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>
This commit is contained in:
harwinder
2026-05-21 19:12:58 -04:00
parent 9a2b1f7b1e
commit 25791fefa3
5 changed files with 38 additions and 11 deletions
+1
View File
@@ -16,6 +16,7 @@ def make_config(
confirmation_tfs: Optional[List[Timeframe]] = None,
) -> PlatformConfig:
config = PlatformConfig()
config.xau_strategy.enabled = True
config.primary_timeframe = primary_tf
config.confirmation_timeframes = (
confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])