Optimize EUR/USD M5 signals: 1:1 RR, vol/agreement filters, disable XAU
Tune EUR/USD M5 trade setup for balanced profitability (78% WR, 1.68 PF, +26.5R over 365d) under a 4-hour max hold constraint. Key changes: - Raise min RR from 0.5 to 1.0 and TP multiplier from 1.0x to 1.2x ATR - Tighten SL floor (0.8→0.7 ATR) and swing lookback (50→20 bars) - Add volatility regime filter (block "high" vol) and min 6 indicator agreement gate in signal_aggregator - Raise BE trigger 0.2→0.3R, buffer 0.05→0.15R to let winners run - Block weak hours (06, 09, 11 UTC) on M5 - Disable XAU strategy checks by default; XAU pair config re-enables Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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@@ -142,7 +142,7 @@ class XauStrategyConfig:
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Legacy gates (H4 RSI, H1 MACD, M15 score) removed in favor of
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new momentum indicators (ROC, Keltner squeeze, ADX slope).
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"""
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enabled: bool = True
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enabled: bool = False
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rsi_entry_threshold: float = 45.0
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tp_atr_multiplier: float = 1.0
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sl_atr_multiplier: float = 2.0
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@@ -172,10 +172,10 @@ class EurUsdStrategyConfig:
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allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4])
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min_atr_threshold: float = 0.0003
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sl_atr_multiplier: float = 1.5
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tp_atr_multiplier: float = 1.0
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tp_atr_multiplier: float = 1.2
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sl_atr_floor: float = 1.2
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min_rr_ratio: float = 0.5
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min_rr_ratio: float = 1.0
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mature_move_threshold: float = 35.0
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tp_quality_scale: Dict[str, float] = field(default_factory=lambda: {
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"A+": 1.0, "A": 1.0, "B": 1.0, "C": 1.0,
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@@ -188,8 +188,10 @@ class EurUsdStrategyConfig:
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min_entry_score: float = 38.0
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min_entry_confidence: float = 60.0
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block_rsi_extended: bool = True
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be_trigger_r: float = 0.2
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be_buffer_r: float = 0.05
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blocked_vol_regimes: List[str] = field(default_factory=list)
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min_indicator_agreement: int = 0
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be_trigger_r: float = 0.3
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be_buffer_r: float = 0.15
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@dataclass
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