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:
+31
-1
@@ -32,6 +32,28 @@ EUR_REGIME_WEIGHTS = {
|
||||
},
|
||||
}
|
||||
|
||||
_M5_TRENDING = {
|
||||
"ema_trend": 1.5, "rsi": 1.0, "macd": 2.5,
|
||||
"bollinger": 0.5, "keltner": 2.0, "roc": 2.0,
|
||||
"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
|
||||
}
|
||||
|
||||
M5_REGIME_WEIGHTS = {
|
||||
"trending_up": _M5_TRENDING,
|
||||
"trending_down": _M5_TRENDING,
|
||||
"trending": _M5_TRENDING,
|
||||
"ranging": {
|
||||
"ema_trend": 0.3, "rsi": 1.5, "macd": 1.5,
|
||||
"bollinger": 1.5, "keltner": 2.0, "roc": 1.0,
|
||||
"candlestick": 0.3, "divergence": 1.5, "adx": 0.5,
|
||||
},
|
||||
"transitioning": {
|
||||
"ema_trend": 1.0, "rsi": 1.0, "macd": 2.5,
|
||||
"bollinger": 0.5, "keltner": 2.5, "roc": 2.0,
|
||||
"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
def make_config(
|
||||
primary_tf: Timeframe,
|
||||
@@ -53,6 +75,14 @@ def make_config(
|
||||
config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3]
|
||||
config.backtest.allowed_weekdays = [0, 1, 2, 3, 4]
|
||||
|
||||
config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
|
||||
if primary_tf == Timeframe.M5:
|
||||
config.technical.regime_weights_override = M5_REGIME_WEIGHTS
|
||||
config.eur_strategy.sl_atr_floor = 0.8
|
||||
config.eur_strategy.sl_atr_multiplier = 0.3
|
||||
config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
|
||||
config.eur_strategy.min_entry_score = 28.0
|
||||
config.eur_strategy.min_entry_confidence = 50.0
|
||||
else:
|
||||
config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
|
||||
|
||||
return config
|
||||
|
||||
Reference in New Issue
Block a user