 harwinder
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058ef57d8f
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Pro tier upgrade: quant rearchitect + WebSocket level-breach monitor
- Restore XAU/USD (Pro plan), drop USD/CAD, raise rate limit to 55/min
- Reduce signal engine to 4 uncorrelated pillars (EMA, RSI, BB, Candlestick)
with regime-adaptive weights (trending boosts EMA, ranging boosts RSI+BB)
- Add structure-based S/R (swing highs/lows) for trade setup targeting
- Fix confidence death spiral: all adjustments now additive, not multiplicative
- Dynamic R:R trade setup: SL behind swing level, TP at next structure level,
reject if R:R < 1.5
- Fix news engine for all 4 pairs (was hardcoded to USDJPY)
- Add WebSocket monitor: streams live ticks, triggers M15 scan on level breach
with 5-min cooldown per pair — catches breakouts between candle boundaries
- Add correlation filter (EUR/USD+GBP/USD, XAU/USD+USD/JPY exposure warnings)
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2026-05-11 16:33:23 -04:00 |
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Harwinder
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045f4248f3
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Refocus on USD/JPY and add walk-forward backtester with regime filter
- Strip multi-pair plumbing; drop synthetic-data fallback
- Add BacktestConfig + walk-forward replay through the live signal pipeline
- Add metrics module (PF, Sharpe, Sortino, max DD, trade journal)
- Add parallel grid optimizer with disk parquet cache
- Add H4 ADX regime gate (--regime-filter, --regime-min-adx) — cuts chop
losses ~84% in 2023 H1 while preserving trend edge
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2026-05-07 17:15:41 -04:00 |
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harry