Commit Graph

3 Commits

Author SHA1 Message Date
Harwinder 636f0304ae 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

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-07 17:15:41 -04:00
harry e4138ee60a Fixed code 2026-05-04 14:29:32 +00:00
harry 43319d9a98 Add main.py 2026-05-04 04:10:17 +00:00