XAU M15: adopt 1R minimum targets (per-timeframe, validated)

Finishes PENDING_STEPS Step 1 under the current trailing-exit model.
M15 window 2025-03-30->2026-05-31 ($0.30 spread): +116.6R/460 PF 1.83
vs +105.4R/424 PF 1.82 baseline, better in both halves; 2024-06->
2025-03 OOS +30.3R vs +10.6R control. Same knob on the pinned M5 book
is WORSE (+131.3R/699 vs +139.9R/547) so the override is M15-only in
the xauusd factory, per the pre-registered decision rule. M5 path
unchanged (factory override gated on primary_tf == M15).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Harwinder Sekhon
2026-07-11 10:22:33 -04:00
parent 02bd61f378
commit f88e39f5be
2 changed files with 20 additions and 3 deletions
+4
View File
@@ -1844,6 +1844,10 @@ def _():
primary_timeframe=tf,
confirmation_timeframes=ctfs,
)
if tf == Timeframe.M15:
# Documented per-TF override (see xauusd.py docstring):
# 1R minimum targets validated for M15 only.
inline_cfg.signals.tp_floor_rr = 1.0
assert dataclasses.asdict(factory_cfg) == dataclasses.asdict(inline_cfg), \
f"XAU factory config differs from inline construction for {tf}"