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Add indicator ablation framework + apply ablation-driven cleanup

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Framework:
- TechnicalConfig.disabled_indicators skips named indicators in engine.analyze
- Optimizer supports disable_indicator override for parallel ablation sweeps
- main.py --ablate runs leave-one-out across all 10 directional indicators

Cleanup applied (validated across 2024 trend / 2023 chop / 2026 recent):
- Drop pivot by default (cumulative +9.5% to disable)
- Drop candlestick by default (+3.4% cumulative)
- Regime-gate ichimoku: 1.3x in trending, 0.2x in ranging (was a chop villain)
- Trim RSI weight 1.0 -> 0.3 (cumulative noise across regimes)

Result: +10.60% on 2024 trend (+33.24% -> +43.84%, Sharpe 2.17 -> 2.77),
+15.71% on 2023 chop (-18.27% -> -2.56%). Recent regime still adverse.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
Harwinder
2026-05-07 17:33:07 -04:00
parent 636f0304ae
commit 7699e6dd1d
4 changed files with 114 additions and 17 deletions
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backtest.py
+3
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@@ -446,6 +446,9 @@ def _apply_overrides(config: PlatformConfig, overrides: Dict[str, float]) -> Pla
new_config.backtest.regime_filter_min_adx = float(overrides["regime_filter_min_adx"])
if "risk_per_trade_pct" in overrides:
new_config.backtest.risk_per_trade_pct = float(overrides["risk_per_trade_pct"])
if "disable_indicator" in overrides:
v = overrides["disable_indicator"]
new_config.technical.disabled_indicators = [str(v)] if v else []
return new_config