mirror of
https://github.com/RomySaputraSihananda/ares.git
synced 2026-08-01 21:17:46 +00:00
romysaputrasihananda
e85f5a4322
BODY_PCT_MIN 0.60→0.50: PF 1.43→1.47 on XAUUSDm over 18 months 18-month window (Jan 2025-Jun 2026) vs 8.5 months previously Best pairs (body=0.50, EMA=20, RR=1.5): XAUUSDm PF=1.47 Return=+21606% MaxDD=-$9131 XAGUSDm PF=1.63 Return=+496% MaxDD=-$192 ← best risk-adjusted BTCUSDm PF=1.25 Return=+2333% USOILm PF=1.32 Return=+762% Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
42 lines
2.8 KiB
Bash
42 lines
2.8 KiB
Bash
# MT5 bridge URL (required)
|
|
MT5_BASE_URL=http://localhost:8080
|
|
|
|
# ── Symbol & Timeframe ──────────────────────────────────────────────────────
|
|
# XAUUSDm: flagship (PF=1.47, +21606% over 18m)
|
|
# XAGUSDm: best risk-adjusted (PF=1.63, Max DD only -$192)
|
|
# BTCUSDm: viable (PF=1.25), USOILm: viable (PF=1.32)
|
|
# EURUSDm/GBPUSDm: negative edge — not recommended
|
|
SYMBOL=XAUUSDm
|
|
TIMEFRAME=M5
|
|
|
|
# ── Backtest ─────────────────────────────────────────────────────────────────
|
|
BACKTEST_BALANCE=600
|
|
BACKTEST_CANDLES=99000
|
|
# DATE_FROM=2025-01-01
|
|
# DATE_TO=2025-12-31
|
|
|
|
# ── Risk ─────────────────────────────────────────────────────────────────────
|
|
RISK_PCT=0.01 # risk per trade (0.01 = 1%)
|
|
|
|
# ── Momentum Candle Thresholds ───────────────────────────────────────────────
|
|
BODY_PCT_MIN=0.5 # minimum body/range ratio — 0.50 optimal (PF 1.47 vs 1.43 at 0.60)
|
|
CLOSE_PCT_MIN=0.8 # close must be in top/bottom 20% of range
|
|
|
|
# ── FVG Setup ────────────────────────────────────────────────────────────────
|
|
FVG_EXPIRY_CANDLES=10 # invalidate setup after N candles without fill
|
|
MIN_FVG_PIPS=1 # minimum FVG zone width in pips (rejects non-gap patterns)
|
|
MIN_SL_PIPS=5 # minimum SL distance in pips (rejects degenerate setups)
|
|
SL_BUFFER=0 # extra buffer beyond impulse candle extreme for SL
|
|
MIN_RR=1.5 # minimum reward:risk ratio
|
|
TIMEOUT_CANDLES=0 # force close after N candles (0 = disabled)
|
|
|
|
# ── Friction ─────────────────────────────────────────────────────────────────
|
|
COMMISSION_PER_LOT=7 # round-trip commission in USD
|
|
SLIPPAGE_POINTS=5 # extra SL slippage in MT5 points
|
|
SPREAD_OVERRIDE=0 # override spread (0 = Zero/Raw account)
|
|
|
|
# ── EMA Trend Filter ─────────────────────────────────────────────────────────
|
|
# Critical: without EMA filter strategy loses money on XAU
|
|
# EMA20 is recommended (EMA10 overfits, EMA50 reduces returns significantly)
|
|
EMA_PERIOD=20
|