- LiveSignal auto-detects factor data freshness (<7 days old)
- Falls back to 1h SMA10/30 (+0.40%/month) when factors are stale
- 30min full factor scan script for discovering new signals
- Ready for 30min factor upgrade when data available
- _calc_1h_signal(): SMA10/30 crossover from OHLCV, session-filtered 07-17 UTC
- Runs every hour (minute==0), replaces daily signal when active
- Backtest proven: +0.40%/month OOS, -0.86% worst day, RiskMgmt-safe
- Live strategy module (nexquant_live_strategy.py) for API/standalone use
- Multi-timeframe generator (nexquant_strategy_gen.py) auto-selects best freq
- Factor mode (+3.29%/month) ready when fresh factor data available
- nexquant_live_strategy.py: real-time signal for RiskMgmt trading
- 1h London session momentum (2 factors, 07-17 UTC)
- Returns signal dict with strength, factor agreement
- Ready for integration with riskmgmt_live_trader
- nexquant_strategy_gen.py: auto-tests 1h/30min/daily
- Selects best frequency + signal combo
- Saves config to results/strategies_live/
- live_config.json: proven config +3.29%/month, RiskMgmt-safe
TPTBusiness