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Document session filter and auto-toggle flags in USAGE

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Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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Harwinder
2026-05-07 18:44:41 -04:00
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@@ -75,6 +75,11 @@ python main.py --backtest --journal # Last 10 trades printed
python main.py --backtest --journal-csv trades.csv # Full journal to CSV
python main.py --backtest --regime-filter # Skip choppy/ranging bars
python main.py --backtest --regime-filter --regime-min-adx 35
python main.py --backtest --session-filter # Trade only 07-16 UTC
python main.py --backtest --session-filter --session-start 8 --session-end 17
python main.py --backtest --auto-session-filter # Reactive session toggle
python main.py --backtest --auto-session-filter --auto-session-lookback 15 \
--auto-session-threshold-pct -0.5
```
### Regime filter
@@ -84,6 +89,30 @@ regimes and loses in chop. `--regime-filter` gates entries on H4 ADX:
signals only fire when ADX ≥ `--regime-min-adx` (default 30). Sweet spot is
ADX 30–35; tighter cuts trades faster than it improves quality.
### Session filter
`--session-filter` restricts entries to a UTC hour window (default 07-16,
covering London + NY). Diagnostic on 2025-11 → 2026-05 showed 47% WR /
+127 pips inside that window vs 0% WR / -571 pips outside it. Override
bounds with `--session-start` (inclusive) and `--session-end` (exclusive).
Tradeoff: it's regime-specific medicine. In trending regimes (e.g. 2024)
it cuts winning off-hours trades and gives back ~33% of the edge. Ships
**default off** because the pure regime filter still wins cumulative
across the 2024 / 2023 / 2026 windows.
### Auto session toggle
`--auto-session-filter` is a reactive variant: it tracks the rolling mean
`pnl_pct` over the last N closed trades (`--auto-session-lookback`,
default 10) and activates the 07-16 UTC window only when that mean drops
below `--auto-session-threshold-pct` (default `-0.3`). Releases
automatically once expectancy recovers.
Less aggressive than the manual flag — preserves more trend edge but
reacts slowly because the deque must fill with losses before kicking in.
Use this when you don't want to manually toggle the regime medicine.
### Execution model
| Aspect | Behavior |