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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>
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