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https://github.com/RomySaputraSihananda/ares.git
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romysaputrasihananda
2c02589521
Backtest validation (50k candles, XAUUSDm M5, RISK=5%, SESSION=08-13): v1.3.0 (no filter) : +174.7% PF=1.17 DD=-5482 trades=224 v1.4-prev (EMA=10+z=0.75) : +227.7% PF=2.19 DD=-1965 trades=55 v1.4 hybrid-C (EMA=20+z=0.75+ATR): +448.7% PF=2.08 DD=-2669 trades=83 EMA=20 captures more valid setups in trending markets (+83 vs 55 trades) while zone=0.75 + ATR filter maintain quality (WR 62.7%, PF 2.08). $5000 → $27,439 over 50k M5 candles (~8 months). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
77 lines
3.9 KiB
Bash
77 lines
3.9 KiB
Bash
# MT5 bridge URL (required)
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MT5_BASE_URL=http://localhost:8080
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# ── Symbol & Timeframe ──────────────────────────────────────────────────────
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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=50000
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# DATE_FROM=2025-01-01
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# DATE_TO=2025-12-31
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# ── Live Trading ─────────────────────────────────────────────────────────────
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# LIVE=true
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# LIVE_POLL_SECS=30
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# ── Optimisations ─────────────────────────────────────────────────────────────
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# Session filter: only take new entries when UTC hour in [FROM, TO).
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# Leave empty to disable. Recommended: 8-13 (London) based on live data.
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SESSION_FROM_UTC=8
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SESSION_TO_UTC=13
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# Breakeven: move SL to entry once price moves this multiple of SL-distance.
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# 0 = disabled, 1.0 = move at 1:1 RR
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# BREAKEVEN_AT_RR=1.0
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# Daily loss limit: halt new entries if today's closed PnL < -(balance × pct).
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# 0 = disabled, 0.03 = stop after -3% day
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# DAILY_LOSS_LIMIT_PCT=0.03
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# ATR quality filters (backtest + live): reject weak FVGs/impulses.
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# Research (20k candles, XAUUSDm): with ATR filters alone PF improves vs no-filter baseline.
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# Combined with EMA=10 + ENTRY_ZONE_PCT=0.75: PF 2.58, DD -1134 (vs PF 1.39, DD -3064 unfiltered).
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MIN_FVG_ATR_RATIO=0.3 # FVG zone must be >= 0.3× ATR(14)
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MIN_IMPULSE_ATR_RATIO=1.0 # Impulse candle body must be >= 1.0× ATR(14)
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# Pre-fill invalidation: cancel pending FVG if price closes past impulse SL before fill.
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PRE_FILL_INVALIDATE=true
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# Entry zone within FVG: 0.0 = zone edge (aggressive), 0.5 = midpoint, 1.0 = far edge (conservative).
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# Research: 0.75 gives best PF/DD balance (waits deeper into zone for better confirmation).
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ENTRY_ZONE_PCT=0.75
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# ── Telegram Notifications ───────────────────────────────────────────────────
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# Get token from @BotFather, chat_id from @userinfobot or Telegram API.
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# All three are optional — omit to disable notifications.
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# TELEGRAM_BOT_TOKEN=123456:ABC-xxxx
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# TELEGRAM_CHAT_ID=-100xxxxxxxxxx
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# TELEGRAM_THREAD_ID=123 # forum topic/thread ID (optional)
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