 TPTBusiness
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3874afb8dd
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feat: expand indicator library from 7 to 14
- Added: Stochastic, CCI, Williams %R, ROC Momentum, EMA Crossover, Keltner Channel, ADX
- Total: 14 indicators across 3 strategy types (single-TF, multi-TF, portfolio)
- Loop running 2000 iterations in background
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2026-05-25 19:42:34 +02:00 |
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TPTBusiness
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9303b40fb9
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feat: R&D loop fixes + new price-action research loop
Loop 1 (Factor R&D):
- Auto-fixer: composite normalization prevents single-factor variance collapse
- Caps entry_thresh 0.7, exit_thresh 0.3, window 20, rolling smoothing 2
- Adds unit-variance normalization for any factor count
Loop 2 (Price-Action R&D):
- New research loop for technical indicators (no LLM, no Docker)
- 7 indicators: MACD, Donchian, RSI, SMA, Bollinger, ATR, MA-Envelope
- 3 strategy types: single-TF, multi-TF majority-vote, portfolio
- Random hypothesis generation + backtest_signal evaluation
- 11/20 strategies profitable in first test run
- Top: MACD(12,15,3) 15min — Sharpe +14.01, +10.4%/month
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2026-05-25 11:56:21 +02:00 |
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