])
+    blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 10, 11, 13, 16, 21])
     weekend_filter: bool = True
     min_atr_threshold: float = 1.0
-    v2_sl_atr_multiplier: float = 2.5
+    v2_sl_atr_multiplier: float = 2.0
     buy_threshold_boost: int = 0
     m5_confirmation_bars: int = 0
     h4_rsi_gate: bool = False
@@ -158,6 +158,9 @@ class XauStrategyConfig:
     rsi_zone: tuple = (40.0, 65.0)
     allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 6])  # Mon-Fri + Sun (Sydney open)
     sell_min_quality: List[str] = field(default_factory=lambda: ["A+", "A", "B"])
+    # Volatility regimes in which SELL setups are allowed (low/normal-vol
+    # shorts lose consistently against gold's macro uptrend).
+    sell_vol_regimes: List[str] = field(default_factory=lambda: ["high", "extreme"])
 
 
 @dataclass
@@ -170,7 +173,7 @@ class FilterConfig:
     session_filter: bool = True
     session_start_hour: int = 3
     session_end_hour: int = 23
-    blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2])
+    blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 10, 11, 13, 16, 21])
 
     allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 6])  # Mon-Fri + Sun (Sydney open)