feat: apply #33B impulse trail + #34A skip hours 9,21 WIB

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#33B Impulse Trail (position_manager.py):
- Tighten trailing SL to 1.5x ATR when candle range > 1.5x ATR
- Locks profit faster during volatile spikes (+$59, Sharpe 4.03)

#34A Time-of-Hour Filter (main_live.py):
- Skip entries at WIB hours 9 (02:00 UTC) and 21 (14:00 UTC)
- Hour 9 = end NY session (low liquidity), Hour 21 = London-NY transition (whipsaw)
- +$356 vs #31B, WR 82.6%, Sharpe 4.41, PF 2.43, DD 2.4%

Cumulative live: $3,163 net, 614 trades, 82.6% WR, Sharpe 4.41

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

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This commit is contained in:

GifariKemal

2026-02-08 12:55:34 +07:00

parent 214b64945d

commit cb41bfe5ba

4 changed files with 2136 additions and 2 deletions

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backtests/backtest_33_impulse_trail.py

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backtests/backtest_34_time_filter.py

+1083

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