harwinder 2291fc3936 Disable TP tightening: tuned pre-spread, halves total R under real fills ...

A/B on M15 2025-03-30→2026-05-31 with $0.30 spread + gap-through fills
(511 identical entries, only exits differ):
  factor 0.8 / min_rr 0.4: +36.1R (avg +0.071R, SELL +1.2R)
  factor 1.0 / min_rr 0.5: +66.8R (avg +0.131R, SELL +9.6R)
Worse in both train and validation halves and both directions. The 20%
tighter targets buy +1.8pt win rate but shrink every win while the fixed
spread stays constant. The knob remains for re-tuning with costs included.

2026-07-08 21:35:59 -04:00

backtest

Fix live/backtest parity, SELL-side losses, and indicator repairs (+42% total R)

2026-07-08 21:32:46 -04:00

.gitignore

Add backtest scripts to version control

2026-05-15 19:49:30 -04:00

CLAUDE.md

Fix live/backtest parity, SELL-side losses, and indicator repairs (+42% total R)

2026-07-08 21:32:46 -04:00

config.py

Disable TP tightening: tuned pre-spread, halves total R under real fills

2026-07-08 21:35:59 -04:00

data_provider.py

Fix live/backtest parity, SELL-side losses, and indicator repairs (+42% total R)

2026-07-08 21:32:46 -04:00

DOCUMENTATION.md

Enable M5 auto-scan alerts and remove live dashboard

2026-05-20 12:45:27 -04:00

engine.py

Fix live/backtest parity, SELL-side losses, and indicator repairs (+42% total R)

2026-07-08 21:32:46 -04:00

main.py

Refocus on XAU/USD: add momentum indicators, tune TP, exhaustion block

2026-05-15 10:51:51 -04:00

news_engine.py

Refocus on XAU/USD: add momentum indicators, tune TP, exhaustion block

2026-05-15 10:51:51 -04:00

requirements.txt

Refocus on XAU/USD: add momentum indicators, tune TP, exhaustion block

2026-05-15 10:51:51 -04:00

signal_aggregator.py

Fix live/backtest parity, SELL-side losses, and indicator repairs (+42% total R)

2026-07-08 21:32:46 -04:00

telegram_bot.py

Telegram bot: WS heartbeat, breach alerts, alert dedup, interactive menu

2026-07-08 21:32:46 -04:00

test_all.py

Disable TP tightening: tuned pre-spread, halves total R under real fills

2026-07-08 21:35:59 -04:00

test_ws_dual.py

Add WebSocket dual-connection test script

2026-07-08 21:32:46 -04:00

USAGE.md

Document session filter and auto-toggle flags in USAGE

2026-05-07 18:44:41 -04:00

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