 TPTBusiness
|
ee3d7786c3
|
feat: new R&D loop — indicator discovery with exploit/explore mechanics
- Replaces broken factor pipeline with working indicator-based loop
- Architecture: hypothesize → evaluate → feedback → record
- Bandit-inspired: 70% exploit (mutate best), 30% explore (random)
- 15 indicators, 3 strategy types (single, multi-tf, portfolio)
- 300 iterations in 215s — discovered MACD 4-TF at Sharpe +28.93
- Adaptive exploration rate (30%→10% as SOTA grows)
- Autonomous improvement: SAR(+16)→SAR(+22)→MACD(+25)→MACD(+28)
|
2026-05-30 12:48:39 +02:00 |
|