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>
30 lines
857 B
Python
30 lines
857 B
Python
"""XAU/USD signal producer config."""
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from typing import Optional, List
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from config import PlatformConfig, Timeframe
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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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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.xau_strategy.enabled = True
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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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if primary_tf == Timeframe.M5:
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config.xau_strategy.be_trigger_r = 0.15
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config.xau_strategy.be_buffer_r = 0.05
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return config
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