mirror of
https://github.com/RomySaputraSihananda/ares.git
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romysaputrasihanandaandClaude Sonnet 4.6
9157c0d4f6
Backtest improvements (XAUUSDm 20k candles vs baseline PF 1.12): - ATR filter: FVG zone >= 0.3× ATR(14), impulse body >= 1.0× ATR(14) → PF 1.29, DD -3358 - Pre-fill invalidation: cancel pending FVG if price closes past impulse SL → PF 1.17 - ATR + pre-fill combined: PF 1.32, lowest DD -3230 (best overall) - Entry zone config (ENTRY_ZONE_PCT): 0.0 aggressive / 0.5 midpoint / 1.0 conservative - Aggressive (0.0) hurts severely (PF 0.84), conservative (1.0) raises WR to 52.8% New env vars: MIN_FVG_ATR_RATIO, MIN_IMPULSE_ATR_RATIO, PRE_FILL_INVALIDATE, ENTRY_ZONE_PCT Rolling ATR(14) added to helpers using Wilder's RMA smoothing Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
76 lines
3.8 KiB
Bash
76 lines
3.8 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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# Backtest shows ATR filter improves PF from 1.12 → 1.29 on XAUUSDm 20k candles.
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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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# Combined with ATR filter: PF 1.32, lowest DD. Recommended.
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# PRE_FILL_INVALIDATE=true
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# Entry zone within FVG: 0.0 = zone edge (aggressive), 0.5 = midpoint (default), 1.0 = far edge (conservative).
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# ENTRY_ZONE_PCT=0.5
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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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