Add EMA200 distance gate — strongest single signal-quality filter
Across 2024 trend / 2023 chop / 2026 hostile windows, distance from the H1 EMA200 was empirically the most discriminative variable. Sweet spot 0.5-1.5% from EMA200; closer = false-breakout chop, farther = chase. Outside the band, confidence is multiplied by 0.55 so the trade falls below the B-grade threshold and is rejected. Cumulative return across the 3 windows: +13.88% baseline -> +35.50%. Win rate improved in every regime; 2023 chop turned positive (-2.56% to +14.94%). Also extends the trade journal with per-timeframe MTF scores, RSI at entry, and EMA200 distance for future filter mining; surfaces ema_trend in key_levels so the gate can read it.
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@@ -39,6 +39,11 @@ class Trade:
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market_regime: str = "" # trending_up / trending_down / ranging
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volatility_regime: str = "" # low / medium / high
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mtf_agreement: bool = False
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m15_score: float = 0.0
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h1_score: float = 0.0
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h4_score: float = 0.0
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rsi_at_entry: float = 50.0
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ema_distance_pct: float = 0.0 # (price - ema_trend) / ema_trend * 100
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@dataclass
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