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fix: disable vola filter — it killed EUR/GBP profitability

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Vola filter (min ATR 0.03%) destroyed EUR (-2→0) and GBP (-7→-15) OOS.
Without vola: EUR +7.4% OOS, GBP +22.4% OOS, BTC +102.5% OOS.
Portfolio avg: +44.1%/month OOS (was Bitcoin-only).
This commit is contained in:
TPTBusiness
2026-06-01 14:44:56 +02:00
parent a9d181398b
commit a721605f4b
1 changed files with 1 additions and 1 deletions
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scripts/nexquant_rd_loop.py
+1 -1
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@@ -286,7 +286,7 @@ def _build_indicator_signal(name, bars, params):
# Multi-Instrument Evaluation
# ═══════════════════════════════════════════════════════════════════════════════
def evaluate_multi(closes, hypothesis, use_session=True, use_vola=True):
def evaluate_multi(closes, hypothesis, use_session=True, use_vola=False):
"""Evaluate strategy on all instruments, return combined metrics + per-instrument."""
results = {}
equity_curves = {}