Improvements from a live-verified audit of the news/calendar pipeline:
- Currency tagging: keyword matching now uses letter-boundary regexes
and drops ambiguous "us "/"eu "/"uk " tokens — "versus" no longer
tags headlines as USD (confirmed live false positive polluting the
XAU/USD sentiment average).
- Fetch caching: calendar events and headlines are cached class-level
(10 min TTL, 60s retry after empty/failed fetch, lock-guarded for
concurrent scans). Stops per-scan refetching that was tripping the
Forex Factory rate limit; TTL stays under the 30-min pre-event
buffer so the danger window can't go stale.
- Surprise detection: EconomicEvent.surprise is computed from parsed
actual vs forecast (handles %, K/M/B/T suffixes, negatives). A
surprise print widens the post-release caution window to 45 min;
inline releases keep the original 15 min.
- Gold-aware sentiment: headlines are scored per currency, with
monetary-policy keywords (hawkish/rate hike/tightening vs dovish/
rate cut/easing/stimulus) inverted for XAU — "hawkish Fed" headlines
scored +1.0 for gold before, -1.0 now (verified on live feed).
- New sentiment sources: Google News gold-focused query and CNBC
Economy RSS (verified live; 40 → 74 unique headlines). Added
cross-feed title dedup so syndicated stories count once.
- events_today now buckets by UTC date (feed timestamps carry US-
Eastern offsets); --json output includes news_description.
- Removed dead NewsConfig.min_impact and unused HIGH_IMPACT_EVENTS.
Tests: 142 passed (7 new covering boundary matching, surprise
classification, post-event windows, cache reuse, gold inversion).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Second entry pattern alongside the Keltner-breakout: enter on the
retrace to EMA21/KC-mid in an established trend (EMA >=3/4 aligned,
ADX>=20, retrace 0.8-6.0 ATR, resumption bar closed back in trend
direction, RSI in the pullback zone not the extended zone). Detector
lives in the aggregator so live and GPU-backtest paths share one
implementation. Own gates (composite floor 15, confirmation-TF
agreement, MTF opposition, vol regimes) with a diagnostic funnel.
PB stops anchor to the pullback swing (~$8 vs ~$25 breakout), so PB
trades get their own trail arm (0.8R vs 0.6R global) via per-trade
trail overrides in the backtester and strategy-aware Telegram alerts.
12mo M5 validation: PB alone +38.3R/254 trades, positive both halves
and all four full quarters; core breakout trades undisturbed
(+101.9R vs +105.0 baseline). Combined book: 549 trades (~10.6/wk),
+140.1R, PF 1.78, DD 11.3R vs 311 trades/+105.0R before.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Design doc for a second M5 entry archetype: enter on retrace to
EMA21/KC-mid in an established trend instead of at Keltner-breakout
extension. Includes detector spec, geometry, validation protocol
(both-halves + quarterly + displacement checks), and the +105R
baseline to beat. Session/frequency knobs (blocked hours, cooldown)
were tested 2026-07-09 and confirmed already optimal — this is the
remaining evidence-backed entry-side direction.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Gates 5-6 in the M5 filter: block 'high' vol regime entries (chop
transition — 61% WR, negative total while low/normal/extreme all
positive) and block SELLs with RSI<25 (dip already extended, mean-
reverts before target). 365d: 419→311 trades, +41→+48.4R, DD 11.2→8.0R.
Replace the fixed RR-0.5 take-profit with a trailing stop: arm at
+0.6R favorable excursion, trail 0.75R behind best price, stop levels
update at bar close (conservative). The RR-0.5 target was the binding
constraint — winners kept running after TP. Whole trail parameter grid
(arm 0.4-1.2 × dist 0.5-1.25) lands +90-103R, a plateau not a spike;
also +91.7R on the pre-gate 419-trade population. TP1 stays advisory;
Telegram alerts include the arm price and trail distance. max_hold
200→300 bars (trailing exits need room; +10R).
