Commit Graph

54 Commits

Author SHA1 Message Date
Harwinder 3e078cfe7d Wire regime filter into live mode
--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.
2026-05-07 17:40:39 -04:00
Harwinder 045f4248f3 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
2026-05-07 17:15:41 -04:00
Harwinder 242df24ca7 Fixed Bugs 2026-05-04 10:51:03 -04:00
harry ce4a12877d Add signal_aggregator.py 2026-05-04 04:10:01 +00:00