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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>
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[package]
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name = "ares"
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version = "0.1.0"
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edition = "2024"
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[[bin]]
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name = "ares"
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path = "src/main.rs"
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[dependencies]
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anyhow = "1"
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chrono = { version = "0.4", features = ["serde"] }
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dotenvy = "0.15"
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rust_decimal = { version = "1", features = ["serde"] }
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serde = { version = "1", features = ["derive"] }
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tokio = { version = "1", features = ["full"] }
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tracing = "0.1"
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tracing-subscriber = { version = "0.3", features = ["env-filter"] }
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domain = { path = "../hermes/crates/domain" }
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mt5-client = { path = "../hermes/crates/mt5-client" }
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