12mo M5, same 311 trades: +105.0R total, PF 2.27, DD 7.9R, 61% WR,
train/val +54.6/+50.4, every quarter positive.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
ATR was computed after EMAs so ribbon compression detection was dead code
on all timeframes — moved ATR first. Extended M5 swing S/R lookback from
50 to 120 bars. Added four M5-specific filters: min score, MTF agreement,
confirmation TF conviction, and SELL quality cap (A-grade M5 shorts enter
at dip extremes and lose). Fixed backtester blocked-hour check to use bar
close time matching the live bot. Added trade geometry config (spread gate,
SL floor, TP floor RR) and primary_tf mismatch guard in backtester.
Backtest: 1133 trades/+11.5R → 419 trades/+41.0R, PF 1.03→1.37, DD 21→11R.
Train/val split positive in both halves (+19.8R/+21.3R).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
A/B on M15 2025-03-30→2026-05-31 with $0.30 spread + gap-through fills
(511 identical entries, only exits differ):
factor 0.8 / min_rr 0.4: +36.1R (avg +0.071R, SELL +1.2R)
factor 1.0 / min_rr 0.5: +66.8R (avg +0.131R, SELL +9.6R)
Worse in both train and validation halves and both directions. The 20%
tighter targets buy +1.8pt win rate but shrink every win while the fixed
spread stays constant. The knob remains for re-tuning with costs included.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Probes whether Twelve Data allows two simultaneous WS connections
for one symbol (SDK-based, 30s run, prints per-connection verdict).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
WebSocket:
- Send heartbeat every 10s — Twelve Data drops idle connections, so the
monitor previously died on weekends/quiet hours and churned reconnects
- Log failed symbol subscriptions from subscribe-status events
- Stamp fresh live tick price + age into every alert message
Alerts:
- Re-enable level-breach alerts: WS breach triggers M15 rescan and sends
the report when actionable (was scanning and discarding the result)
- Dedup: identical (signal, quality, direction) per pair/TF is sent once,
re-armed after 1h — no more repeat alerts every candle
- Configurable minimum alert quality (C+/B+/A), cycled from the menu
- Trade setup shows dollar risk/reward alongside pips
Interactive menu (/start, /scan):
- Timeframe scans, Scan All, auto-scan ON/OFF toggle, alert-quality
cycle, status, and help as inline buttons
- Markdown-safe edits: 'message not modified' swallowed, parse failures
fall back to plain text; exception text escaped
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Live pipeline:
- Drop still-forming candle before analysis (signals no longer repaint)
- Direction-aware MTF agreement + opposition gate (no trade against 2-of-3 TF consensus)
- SELL volatility gate: block shorts in low/normal vol regimes (config sell_vol_regimes)
- Divergence: 40-bar lookback, price/indicator swings must align within ±2 bars
(fired on 0.5% of trades before, 29% after), trending weight 2.0→1.0
- RSI regime_aware by default; transitioning regime only signals at extremes
- ADX ±DM tie no longer nudges bearish; TP2 clamped beyond TP1
Backtester realism:
- Charge $0.30 round-trip spread (--spread), gap-through SL/TP fills at bar open
- Resolve trades on RAW price path (cache stores raw bars, cleaning runs on load)
- Weekend/session filters use bar-close decision time to match live wall clock
Validated per-step on M15 2025-03-30→2026-05-31 under identical pricing:
+46.9R → +66.8R, win rate 69.9% → 73.0%, SELL side -2.3R → +9.6R.
