Harwinder
b38ed17c96
Session filter restricts trades to a UTC hour window (default 07-16, London + NY) — opt-in via --session-filter, with --session-start / --session-end overrides. Wired into both the backtester (cheap hour check next to the regime gate) and live mode (downgrades signal to NEUTRAL/F when current UTC hour is outside the window). Auto-toggle (--auto-session-filter) tracks rolling mean pnl_pct over the last N closed trades; when it falls below threshold, the session filter activates, releasing once expectancy recovers. Default lookback 10 trades, threshold -0.3%. Trade dataclass extended with diagnostic fields captured at entry: entry_hour, entry_dow, ADX, ATR%, market_regime, volatility_regime, mtf_agreement. These let --journal-csv exports surface loss-pattern clusters when a window underperforms. Validated on 2024 trend / 2023 chop / 2026 recent windows. Auto-toggle preserves ~50% of trend edge while still cutting ~25% of recent-regime losses — pure regime filter is still best on cumulative, so both session flags ship default-off. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>