harry/ForexBot2
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Research: Dukascopy real-spread study + Oanda/TD bar-divergence study

Browse Source 
Scripts + summary CSVs for the 2026-07-24 studies (real XAU spread ~$0.65
tradable hours; Oanda vs TD bars diverge ~11% of ATR with 10% direction
flips). Large raw data files (parquet, per-boundary samples) gitignored.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
This commit is contained in:
Harwinder Sekhon
2026-07-28 20:08:53 -04:00
parent e254f068fd
commit 95f8c47d4f
6 changed files with 603 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
.gitignore
+2
View File
@@ -28,6 +28,8 @@ Thumbs.db
# Backtesting data (keep scripts, ignore generated files)
backtest/cache/
backtest/*.csv
backtest/research/*.parquet
backtest/research/duka_m5_boundary_spreads.csv
backtest/trailgrid/
backtest/trailgrid5m/
backtest/__pycache__/