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feat: live trading, multi-pair backtest, README, CI workflow
- Add live trading loop (live.rs) with MT5 pending order placement, state persistence, and per-symbol tokio task for multi-pair - Extract backtest engine to backtest.rs and shared helpers to helpers.rs - Multi-pair support via SYMBOLS env var (comma-separated) - Add GitHub Actions workflow: Linux musl + Windows release binaries - Add README with strategy docs, config reference, backtest results - Clean up warnings, remove unused env vars, tighten .gitignore Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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MT5_BASE_URL=http://localhost:8080
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# ── Symbol & Timeframe ──────────────────────────────────────────────────────
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# XAUUSDm: flagship (PF=1.47, +21606% over 18m)
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# XAGUSDm: best risk-adjusted (PF=1.63, Max DD only -$192)
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# BTCUSDm: viable (PF=1.25), USOILm: viable (PF=1.32)
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# EURUSDm/GBPUSDm: negative edge — not recommended
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# Single pair:
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SYMBOL=XAUUSDm
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# Multi pair (comma-sep, overrides SYMBOL):
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# SYMBOLS=XAUUSDm,XAGUSDm
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TIMEFRAME=M5
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# ── Risk ─────────────────────────────────────────────────────────────────────
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RISK_PCT=0.01
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# ── Momentum Candle Thresholds ───────────────────────────────────────────────
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BODY_PCT_MIN=0.5
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CLOSE_PCT_MIN=0.8
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# ── FVG Setup ────────────────────────────────────────────────────────────────
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FVG_EXPIRY_CANDLES=10
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MIN_FVG_PIPS=1
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MIN_SL_PIPS=5
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SL_BUFFER=0
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MIN_RR=1.5
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# TIMEOUT_CANDLES=0
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# ── Friction ─────────────────────────────────────────────────────────────────
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COMMISSION_PER_LOT=7
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SLIPPAGE_POINTS=2
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SPREAD_OVERRIDE=0
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# ── EMA Trend Filter ─────────────────────────────────────────────────────────
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EMA_PERIOD=20
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# ── Backtest ─────────────────────────────────────────────────────────────────
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BACKTEST_BALANCE=600
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BACKTEST_CANDLES=99000
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BACKTEST_CANDLES=50000
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# DATE_FROM=2025-01-01
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# DATE_TO=2025-12-31
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# ── Risk ─────────────────────────────────────────────────────────────────────
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RISK_PCT=0.01 # risk per trade (0.01 = 1%)
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# ── Momentum Candle Thresholds ───────────────────────────────────────────────
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BODY_PCT_MIN=0.5 # minimum body/range ratio — 0.50 optimal (PF 1.47 vs 1.43 at 0.60)
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CLOSE_PCT_MIN=0.8 # close must be in top/bottom 20% of range
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# ── FVG Setup ────────────────────────────────────────────────────────────────
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FVG_EXPIRY_CANDLES=10 # invalidate setup after N candles without fill
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MIN_FVG_PIPS=1 # minimum FVG zone width in pips (rejects non-gap patterns)
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MIN_SL_PIPS=5 # minimum SL distance in pips (rejects degenerate setups)
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SL_BUFFER=0 # extra buffer beyond impulse candle extreme for SL
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MIN_RR=1.5 # minimum reward:risk ratio
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TIMEOUT_CANDLES=0 # force close after N candles (0 = disabled)
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# ── Friction ─────────────────────────────────────────────────────────────────
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COMMISSION_PER_LOT=7 # round-trip commission in USD
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SLIPPAGE_POINTS=5 # extra SL slippage in MT5 points
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SPREAD_OVERRIDE=0 # override spread (0 = Zero/Raw account)
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# ── EMA Trend Filter ─────────────────────────────────────────────────────────
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# Critical: without EMA filter strategy loses money on XAU
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# EMA20 is recommended (EMA10 overfits, EMA50 reduces returns significantly)
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EMA_PERIOD=20
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# ── Live Trading ─────────────────────────────────────────────────────────────
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# LIVE=true
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# LIVE_POLL_SECS=30
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