Tune EUR/USD trade setup: quality-scaled TP and tighter SL
EUR/USD A-grade signals had inverted quality curve (-1.65R) because all trades got RR≈0.50 and mature_move logic penalized high-score entries. Fix: add per-pair trade setup params (sl_atr_floor=1.2, min_rr=1.0, mature_move_threshold=35) and apply quality_scale to both tp_mult and min_rr so A-grade gets wider TP targets. Also wire EUR config into backtest via PAIR_PRODUCERS registry. Result: A-grade now +1.24R (was -1.65R), total EUR/USD +10.06R (was +4.20R). XAU/USD unchanged at +13.01R. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
@@ -172,6 +172,13 @@ class EurUsdStrategyConfig:
|
||||
sl_atr_multiplier: float = 1.5
|
||||
tp_atr_multiplier: float = 1.0
|
||||
|
||||
sl_atr_floor: float = 1.2
|
||||
min_rr_ratio: float = 1.0
|
||||
mature_move_threshold: float = 35.0
|
||||
tp_quality_scale: Dict[str, float] = field(default_factory=lambda: {
|
||||
"A+": 1.8, "A": 1.2, "B": 1.1, "C": 1.0,
|
||||
})
|
||||
|
||||
|
||||
@dataclass
|
||||
class FilterConfig:
|
||||
|
||||
Reference in New Issue
Block a user