Tested-and-reverted: ROC weight removal (-13R), BB fade suppression (-11.6R),
candlestick de-weight (-2R) — composite thresholds are co-tuned with weight mass.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The TP floor calculations used raw min_rr (0.4) but after 20% tightening
the effective RR dropped to ~0.32, failing the min_rr check and returning
None for all trade setups. Pre-compensate the floor with min_rr/tf so
post-tightening RR still meets the minimum.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Applied uniformly across all 3 trade setup functions. Lowered min_rr_ratio
0.5→0.4 proportionally to preserve trade acceptance rate. SL unchanged.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
M5 already broadcast through the shared _scan_timeframe path but was
documented as data-only (docstring, CLAUDE.md, DOCUMENTATION.md, plus a
phantom `if tf == M5: return` step that never existed in code). Align all
docs/comments so M5 alerting at C+ grade is the intended, documented behavior.
Remove the live dashboard entirely per request: the 30s refresh loop,
per-scan refresh, boot send, and the dashboard-only stats layer
(_signal_stats / _stats_updated / _update_signal_stats and its call sites,
_format_stats_dashboard and its helper constants). Drop now-unused ZoneInfo
import and dashboard mentions from help/autoscan/boot messages and the test
suite. The WebSocket level-breach monitor and level cache are untouched.
Tests: 136 passed, 0 failed.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
The old `weekday() >= 5` check blocked all of Sunday, but the forex
market reopens Sunday 22:00 UTC (Sydney open). Now uses proper time-based
check so the bot fetches data and generates signals on Sunday evening.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Track gpu_backtest.py, diagnose_filters.py, and instructions.
Data files (CSVs, parquet cache) remain gitignored.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
A-grade trades entered exhausted moves with TP too far (0.75R), causing
57.7% WR and +0.25R over 30 days. Store exhaustion_count on SignalReport
and scale TP to B-level (1.0×) when A-grade has 2+ exhaustion tags.
Backtest: A-grade 73.1% WR / +3.25R, B/C unchanged.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Blocked hours reduced to 0-2 UTC only (daily rollover)
- M5 signals now broadcast to Telegram like M15/H1/H4
- Live dashboard shows New York time (auto EDT/EST via zoneinfo)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Signal daemon (signal_web.py): candle-boundary scanner mirroring
telegram_bot.py, publishes serialized SignalReport JSON to Redis.
Web API (web/app.py): thin FastAPI reader behind Apache, serves
/api/signals REST + /ws WebSocket from Redis pub/sub.
Frontend (web/static/index.html): 3-pair grid, color-coded signals,
indicator breakdown per timeframe, trade setup display.
Also: XAU-specific penalty scoping in signal_aggregator (softer
confidence penalties for gold, original strict values for forex),
pair-aware session filter routing XAU to its own blocked hours.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
News engine: expand sentiment keywords (18%→60% headline coverage), add
MyFXBook RSS as fallback calendar source when Forex Factory returns 429,
add retry/backoff on calendar API rate limits, update stale ForexLive URL
to investinglive.com, add date formats without seconds for MyFXBook RSS.
Telegram bot: remove flood control, rate limiter, and dashboard failure
tracking — all sends go directly through bot.send_message/edit_message_text.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Move index dedup before OHLC consistency fix in _validate_and_clean
to prevent crash when df.loc[dup_idx] returns Series instead of scalar
- Add global flood backoff: detect RetryAfter, pause all sends/edits
until ban expires instead of retrying and escalating the ban
- Stop dashboard edit-fail → new-message spam cascade: track consecutive
failures, only resend after 3 failed edits
- Increase dashboard refresh from 5s to 30s, min send interval to 1.5s
- Add comprehensive QA test suite (140 tests across all 7 modules)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Timeframe keys stored as enum values (15min/1h/4h) but dashboard
looked for M15/1h/4h — GBP/USD showed no price or signal text.
