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https://github.com/RomySaputraSihananda/ares.git
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romysaputrasihananda
a78dd26cf0
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>
40 lines
2.6 KiB
Bash
40 lines
2.6 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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# XAUUSDm is the best-tested pair (PF=1.33, +314% over 7m)
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# EURUSDm and GBPUSDm show negative edge — not recommended
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SYMBOL=XAUUSDm
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TIMEFRAME=M5
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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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# ── Risk ─────────────────────────────────────────────────────────────────────
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RISK_PCT=0.01 # risk per trade (0.01 = 1%)
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# ── Momentum Candle Thresholds ───────────────────────────────────────────────
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BODY_PCT_MIN=0.6 # minimum body/range ratio (0.6 = 60% body)
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CLOSE_PCT_MIN=0.8 # close must be in top/bottom 20% of range
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# ── FVG Setup ────────────────────────────────────────────────────────────────
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FVG_EXPIRY_CANDLES=10 # invalidate setup after N candles without fill
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MIN_FVG_PIPS=1 # minimum FVG zone width in pips (rejects non-gap patterns)
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MIN_SL_PIPS=5 # minimum SL distance in pips (rejects degenerate setups)
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SL_BUFFER=0 # extra buffer beyond impulse candle extreme for SL
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MIN_RR=1.5 # minimum reward:risk ratio
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TIMEOUT_CANDLES=0 # force close after N candles (0 = disabled)
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# ── Friction ─────────────────────────────────────────────────────────────────
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COMMISSION_PER_LOT=7 # round-trip commission in USD
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SLIPPAGE_POINTS=5 # extra SL slippage in MT5 points
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SPREAD_OVERRIDE=0 # override spread (0 = Zero/Raw account)
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# ── EMA Trend Filter ─────────────────────────────────────────────────────────
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# Critical: without EMA filter strategy loses money on XAU
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# EMA20 is recommended (EMA10 overfits, EMA50 reduces returns significantly)
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EMA_PERIOD=20
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