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feat: make ares self-contained workspace with bundled domain/mt5-client crates

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Vendor domain and mt5-client from hermes into crates/ so the repo can
be pushed to GitHub without external path dependencies.

Also includes all bug fixes from autonomous session:
- impulse SL fix (SL at impulse candle low/high, not zone edge)
- pip_size fix for 5-decimal pairs
- fill_ok premature cancellation fix
- TIMEOUT_CANDLES, MIN_FVG_PIPS, MIN_SL_PIPS env vars

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
romysaputrasihananda
2026-06-09 20:03:09 +07:00
co-authored by Claude Sonnet 4.6
parent e0e421ed05
commit a78dd26cf0
20 changed files with 1147 additions and 30 deletions
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.env.example
+10 -3
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@@ -2,7 +2,9 @@
MT5_BASE_URL=http://localhost:8080
# ── Symbol & Timeframe ──────────────────────────────────────────────────────
SYMBOL=EURUSDm
# XAUUSDm is the best-tested pair (PF=1.33, +314% over 7m)
# EURUSDm and GBPUSDm show negative edge — not recommended
SYMBOL=XAUUSDm
TIMEFRAME=M5
# ── Backtest ─────────────────────────────────────────────────────────────────
@@ -20,8 +22,11 @@ CLOSE_PCT_MIN=0.8 # close must be in top/bottom 20% of range
# ── FVG Setup ────────────────────────────────────────────────────────────────
FVG_EXPIRY_CANDLES=10 # invalidate setup after N candles without fill
SL_BUFFER=0 # extra buffer below/above FVG zone for SL (price units)
MIN_FVG_PIPS=1 # minimum FVG zone width in pips (rejects non-gap patterns)
MIN_SL_PIPS=5 # minimum SL distance in pips (rejects degenerate setups)
SL_BUFFER=0 # extra buffer beyond impulse candle extreme for SL
MIN_RR=1.5 # minimum reward:risk ratio
TIMEOUT_CANDLES=0 # force close after N candles (0 = disabled)
# ── Friction ─────────────────────────────────────────────────────────────────
COMMISSION_PER_LOT=7 # round-trip commission in USD
@@ -29,4 +34,6 @@ SLIPPAGE_POINTS=5 # extra SL slippage in MT5 points
SPREAD_OVERRIDE=0 # override spread (0 = Zero/Raw account)
# ── EMA Trend Filter ─────────────────────────────────────────────────────────
EMA_PERIOD=20 # 0 = disabled
# Critical: without EMA filter strategy loses money on XAU
# EMA20 is recommended (EMA10 overfits, EMA50 reduces returns significantly)
EMA_PERIOD=20