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Add pivot retest + engulfing strategy with dual take-profit
New strategy (pivot_retest_engulfing) that enters long/short trades at pivot level retests confirmed by SMA 50 alignment and engulfing candle patterns. Uses ATR-based stop loss with two take-profit levels — at TP1 half the position closes and SL moves to breakeven, at TP2 the rest closes. - data_engine: add detect_engulfing() for bullish/bearish pattern detection - backtester: add generate_signals_pivot_retest(), run_backtest_dual_tp(), update signal dispatcher and metrics for dual-TP trade format - order_executor: support signal=-1 (SHORT), attach SL/TP levels - config: switch to pivot_retest_engulfing with default params - chart_trades: new mplfinance script to visualize entries on candlesticks - README: rewrite with full setup guide, project structure, strategy docs - requirements.txt: make portable (remove conda file:// paths), add mplfinance - .env.example: add template for secrets Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Opus 4.6
parent
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commit
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OANDA_API_KEY=your-oanda-api-key-here
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OANDA_ACCOUNT_ID=your-account-id-here
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OANDA_ENV=practice
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DASHBOARD_PASSWORD=changeme
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SUPABASE_URL=https://your-project.supabase.co
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SUPABASE_KEY=your-supabase-anon-key-here
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+14
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@@ -40,12 +40,23 @@ ai:
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rsi_oversold: 20
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volatility_multiplier: 3.0
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strategy:
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rule: sma_cross
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rule: pivot_retest_engulfing
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params:
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short: 50
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long: 100
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sma_period: 50
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lookback_bars: 20
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retest_tolerance_atr: 0.5
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strong_close_pct: 0.30
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sl_atr_multiplier: 1.5
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trade_size_pct_of_equity: 0.025
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max_drawdown_pct: 0.05
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# Previous strategy (uncomment to switch back):
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# strategy:
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# rule: sma_cross
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# params:
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# short: 50
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# long: 100
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# trade_size_pct_of_equity: 0.025
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# max_drawdown_pct: 0.05
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execution:
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paper_mode: true
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canary_size_pct: 0.01
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