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docs: Clean up and clarify inline code comments

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Iván Lahuerta
2025-08-30 14:56:56 +02:00
parent 4bb7ea4ca5
commit d81b9721b9
1 changed files with 11 additions and 11 deletions
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src/strategy/sunrise_osiris.py
+11 -11
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@@ -210,8 +210,8 @@ SHORT_ANGLE_SCALE_FACTOR = 10000.0 # Scaling factor for angle calculati
# === LONG PULLBACK ENTRY SYSTEM ===
LONG_USE_PULLBACK_ENTRY = True # Enable 3-phase pullback entry system for long entries
LONG_PULLBACK_MAX_CANDLES = 1 # Max red candles in pullback for long entries (1-3 recommended)
LONG_ENTRY_WINDOW_PERIODS = 7 #10 # Bars to wait for breakout after pullback (long entries)
LONG_ENTRY_PIP_OFFSET = 1.0 #0.5 #2.0 # Pips above first red candle high for long entry
LONG_ENTRY_WINDOW_PERIODS = 7 # Bars to wait for breakout after pullback (long entries)
LONG_ENTRY_PIP_OFFSET = 1.0 # Pips above first red candle high for long entry
# === SHORT PULLBACK ENTRY SYSTEM ===
SHORT_USE_PULLBACK_ENTRY = True # Enable 3-phase pullback entry system for short entries
@@ -221,20 +221,20 @@ SHORT_ENTRY_PIP_OFFSET = 1.0 # Pips below first green candle low f
# === TIME RANGE FILTER ===
USE_TIME_RANGE_FILTER = True # ENABLED: Time filter for complete analysis
ENTRY_START_HOUR = 7#6 # Start hour for entry window (UTC)
ENTRY_START_HOUR = 7 # Start hour for entry window (UTC)
ENTRY_START_MINUTE = 0 # Start minute for entry window (UTC)
ENTRY_END_HOUR = 17#18 #15 # End hour for entry window (UTC)
ENTRY_END_MINUTE = 0#59 # End minute for entry window (UTC)
ENTRY_END_HOUR = 17 # End hour for entry window (UTC)
ENTRY_END_MINUTE = 0 # End minute for entry window (UTC)
class SunriseOsiris(bt.Strategy):
params = dict(
# === TECHNICAL INDICATORS ===
ema_fast_length=14, # Fast EMA period for trend detection #14
ema_medium_length=18, # Medium EMA period for trend confirmation #18
ema_slow_length=24, #24, # Slow EMA period for trend strength # 24
ema_fast_length=14, # Fast EMA period for trend detection
ema_medium_length=18, # Medium EMA period for trend confirmation
ema_slow_length=24, # Slow EMA period for trend strength
ema_confirm_length=1, # Confirmation EMA (usually 1 for immediate response)
ema_filter_price_length=50,#70,#50 # Price filter EMA to avoid counter-trend trades #50
ema_filter_price_length=50, # Price filter EMA to avoid counter-trend trades
ema_exit_length=25, # Exit EMA for crossover exit strategy
# === ATR RISK MANAGEMENT ===
@@ -300,7 +300,7 @@ class SunriseOsiris(bt.Strategy):
short_max_angle=SHORT_MAX_ANGLE, # Maximum angle in degrees for EMA slope (short entries)
short_angle_scale_factor=SHORT_ANGLE_SCALE_FACTOR, # Scaling factor for angle calculation sensitivity (short entries)
short_atr_sl_multiplier=2.5, # Stop Loss multiplier for SHORT trades
short_atr_tp_multiplier=6.5,#3.5, # Take Profit multiplier for SHORT trades
short_atr_tp_multiplier=6.5, # Take Profit multiplier for SHORT trades
# === SHORT PULLBACK ENTRY SYSTEM ===
short_use_pullback_entry=SHORT_USE_PULLBACK_ENTRY, # Enable 3-phase pullback entry system for short entries
@@ -882,7 +882,7 @@ class SunriseOsiris(bt.Strategy):
# Prevent entry and exit on same bar
self.exit_this_bar = False # Flag to prevent entry on exit bar
self.last_exit_bar_current = None # Track if we exited this specific bar #3
self.last_exit_bar_current = None # Track if we exited this specific bar
# PULLBACK ENTRY STATE MACHINE
self.pullback_state = "NORMAL" # States: NORMAL, WAITING_PULLBACK, WAITING_BREAKOUT