harwinder
987ec5bbb0
Gates 5-6 in the M5 filter: block 'high' vol regime entries (chop transition — 61% WR, negative total while low/normal/extreme all positive) and block SELLs with RSI<25 (dip already extended, mean- reverts before target). 365d: 419→311 trades, +41→+48.4R, DD 11.2→8.0R. Replace the fixed RR-0.5 take-profit with a trailing stop: arm at +0.6R favorable excursion, trail 0.75R behind best price, stop levels update at bar close (conservative). The RR-0.5 target was the binding constraint — winners kept running after TP. Whole trail parameter grid (arm 0.4-1.2 × dist 0.5-1.25) lands +90-103R, a plateau not a spike; also +91.7R on the pre-gate 419-trade population. TP1 stays advisory; Telegram alerts include the arm price and trail distance. max_hold 200→300 bars (trailing exits need room; +10R). 12mo M5, same 311 trades: +105.0R total, PF 2.27, DD 7.9R, 61% WR, train/val +54.6/+50.4, every quarter positive. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>