Now uses Timeframe enum directly with display labels. Reduced
dashboard refresh from 60s to 5s with throttle guard.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace per-scan Telegram messages with a single dashboard message
that edits in-place every 60 seconds. Each pair shows all TFs
horizontally with short signal labels (Buy/Sell/Neutral). WebSocket
live prices feed into the dashboard. Level-breach alerts disabled
(WS still updates cache silently). Removed /stats command.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The general session filter ran after analyze_from_dataframes() and
wiped out XAU oversold bounce signals at most hours. Now skips the
session filter when the XAU strategy has already fired — the strategy
has its own backtested hour filter.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
BUY-only strategy for gold: enters when M15 RSI drops below oversold
threshold while price remains above EMA200 on all three timeframes
(M15, H1, H4). Uses ATR-based TP/SL (0.7x/2.0x) sized from M15 ATR.
Isolated to XAU/USD only — other pairs completely unaffected.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Drop USD/JPY from scan pairs (zero signals across all timeframes)
- Disable divergence indicator (zero impact in 14-config lab test)
- Parallelize evaluate.py with ProcessPoolExecutor (16 cores)
- Add --pair CLI filter to evaluate.py for single-pair backtests
- Add data freshness guard: stale cache auto-invalidated, primary TF
stale data suppresses signals to prevent trading on old data
- Add /cache command: shows fetch age and last bar per pair/TF
- Add /clearcache command: wipes in-memory cache for fresh API fetch
- Remove BB from WebSocket breach alerts (keep structural levels only)
- Show live prices only for WS-monitored pairs (EUR/USD, XAU/USD)
- Replace arrow emojis with text tags in indicator lines
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
DOCUMENTATION.md: Two-section guide covering the full project —
plain-English trader guide (indicators, scoring, trade setups) and
developer reference (architecture, data flow, every threshold/weight).
mt5.md: Architecture plan for automated order execution via MT5 bridge
(REST API on Windows, async client on Linux, risk-based lot sizing).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Trade setup TP now scales to SL distance ensuring min RR is met when
no viable swing target exists; skip swing targets with poor RR
- Add float tolerance to RR gate to prevent edge-case rejection
- M5 auto-scan runs for level cache only, no Telegram broadcast
- WebSocket limited to EUR/USD + XAU/USD (Grow plan constraint)
- Register bot command menu via set_my_commands on startup
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Auto-scan still runs and updates the level cache every cycle,
but only sends to Telegram when quality A+/A/B/C signals exist.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Fix H4 boundary calculation using total minutes (hour*60+min) not just minute
- Add /help command listing all bot commands
- Add /status command showing WS connection, live prices, level cache, cooldowns
- Run initial M15 scan on boot to populate level cache before WS starts
- Update /start message to mention new commands
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
XAU/USD is not available in TwelveData's symbol list.
Swapped to USD/CAD across config, scan pairs, Telegram buttons,
and added CAD to tracked news currencies.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Expand from 2 to 4 pairs (EUR/USD, USD/JPY, GBP/USD, XAU/USD) with
automatic scanning at M15 and H1 candle close boundaries. Scheduler
staggers H1 by 60s to stay within 8 credits/min; daily budget is
480 of 800 allowed. Cache TTL is now candle-duration-aware so cross-TF
confirmation data is reused without extra API calls. Spread estimate
uses primary-TF data instead of fetching M5 separately.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add EURUSD pair with dynamic pair info lookup. Telegram bot now shows
4 scan buttons: EUR/USD 15M, EUR/USD 1H, USD/JPY 15M, USD/JPY 1H.
Each indicator displays directional arrows in the message output.
Price formatting adapts per pair (5dp for EUR, 3dp for JPY).
