LEGSTECH Optimizer
7a3e13a734
Full optimization system for LEGSTECH_EA_V2: - Flask + SocketIO live dashboard (dark premium UI) - MT5 process control (auto-kill, clean launch, retry) - HTML report parser (UTF-16 LE, 597 trades, metrics) - Pre-run validation and actionable error messages - Analysis engines: Reversal, TimePerfomance, EntryExit, EquityCurve - Composite scoring (Calmar-primary) - Mutation engine with knowledge_base.yaml - Validation gate: IS + Walk-Forward - Reports folder with HTML/CSV per run - Double-click launcher batch file
395 lines
10 KiB
YAML
395 lines
10 KiB
YAML
# Parameter Manifest — LEGSTECH_EA_V2
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# Generated from: LEGSTECH_EA_V2.set
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# Format: value = default, min/max/step = optimization bounds
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# Types: float | int | bool | enum
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# ─────────────────────────────────────────────────────────────
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parameters:
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# ── Bot / Mode ─────────────────────────────────────────────
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InpBotMode:
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type: enum
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values: [0, 1, 2] # 0, 1, 2 per .set range 0→2 step 1
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default: 1
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category: mode
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description: "Bot operating mode"
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# ── Timeframe Selection (PERIOD_ codes) ────────────────────
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# These are MT5 ENUM_TIMEFRAMES integer codes. Not optimized — fixed.
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InpHTF:
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type: fixed
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default: 16408 # PERIOD_H4
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category: timeframe
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InpMTF:
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type: fixed
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default: 16388 # PERIOD_H1
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category: timeframe
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InpLTF:
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type: fixed
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default: 16385 # PERIOD_M30
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category: timeframe
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# ── Risk Management ────────────────────────────────────────
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InpRiskType:
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type: enum
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values: [0, 1] # 0=fixed lot, 1=percent risk
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default: 1
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category: risk
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InpFixedLot:
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type: float
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min: 0.01
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max: 1.0
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step: 0.01
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default: 0.01
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category: risk
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depends_on_value: {InpRiskType: 0} # only active when using fixed lot mode
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InpRiskPercent:
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type: float
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min: 0.5
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max: 3.0
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step: 0.5
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default: 1.0
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category: risk
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depends_on_value: {InpRiskType: 1} # only active when using percent risk mode
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InpMaxDailyLossPct:
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type: float
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min: 1.0
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max: 5.0
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step: 0.5
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default: 3.0
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category: risk
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InpMaxTradesPerDay:
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type: int
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min: 1
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max: 10
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step: 1
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default: 5
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category: risk
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# ── Stop Loss ──────────────────────────────────────────────
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InpSLType:
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type: enum
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values: [0, 1] # 0=fixed pips, 1=ATR-based
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default: 0
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category: sl
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InpSLBuffer:
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type: float
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min: 5.0
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max: 30.0
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step: 5.0
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default: 10.0
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category: sl
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description: "Buffer pips added to SL"
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InpFixedSLPips:
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type: float
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min: 50.0
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max: 200.0
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step: 10.0
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default: 100.0
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category: sl
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depends_on_value: {InpSLType: 0}
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InpMaxSLPips:
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type: float
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min: 100.0
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max: 400.0
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step: 50.0
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default: 200.0
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category: sl
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description: "Hard cap on calculated SL size"
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InpUseFractalSL:
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type: bool
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default: false # 0 in .set
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category: sl
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# ── Take Profit ────────────────────────────────────────────
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InpTPType:
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type: enum
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values: [0, 1] # 0=RR ratio, 1=fixed pips
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default: 0
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category: tp
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InpRRRatio:
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type: float
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min: 1.0
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max: 3.0
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step: 0.5
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default: 1.5
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category: tp
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depends_on_value: {InpTPType: 0}
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InpFixedTPPips:
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type: float
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min: 50.0
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max: 200.0
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step: 10.0
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default: 100.0
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category: tp
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depends_on_value: {InpTPType: 1}
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InpUseFractalFilter:
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type: bool
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default: false # 0 in .set
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category: tp
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# ── Session Filter ─────────────────────────────────────────
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InpUseSession:
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type: bool
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default: true # 1 in .set
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category: filter_session
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InpSessionStart:
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type: int
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min: 0
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max: 23
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step: 1
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default: 7
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category: filter_session
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depends_on: InpUseSession
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description: "Session start hour (broker local time)"
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InpSessionEnd:
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type: int
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min: 0
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max: 23
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step: 1
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default: 20
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category: filter_session
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depends_on: InpUseSession
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description: "Session end hour (broker local time)"
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# ── Trade Limits ───────────────────────────────────────────
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InpMaxOpenTrades:
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type: int
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min: 1
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max: 3
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step: 1
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default: 1
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category: risk
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InpAllowMultiple:
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type: bool
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default: false # 0 in .set
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category: risk
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# ── Execution ─────────────────────────────────────────────
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InpMagicNumber:
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type: fixed
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default: 202402
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category: execution
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description: "Fixed — do not optimize"
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InpSlippage:
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type: int
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min: 5
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max: 30
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step: 5
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default: 10
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category: execution
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# ── Trailing Stop ─────────────────────────────────────────
