Tune EUR/USD defaults: tighter SL, higher TP, A-grade filter, unblock ranging

Config changes from EUR/USD optimization rounds:
- sl_atr_multiplier 1.5→0.5, tp_atr_multiplier 1.0→1.5, min_rr 0.5→1.0
- Unblock ranging regime, restrict to A+/A quality on M15
- Lower entry thresholds: score 38→30, confidence 60→50
- Add M5-specific regime weights and config overrides in eurusd.py

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
harwinder
2026-05-18 17:26:05 -04:00
parent e6e09c587e
commit de57c016d1
2 changed files with 38 additions and 8 deletions
+7 -7
View File
@@ -169,22 +169,22 @@ 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 = 1.5
tp_atr_multiplier: float = 1.0
sl_atr_multiplier: float = 0.5
tp_atr_multiplier: float = 1.5
sl_atr_floor: float = 1.2
min_rr_ratio: float = 0.5
min_rr_ratio: float = 1.0
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=lambda: ["ranging"])
min_quality_grades: List[str] = field(default_factory=lambda: ["A+", "A", "B"])
blocked_regimes: List[str] = field(default_factory=list)
min_quality_grades: List[str] = field(default_factory=lambda: ["A+", "A"])
max_exhaustion_tags: int = 99
block_near_ema200: bool = False
session_hours: List[int] = field(default_factory=list)
min_entry_score: float = 38.0
min_entry_confidence: float = 60.0
min_entry_score: float = 30.0
min_entry_confidence: float = 50.0
block_rsi_extended: bool = True
be_trigger_r: float = 0.3
be_buffer_r: float = 0.05