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

.gitignore

Remove redundant script.txt and tracked __pycache__

2026-05-06 22:25:43 -04:00

backtest.py

Refocus on USD/JPY and add walk-forward backtester with regime filter

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config.py

Refocus on USD/JPY and add walk-forward backtester with regime filter

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data_provider.py

Refocus on USD/JPY and add walk-forward backtester with regime filter

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engine.py

Fixed code

2026-05-04 14:29:32 +00:00

main.py

Refocus on USD/JPY and add walk-forward backtester with regime filter

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metrics.py

Refocus on USD/JPY and add walk-forward backtester with regime filter

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news_engine.py

Refocus on USD/JPY and add walk-forward backtester with regime filter

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requirements.txt

Refocus on USD/JPY and add walk-forward backtester with regime filter

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signal_aggregator.py

Refocus on USD/JPY and add walk-forward backtester with regime filter

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USAGE.md

Refocus on USD/JPY and add walk-forward backtester with regime filter

2026-05-07 17:15:41 -04:00

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