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>
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>
Framework:
- TechnicalConfig.disabled_indicators skips named indicators in engine.analyze
- Optimizer supports disable_indicator override for parallel ablation sweeps
- main.py --ablate runs leave-one-out across all 10 directional indicators
Cleanup applied (validated across 2024 trend / 2023 chop / 2026 recent):
- Drop pivot by default (cumulative +9.5% to disable)
- Drop candlestick by default (+3.4% cumulative)
- Regime-gate ichimoku: 1.3x in trending, 0.2x in ranging (was a chop villain)
- Trim RSI weight 1.0 -> 0.3 (cumulative noise across regimes)
Result: +10.60% on 2024 trend (+33.24% -> +43.84%, Sharpe 2.17 -> 2.77),
+15.71% on 2023 chop (-18.27% -> -2.56%). Recent regime still adverse.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
- 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>
harwinder
harry