romysaputrasihananda 9157c0d4f6 feat(backtest): ATR quality filter, pre-fill invalidation, entry zone config ...

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>

2026-06-12 01:44:58 +07:00

..

bin

feat: improve Telegram message formatting

2026-06-11 02:11:27 +07:00

backtest.rs

feat(backtest): ATR quality filter, pre-fill invalidation, entry zone config

2026-06-12 01:44:58 +07:00

detector.rs

feat: make ares self-contained workspace with bundled domain/mt5-client crates

2026-06-09 20:03:09 +07:00

helpers.rs

feat(backtest): ATR quality filter, pre-fill invalidation, entry zone config

2026-06-12 01:44:58 +07:00

lib.rs

feat: Telegram notifications for all 6 SSE events + hourly PnL summary

2026-06-11 01:52:53 +07:00

live.rs

feat: session filter, breakeven SL, daily loss limit, startup alert, multi-pair web

2026-06-12 00:48:45 +07:00

main.rs

feat(backtest): ATR quality filter, pre-fill invalidation, entry zone config

2026-06-12 01:44:58 +07:00

telegram.rs

feat: Telegram notifications + SSE position stream + PnL summary

2026-06-11 01:28:45 +07:00