harwinder
b7ec5341cf
EUR/USD 5M: raise min_entry_score 28→35, block hours 4/19/21 → 83.4% WR, 145 trades, +9.68R, PF 1.42 (120-day) XAU/USD 5M: fix B-grade exclusion regression in setup_grades, add breakeven trail (trigger 0.15R, buffer 0.05R) → 84.9% WR, 4810 trades, +164.54R, PF 1.23 (730-day) EUR/USD M15: tighten defaults (SL 1.5x ATR, TP 1.0x, min_rr 0.5, block ranging+transitioning, BE trigger 0.2R) Backtest: multiprocess fork parallelism, vectorized pre-filter, CUDA preload fix, per-pair BE trigger routing Telegram bot: add signal deduplication — suppress repeated same-direction messages within 5-bar cooldown per pair+TF. Resend on direction flip, quality upgrade, or cooldown expiry. Manual scans always ungated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
90 lines
2.8 KiB
Python
90 lines
2.8 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.eur_strategy.sl_atr_floor = 0.8
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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.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 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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