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TPTBusiness 9303b40fb9 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
2026-05-25 11:56:21 +02:00
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