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:
harwinder
2026-05-18 12:56:34 -04:00
parent 3146a632d4
commit 74b723ba06
4 changed files with 77 additions and 18 deletions
+7
View File
@@ -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: