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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@@ -16,6 +16,7 @@ def make_config(
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confirmation_tfs: Optional[List[Timeframe]] = None,
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) -> PlatformConfig:
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config = PlatformConfig()
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config.xau_strategy.enabled = True
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config.primary_timeframe = primary_tf
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config.confirmation_timeframes = (
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confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
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