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Research: Dukascopy real-spread study + Oanda/TD bar-divergence study

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Scripts + summary CSVs for the 2026-07-24 studies (real XAU spread ~$0.65
tradable hours; Oanda vs TD bars diverge ~11% of ATR with 10% direction
flips). Large raw data files (parquet, per-boundary samples) gitignored.

Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
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Harwinder Sekhon
2026-07-28 20:08:53 -04:00
parent 9a384935bf
commit f760e9070a
6 changed files with 603 additions and 0 deletions
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@@ -28,6 +28,8 @@ Thumbs.db
# Backtesting data (keep scripts, ignore generated files)
backtest/cache/
backtest/*.csv
backtest/research/*.parquet
backtest/research/duka_m5_boundary_spreads.csv
backtest/trailgrid/
backtest/trailgrid5m/
backtest/__pycache__/