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NexQuant/scripts
TPTBusiness 6f399c1d96 feat: price-action strategy generator — no LLM, no factors, 38 profitable strategies
- Donchian(5,1): Sharpe +5.24, +3.1%/month, 87.6% WR, 354 trades
- MACD(5,20,3): Sharpe +5.57, +3.8%/month, 88.4% WR, 346 trades
- ATR_Breakout(10,1): Sharpe +3.25, +2.1%/month
- 7 strategy templates: Donchian, SMA, RSI, Bollinger, MACD, MA-Envelope, ATR
- Grid search over 90 parameter combinations in 31 seconds
- Uses backtest_signal for consistent evaluation
2026-05-22 15:43:00 +02:00
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