mirror of
https://github.com/RomySaputraSihananda/ares.git
synced 2026-08-12 18:28:06 +00:00
feat: initial Ares scalping bot — momentum FVG strategy
Strategy: detect 3-candle momentum FVG on M5, enter on retrace fill. Signal logic: - Candle[i-1] must be a momentum candle: body ≥ BODY_PCT_MIN (default 60%) and close in top/bottom CLOSE_PCT_MIN (default 80%) of range - FVG must exist between candle[i-2] and candle[i] (gap on momentum side) - FVG zone midpoint = limit entry level - SL: just outside FVG zone (+ optional SL_BUFFER) - TP: entry ± SL_distance × MIN_RR Features: - EMA trend filter (EMA_PERIOD, same timeframe) - FVG expiry (FVG_EXPIRY_CANDLES): stale setups auto-invalidate - Currency conversion for non-USD profit pairs (JPY, CAD, CHF) - Full friction model: spread, slippage, commission - Date range filter (DATE_FROM / DATE_TO) - Same stats output format as Hermes Dependencies: domain + mt5-client from hermes/crates (path deps) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
@@ -0,0 +1,32 @@
|
||||
# MT5 bridge URL (required)
|
||||
MT5_BASE_URL=http://localhost:8080
|
||||
|
||||
# ── Symbol & Timeframe ──────────────────────────────────────────────────────
|
||||
SYMBOL=EURUSDm
|
||||
TIMEFRAME=M5
|
||||
|
||||
# ── Backtest ─────────────────────────────────────────────────────────────────
|
||||
BACKTEST_BALANCE=600
|
||||
BACKTEST_CANDLES=50000
|
||||
# DATE_FROM=2025-01-01
|
||||
# DATE_TO=2025-12-31
|
||||
|
||||
# ── Risk ─────────────────────────────────────────────────────────────────────
|
||||
RISK_PCT=0.01 # risk per trade (0.01 = 1%)
|
||||
|
||||
# ── Momentum Candle Thresholds ───────────────────────────────────────────────
|
||||
BODY_PCT_MIN=0.6 # minimum body/range ratio (0.6 = 60% body)
|
||||
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_RR=1.5 # minimum reward:risk ratio
|
||||
|
||||
# ── Friction ─────────────────────────────────────────────────────────────────
|
||||
COMMISSION_PER_LOT=7 # round-trip commission in USD
|
||||
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
|
||||
Reference in New Issue
Block a user