# MT5 EA Strategy Optimizer — Master Configuration
# LEGSTECH_EA_V2 | XAUUSD | H1
# ─────────────────────────────────────────────

ea:
  name: "LEGSTECH_EA_V2"
  file: "LEGSTECH_EA_V2"          # .ex5 file name (no extension), in Experts/
  symbol: "XAUUSD"
  timeframe: "H1"                  # Period code used in INI (H1 = 16385... see MT5 period codes)
  mt5_period_code: 16385           # PERIOD_H1 numeric code for [Tester] Period

periods:
  train_start: "2022.01.01"
  train_end:   "2023.12.31"
  validate_start: "2024.01.01"
  validate_end:   "2024.06.30"
  oos_start:   "2024.07.01"        # LOCKED — never touched during optimization
  oos_end:     "2024.12.31"

broker:
  timezone_offset_hours: 2         # Broker server = UTC+2. Set to 0 for UTC brokers.
  deposit: 10000.0
  currency: "USD"
  leverage: 100
  # Session definitions in BROKER LOCAL TIME (will be normalized to UTC internally)
  sessions:
    Asian:    {start: 0,  end: 9}
    London:   {start: 9,  end: 18}   # UTC+2: 07:00 UTC = 09:00 broker
    NY:       {start: 15, end: 24}   # UTC+2: 13:00 UTC = 15:00 broker
    LondonNY: {start: 15, end: 18}   # Overlap

mt5:
  terminal_exe: "C:/Program Files/MetaTrader 5/terminal64.exe"
  # Terminal data folder — detected automatically from your MetaQuotes installation
  appdata_path: "C:/Users/DELL/AppData/Roaming/MetaQuotes/Terminal/D0E8209F77C8CF37AD8BF550E51FF075"
  # MQL5 Files folder — TradeLogger CSV is written here during backtests
  # NOTE: Strategy Tester writes to the Agent subfolder, not the terminal Files folder
  mql5_files_path: "C:/Users/DELL/AppData/Roaming/MetaQuotes/Tester/D0E8209F77C8CF37AD8BF550E51FF075/Agent-127.0.0.1-3000/MQL5/Files"
  tester_model: 4                   # 4=OHLC M1 (fast, reliable). Use 0=Every Tick only if full tick data available
  tester_timeout_seconds: 1800      # 30 min max per test
  shutdown_terminal: 1              # ShutdownTerminal=1 in INI — MT5 closes after test
  data_readiness_wait_seconds: 10   # Wait N seconds after MT5 launch for data to load before testing
  kill_on_start: true               # Always kill existing MT5 before each run
  report_subdir: "runs"             # relative to project root

logging:
  level: "INFO"                     # DEBUG | INFO | WARNING | ERROR
  file: "optimizer.log"

thresholds:
  min_trades: 50                    # below this → no statistical confidence
  min_profit_factor: 1.20
  min_calmar: 0.35
  max_oos_degradation: 0.30         # 30% drop IS→OOS is acceptable; above = reject
  sensitivity_tolerance: 0.30       # ±10% param → >30% calmar drop = fragile, reject
  min_wfv_ratio: 0.70               # OOS calmar must be ≥ 70% of IS calmar in WFV

scoring:
  weights:
    calmar:            0.35
    profit_factor:     0.20
    mfe_capture:       0.20         # avg MFE capture ratio (exit quality)
    session_stability: 0.15         # 1 - std_dev of per-session Calmar
    recovery_factor:   0.10
  normalization:
    calmar:            {lo: 0.0, hi: 4.0}
    profit_factor:     {lo: 1.0, hi: 3.5}
    mfe_capture:       {lo: 0.0, hi: 1.0}
    session_stability: {lo: 0.0, hi: 1.0}
    recovery_factor:   {lo: 0.0, hi: 6.0}
  significance_trades: 150          # full significance weight at this trade count

analysis:
  reversal:
    mfe_threshold_pips: 15.0        # minimum MFE to classify as reversal candidate
    min_reversal_rate:  0.15        # above this → HIGH finding
    permutation_n:      500         # permutation tests for significance
  time_performance:
    min_trades_per_bucket: 10       # ignore time buckets with fewer trades
    z_score_threshold: -1.5         # flag as negative edge
    permutation_n: 1000
  entry_exit:
    poor_exit_quality:  0.55        # below this → HIGH finding
    poor_entry_quality: 0.40        # below this → HIGH finding
  equity_curve:
    max_flatness_score: 0.50        # above this → raise finding
    min_r_squared:      0.70        # below this → high variance

mutation:
  max_hypotheses_per_cycle: 3       # test at most N hypotheses before picking best
  dedup_lookback_runs: 10           # avoid re-testing same delta seen in last N runs
  explore_fallback_after: 5         # switch to explore if N targeted runs all rejected

optimization:
  max_iterations: 50
  convergence_window: 3             # stop if no improvement in this many promotions
  convergence_threshold: 0.04       # minimum composite score delta to count as improvement

paths:
  db: "optimizer.db"
  runs_dir: "runs"
  reports_dir: "reports"
  log_file: "optimizer.log"