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>
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>
romysaputrasihananda