harwinder
25791fefa3
Tune EUR/USD M5 trade setup for balanced profitability (78% WR, 1.68 PF, +26.5R over 365d) under a 4-hour max hold constraint. Key changes: - Raise min RR from 0.5 to 1.0 and TP multiplier from 1.0x to 1.2x ATR - Tighten SL floor (0.8→0.7 ATR) and swing lookback (50→20 bars) - Add volatility regime filter (block "high" vol) and min 6 indicator agreement gate in signal_aggregator - Raise BE trigger 0.2→0.3R, buffer 0.05→0.15R to let winners run - Block weak hours (06, 09, 11 UTC) on M5 - Disable XAU strategy checks by default; XAU pair config re-enables Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
93 lines
3.0 KiB
Python
93 lines
3.0 KiB
Python
"""EUR/USD signal producer config."""
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from typing import Optional, List
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from config import PlatformConfig, Timeframe, EURUSD
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_CONFIRMATIONS = {
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Timeframe.M5: [Timeframe.M15, Timeframe.H1],
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Timeframe.M15: [Timeframe.M5, Timeframe.H1],
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Timeframe.H1: [Timeframe.M15, Timeframe.H4],
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Timeframe.H4: [Timeframe.H1, Timeframe.D1],
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}
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_TRENDING = {
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"ema_trend": 2.0, "rsi": 1.0, "macd": 2.0,
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"bollinger": 0.5, "keltner": 1.0, "roc": 1.5,
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"candlestick": 0.5, "divergence": 2.0, "adx": 1.0,
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}
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EUR_REGIME_WEIGHTS = {
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"trending_up": _TRENDING,
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"trending_down": _TRENDING,
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"trending": _TRENDING,
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"ranging": {
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"ema_trend": 0.3, "rsi": 2.0, "macd": 1.0,
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"bollinger": 2.0, "keltner": 1.5, "roc": 0.5,
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"candlestick": 0.8, "divergence": 2.5, "adx": 0.5,
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},
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"transitioning": {
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"ema_trend": 1.5, "rsi": 1.5, "macd": 2.0,
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"bollinger": 1.0, "keltner": 1.5, "roc": 2.0,
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"candlestick": 0.8, "divergence": 2.0, "adx": 1.0,
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},
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}
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_M5_TRENDING = {
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"ema_trend": 1.5, "rsi": 1.0, "macd": 2.5,
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"bollinger": 0.5, "keltner": 2.0, "roc": 2.0,
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"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
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}
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M5_REGIME_WEIGHTS = {
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"trending_up": _M5_TRENDING,
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"trending_down": _M5_TRENDING,
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"trending": _M5_TRENDING,
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"ranging": {
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"ema_trend": 0.3, "rsi": 1.5, "macd": 1.5,
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"bollinger": 1.5, "keltner": 2.0, "roc": 1.0,
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"candlestick": 0.3, "divergence": 1.5, "adx": 0.5,
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},
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"transitioning": {
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"ema_trend": 1.0, "rsi": 1.0, "macd": 2.5,
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"bollinger": 0.5, "keltner": 2.5, "roc": 2.0,
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"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
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},
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}
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def make_config(
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primary_tf: Timeframe,
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confirmation_tfs: Optional[List[Timeframe]] = None,
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) -> PlatformConfig:
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config = PlatformConfig()
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config.symbol = EURUSD
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config.display_name = "EUR/USD"
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config.pip_value = 0.0001
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config.primary_timeframe = primary_tf
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config.confirmation_timeframes = (
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confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
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)
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config.xau_strategy.enabled = False
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config.backtest.session_start_hour = 7
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config.backtest.session_end_hour = 20
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config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3]
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config.backtest.allowed_weekdays = [0, 1, 2, 3, 4]
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if primary_tf == Timeframe.M5:
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config.technical.regime_weights_override = M5_REGIME_WEIGHTS
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config.technical.swing_sr_lookback = 20
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config.eur_strategy.sl_atr_floor = 0.7
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config.eur_strategy.sl_atr_multiplier = 0.3
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config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
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config.eur_strategy.min_entry_score = 35.0
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config.eur_strategy.min_entry_confidence = 50.0
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config.eur_strategy.blocked_vol_regimes = ["high"]
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config.eur_strategy.min_indicator_agreement = 6
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config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 6, 9, 11, 19, 21]
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else:
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config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
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return config
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