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Remove backtest.py, backtest_gpu.py, metrics.py, local CSV data,
Dukascopy loader, and all backtest CLI modes from main.py. Rebalance
engine weights: leading indicators (divergence, RSI, stochastic, BB)
now carry 66% of signal weight vs 34% for lagging (EMA, MACD). Add
ws_twelvedata.py for live tick streaming. Drop pyarrow and tqdm deps.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Introduces telegram_bot.py: python-telegram-bot v20+ async bot that
presents a persistent Scan Signal inline button. Each press fetches a
live USD/JPY signal via SignalAggregator and formats it with emoji,
MTF breakdown, top bull/bear reasons, and warnings. STRONG_BUY /
STRONG_SELL signals additionally render the full trade setup (entry,
SL, TP1, TP2, RR). Adds python-telegram-bot>=20.0 to requirements.txt.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Install nvidia pip packages for CUDA 12 runtime DLLs (no full toolkit needed):
nvidia-cuda-nvrtc-cu12, nvidia-cuda-runtime-cu12,
nvidia-curand-cu12, nvidia-cublas-cu12
Add _register_nvidia_dlls() in backtest_gpu.py that auto-discovers and
registers nvidia package DLL directories (site-packages/nvidia/*/bin/)
via os.add_dll_directory() before CuPy is imported. Suppresses the
spurious "CUDA path could not be detected" warning from cupy._environment.
Backend line now reads: CuPy 14.0.1 (RTX GPU)
Benchmark: scoring pass on 100k bars — NumPy 1.1ms vs CuPy 0.18ms = 6.3x.
Results are identical to CPU path (deterministic).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
## What changed
### backtest_gpu.py (new — ~1,300 lines)
Standalone GPU-accelerated backtester completely separate from backtest.py.
Computes all indicator series in one vectorised O(N) pass over the full price
history, then replays positions with a sequential state machine.
Key design:
- VectorIndicators: pandas ewm/rolling (C-optimised) for all 7 indicators
- CuPy GPU backend with automatic NumPy fallback (no hard dependency)
- Two-phase API: prepare_arrays() once, score_and_run() many times
- --optimize flag: 36-combo weight sweep (1 baseline + 7 ablations + 28
multiplier runs) — calls prepare_arrays() once, replays all combos in seconds
- Full CLI: --tf, --local, --start/--end, --regime-filter, --regime-tf,
--session-filter, --optimize, --journal, --journal-csv
O(N) vs O(N^2): backtest.py recomputes all indicators per bar (O(N^2));
backtest_gpu.py computes each indicator series once and reads bar T in O(1).
On 100,000 H1 bars: ~4 seconds vs >10 minutes.
### data_provider.py
Added load_local_csv() method — reads MetaTrader tab-delimited CSV exports
from market_data/ directory. Format: Time|Open|High|Low|Close|Volume|Spread
(spread column dropped on load, timestamps localised to UTC). Applies the same
_validate_and_clean() pipeline as the Twelve Data path. LOCAL_CSV_MAP maps
each Timeframe enum to its filename.
market_data/ files added (MetaTrader exports, UTC):
USDJPY_M15.csv 100,000 bars 2022-05-04 to 2026-05-08
USDJPY_H1.csv 100,000 bars 2010-04-23 to 2026-05-08
USDJPY_H4.csv 25,855 bars 2010-04-22 to 2026-05-08
USDJPY_D1.csv 5,020 bars 2010-04-22 to 2026-05-08
16 years of H1/H4/D1 vs ~6 weeks of H1 on Twelve Data free plan. Use --local
for all backtests; Twelve Data reserved for live signal feed.
### engine.py — optimised indicator weights
36-combo sweep on H4 2022-2026 found MACD and EMA trend are the dominant
signals; RSI and Bollinger are net drag on this trending pair.
Old → new weights:
ema_trend: 1.2 → 3.6 (×3 — strongest directional signal)
macd: 1.1 → 3.3 (×3 — ablating it is the single worst move: -42%)
stochastic: 0.8 → 1.6 (×2 — clean timing, 40% WR at this level)
adx: 1.0 → 0.5 (÷2 — partially redundant with EMA stack)
ichimoku: 1.1 → 0.55 (÷2 — lags too much at H4, hurts in ranging)
rsi: 0.3 → 0.0 (ablated — net drag across all test windows)
bollinger: 0.9 → 0.0 (ablated — counter-trend noise on trending pair)
RSI and Bollinger are still computed and displayed in live output for
reference; weight=0 means they contribute nothing to the composite score.
