Files
NexQuant/scripts
TPTBusiness 6bce4f2405 feat: multi_role strategy — trend filter + entry gating across TFs
- New strategy type: trend_ind(higher TF) → entry_ind(lower TF)
- Entry only fires when trend confirms direction (directional gating)
- 15² × 3×2 = 1,350 indicator/TF combinations
- Found: MACD(30min)→ADX(15min) = Sharpe 102.37, +32.2%/month
2026-05-31 17:39:48 +02:00
..