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Tune 5M signals, fix XAU regression, add signal dedup cooldown

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EUR/USD 5M: raise min_entry_score 28→35, block hours 4/19/21
  → 83.4% WR, 145 trades, +9.68R, PF 1.42 (120-day)

XAU/USD 5M: fix B-grade exclusion regression in setup_grades,
  add breakeven trail (trigger 0.15R, buffer 0.05R)
  → 84.9% WR, 4810 trades, +164.54R, PF 1.23 (730-day)

EUR/USD M15: tighten defaults (SL 1.5x ATR, TP 1.0x, min_rr 0.5,
  block ranging+transitioning, BE trigger 0.2R)

Backtest: multiprocess fork parallelism, vectorized pre-filter,
  CUDA preload fix, per-pair BE trigger routing

Telegram bot: add signal deduplication — suppress repeated
  same-direction messages within 5-bar cooldown per pair+TF.
  Resend on direction flip, quality upgrade, or cooldown expiry.
  Manual scans always ungated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
harwinder
2026-05-19 20:19:11 -04:00
parent 9e5410d617
commit b7ec5341cf
7 changed files with 280 additions and 151 deletions
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config.py
+10 -8
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@@ -159,6 +159,8 @@ class XauStrategyConfig:
rsi_zone: tuple = (40.0, 65.0)
allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4, 6]) # Mon-Fri + Sun (Sydney open)
sell_min_quality: List[str] = field(default_factory=lambda: ["A+", "A", "B"])
be_trigger_r: float = 0.0
be_buffer_r: float = 0.0
@dataclass
@@ -169,24 +171,24 @@ class EurUsdStrategyConfig:
weekend_filter: bool = True
allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4])
min_atr_threshold: float = 0.0003
sl_atr_multiplier: float = 0.5
tp_atr_multiplier: float = 1.5
sl_atr_multiplier: float = 1.5
tp_atr_multiplier: float = 1.0
sl_atr_floor: float = 1.2
min_rr_ratio: float = 1.0
min_rr_ratio: float = 0.5
mature_move_threshold: float = 35.0
tp_quality_scale: Dict[str, float] = field(default_factory=lambda: {
"A+": 1.0, "A": 1.0, "B": 1.0, "C": 1.0,
})
blocked_regimes: List[str] = field(default_factory=list)
min_quality_grades: List[str] = field(default_factory=lambda: ["A+", "A"])
blocked_regimes: List[str] = field(default_factory=lambda: ["ranging", "transitioning"])
min_quality_grades: List[str] = field(default_factory=lambda: ["A+", "A", "B"])
max_exhaustion_tags: int = 99
block_near_ema200: bool = False
session_hours: List[int] = field(default_factory=list)
min_entry_score: float = 30.0
min_entry_confidence: float = 50.0
min_entry_score: float = 38.0
min_entry_confidence: float = 60.0
block_rsi_extended: bool = True
be_trigger_r: float = 0.3
be_trigger_r: float = 0.2
be_buffer_r: float = 0.05