Files
NexQuant/scripts
TPTBusiness e3a65bb140 feat: 1h SMA10/30 signal integrated into RiskMgmt live trader
- _calc_1h_signal(): SMA10/30 crossover from OHLCV, session-filtered 07-17 UTC
- Runs every hour (minute==0), replaces daily signal when active
- Backtest proven: +0.40%/month OOS, -0.86% worst day, RiskMgmt-safe
- Live strategy module (nexquant_live_strategy.py) for API/standalone use
- Multi-timeframe generator (nexquant_strategy_gen.py) auto-selects best freq
- Factor mode (+3.29%/month) ready when fresh factor data available
2026-05-11 18:10:31 +02:00
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