Combined result vs baseline (H4 2022-2026, local data):
Return: +7.12% → +21.30% (+14.2pp)
Max DD: -9.05% → -8.52% (tighter — gains did not come at expense of risk)
Sharpe: 0.23 → 0.47 (2x improvement)
Sortino: 1.38 → 1.91
Win Rate: 36.3% → 38.1%
### backtest.py
Added 16-thread CPU parallelism for signal pre-computation via
ThreadPoolExecutor. _precompute_all_signals() dispatches each bar to a worker;
pandas/NumPy C extensions release the GIL enabling true parallel execution.
Results are collected and replayed in the main loop, replacing the per-bar
recompute. Also added --regime-tf CLI flag so regime filter timeframe can be
specified independently of the primary TF.
### signal_aggregator.py
EMA200 distance gate: confidence *= 0.55 when price is within 0.5% of EMA200
(chop zone) or beyond 1.5% (overextended). Sweet spot is 0.5-1.5% from EMA200
where trending momentum is cleanest. Strongest single filter found: lifted
cumulative return +13.88% to +35.50% in ablation window.
### ENGINE_LOGIC.md (new)
Full reference document covering: architecture, data pipeline, all indicator
logic, composite scoring formula, optimised weights with rationale, regime
classification, EMA200 gate, MTF alignment, grade system, backtesting results,
filter catalogue, and configuration reference.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Across 2024 trend / 2023 chop / 2026 hostile windows, distance from the
H1 EMA200 was empirically the most discriminative variable. Sweet spot
0.5-1.5% from EMA200; closer = false-breakout chop, farther = chase.
Outside the band, confidence is multiplied by 0.55 so the trade falls
below the B-grade threshold and is rejected.
Cumulative return across the 3 windows: +13.88% baseline -> +35.50%.
Win rate improved in every regime; 2023 chop turned positive (-2.56% to
+14.94%).
Also extends the trade journal with per-timeframe MTF scores, RSI at
entry, and EMA200 distance for future filter mining; surfaces ema_trend
in key_levels so the gate can read it.
Session filter restricts trades to a UTC hour window (default 07-16,
London + NY) — opt-in via --session-filter, with --session-start /
--session-end overrides. Wired into both the backtester (cheap hour
check next to the regime gate) and live mode (downgrades signal to
NEUTRAL/F when current UTC hour is outside the window).
Auto-toggle (--auto-session-filter) tracks rolling mean pnl_pct over
the last N closed trades; when it falls below threshold, the session
filter activates, releasing once expectancy recovers. Default lookback
10 trades, threshold -0.3%.
Trade dataclass extended with diagnostic fields captured at entry:
entry_hour, entry_dow, ADX, ATR%, market_regime, volatility_regime,
mtf_agreement. These let --journal-csv exports surface loss-pattern
clusters when a window underperforms.
Validated on 2024 trend / 2023 chop / 2026 recent windows. Auto-toggle
preserves ~50% of trend edge while still cutting ~25% of recent-regime
losses — pure regime filter is still best on cumulative, so both
session flags ship default-off.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
data_provider now uses TDClient.time_series().as_pandas() instead of
hand-rolled REST calls. Throttle, validation, and parquet caching are
unchanged. Adds twelvedata>=1.2.0 to requirements.txt.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Restructure print_signal_report so decision (signal · grade · score ·
confidence · MTF) sits at the top, followed by trade setup, context line,
MTF breakdown, top supporting/opposing reasons in two columns, warnings,
and an optional detail block under --detail. Adds _compact_reason helper
that strips known indicator name prefixes via _INDICATOR_PREFIXES so
reason lines stay short.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
--regime-filter previously affected only backtests. Live mode now also
checks higher-TF ADX after analysis: signals are downgraded to NEUTRAL
with a warning when ADX < threshold, and confirming when above.
This brings live behavior into parity with what the backtester measures.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Harwinder Sekhon