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InpUseTrailing:
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type: bool
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default: true # 1 in .set
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category: exit_trail
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InpTrailStartPips:
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type: float
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min: 10.0
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max: 50.0
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step: 5.0
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default: 20.0
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category: exit_trail
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depends_on: InpUseTrailing
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InpTrailStepPips:
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type: float
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min: 5.0
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max: 30.0
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step: 5.0
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default: 10.0
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category: exit_trail
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depends_on: InpUseTrailing
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# ── Break Even ────────────────────────────────────────────
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InpUseBreakeven:
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type: bool
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default: true # 1 in .set
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category: exit_be
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InpBEPips:
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type: float
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min: 10.0
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max: 40.0
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step: 5.0
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default: 15.0
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category: exit_be
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depends_on: InpUseBreakeven
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description: "Pips in profit to activate breakeven"
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InpBEBufferPips:
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type: float
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min: 1.0
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max: 5.0
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step: 1.0
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default: 2.0
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category: exit_be
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depends_on: InpUseBreakeven
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description: "Buffer pips above entry for breakeven SL"
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# ── EMA Filter ────────────────────────────────────────────
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InpUseEMA:
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type: bool
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default: true # 1 in .set
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category: filter_ema
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InpEMAPeriod:
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type: int
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min: 20
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max: 100
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step: 10
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default: 50
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category: filter_ema
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depends_on: InpUseEMA
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InpRequireEMASlope:
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type: bool
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default: true # 1 in .set
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category: filter_ema
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depends_on: InpUseEMA
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InpEMASlopeBars:
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type: int
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min: 1
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max: 3
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step: 1
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default: 1
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category: filter_ema
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depends_on: InpRequireEMASlope
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# ── Entry Mode ────────────────────────────────────────────
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InpEntryMode:
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type: enum
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values: [0, 1]
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default: 1
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category: entry
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InpSLBufferMode:
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type: enum
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values: [0, 1]
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default: 1
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category: sl
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# ── ATR ───────────────────────────────────────────────────
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InpATRPeriod:
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type: int
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min: 10
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max: 20
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step: 2
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default: 14
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category: atr
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InpATRMultiplier:
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type: float
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min: 0.3
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max: 1.0
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step: 0.1
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default: 0.5
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category: atr
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# ── Spread Guard ──────────────────────────────────────────
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InpUseSpreadGuard:
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type: bool
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default: true # 1 in .set
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category: filter_spread
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InpMaxSpreadPips:
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type: float
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min: 10.0
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max: 50.0
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step: 5.0
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default: 30.0
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category: filter_spread
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depends_on: InpUseSpreadGuard
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# ── Minimum R:R Gate ──────────────────────────────────────
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InpUseMinRR:
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type: bool
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default: true # 1 in .set
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category: filter_rr
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InpMinRRRatio:
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type: float
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min: 1.0
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max: 3.0
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step: 0.5
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default: 1.5
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category: filter_rr
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depends_on: InpUseMinRR
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# ── Score Gate ────────────────────────────────────────────
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InpUseScoreGate:
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type: bool
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default: true # 1 in .set
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category: filter_score
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InpMinScore:
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type: int
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min: 6
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max: 11
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step: 1
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default: 8
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category: filter_score
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depends_on: InpUseScoreGate
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description: "Minimum signal quality score required to enter trade"
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# ── Tester-Specific (fixed during automation) ─────────────
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InpTesterMode:
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type: fixed
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default: 1
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category: tester
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description: "Must be 1 during automated backtesting"
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InpTesterInitDeposit:
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type: fixed
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default: 10000.0
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category: tester
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InpTesterSpreadPts:
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type: int
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min: 10
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max: 50
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step: 5
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default: 20
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category: tester
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description: "Spread in points used in tester (20 pts = 2.0 pips for XAUUSD)"
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InpShowPanel:
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type: fixed
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default: 0 # force off during automation (no GUI needed)
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category: tester
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# ── Parameter categories (for mutation engine grouping) ──────
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categories:
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mode: [InpBotMode]
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risk: [InpRiskType, InpFixedLot, InpRiskPercent, InpMaxDailyLossPct, InpMaxTradesPerDay, InpMaxOpenTrades, InpAllowMultiple]
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sl: [InpSLType, InpSLBuffer, InpFixedSLPips, InpMaxSLPips, InpUseFractalSL, InpSLBufferMode]
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tp: [InpTPType, InpRRRatio, InpFixedTPPips, InpUseFractalFilter]
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exit_trail: [InpUseTrailing, InpTrailStartPips, InpTrailStepPips]
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exit_be: [InpUseBreakeven, InpBEPips, InpBEBufferPips]
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filter_session: [InpUseSession, InpSessionStart, InpSessionEnd]
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filter_ema: [InpUseEMA, InpEMAPeriod, InpRequireEMASlope, InpEMASlopeBars]
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filter_spread: [InpUseSpreadGuard, InpMaxSpreadPips]
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filter_rr: [InpUseMinRR, InpMinRRRatio]
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filter_score: [InpUseScoreGate, InpMinScore]
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entry: [InpEntryMode]
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atr: [InpATRPeriod, InpATRMultiplier]
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tester: [InpTesterMode, InpTesterInitDeposit, InpTesterSpreadPts, InpShowPanel]
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