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3 Commits

Author SHA1 Message Date
harwinder 25791fefa3 Optimize EUR/USD M5 signals: 1:1 RR, vol/agreement filters, disable XAU 
Tune EUR/USD M5 trade setup for balanced profitability (78% WR, 1.68 PF,
+26.5R over 365d) under a 4-hour max hold constraint. Key changes:
- Raise min RR from 0.5 to 1.0 and TP multiplier from 1.0x to 1.2x ATR
- Tighten SL floor (0.8→0.7 ATR) and swing lookback (50→20 bars)
- Add volatility regime filter (block "high" vol) and min 6 indicator
  agreement gate in signal_aggregator
- Raise BE trigger 0.2→0.3R, buffer 0.05→0.15R to let winners run
- Block weak hours (06, 09, 11 UTC) on M5
- Disable XAU strategy checks by default; XAU pair config re-enables

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-05-21 19:12:58 -04:00
harwinder b7ec5341cf Tune 5M signals, fix XAU regression, add signal dedup cooldown 
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>
 2026-05-19 20:19:11 -04:00
harwinder 3146a632d4 Add EUR/USD support with modular per-pair signal producer pattern 
- Register EUR/USD in config (pip 0.0001, EurUsdStrategyConfig)
- Create pair_signals/ module: registry + dispatcher with per-pair
  config factories (xauusd.py, eurusd.py) for easy add/remove
- EUR/USD gets forex-tuned regime weights, London+NY session hours,
  XAU strategy gates disabled
- Add defense-in-depth display_name guards in signal_aggregator
- Rename telegram_bot.py → testing_telegram_bot.py with separate
  bot token, both pairs with dedicated button rows
- Add EUR/USD to news engine affected pairs map
- 9 new tests (146 total, all passing)
- Zero changes to engine.py, data_provider.py, main.py, backtest/

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-05-18 12:18:55 -04:00