3 Commits

Author	SHA1	Message	Date
harwinder	08d7c9ade1	Optimize EUR/USD to 78.7% WR on 2-year M15 backtest ... Three-layer optimization: 1. Entry filters (signal_aggregator.py section 6e): - Block ranging regime - Only A+/A/B quality grades - min_entry_score=38, min_entry_confidence=60 - Block RSI > 70 for BUY, RSI < 30 for SELL 2. Trade setup (config.py EurUsdStrategyConfig): - RR=0.50 with uniform quality scale - SL floor 1.2 ATR, TP 1.0 ATR 3. Breakeven trail (backtest/gpu_backtest.py): - When MFE reaches 0.3R, move SL to entry + 0.05R buffer - Converts 4 of 14 losses to +0.05R small wins - Bar-by-bar simulation integrated into simulate_trades() Results (EUR/USD M15, 2024-05-18 to 2026-05-18): 47 trades | 78.7% WR | +1.81R | PF 1.18 | MaxDD 3.35R XAU/USD unchanged: 77.8% WR on 30-day, 68.7% WR on 2-year. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-05-18 14:00:59 -04:00
harwinder	74b723ba06	Tune EUR/USD trade setup: quality-scaled TP and tighter SL ... EUR/USD A-grade signals had inverted quality curve (-1.65R) because all trades got RR≈0.50 and mature_move logic penalized high-score entries. Fix: add per-pair trade setup params (sl_atr_floor=1.2, min_rr=1.0, mature_move_threshold=35) and apply quality_scale to both tp_mult and min_rr so A-grade gets wider TP targets. Also wire EUR config into backtest via PAIR_PRODUCERS registry. Result: A-grade now +1.24R (was -1.65R), total EUR/USD +10.06R (was +4.20R). XAU/USD unchanged at +13.01R. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-05-18 12:56:34 -04:00
harwinder	0e6f5d74a7	Add backtest scripts to version control ... 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>	2026-05-15 19:49:30 -04:00