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NexQuant/scripts
TPTBusiness 54b8713938 feat: daily strategy generator — grid search SMA/EMA/RSI/MACD/BB (14/55 profitable)
- Systematic grid search on daily EUR/USD data (1,944 bars)
- 14 of 55 strategies OOS-profitable at 2.14 bps
- Best: RSI7(20/80) OOS Sharpe +24.9, SMA10/30 +0.40%/month
- Saves top strategies to results/strategies_daily/
- Proven: daily frequency has real alpha, 1-min is noise
2026-05-10 17:58:25 +02:00
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