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Add pivot retest + engulfing strategy with dual take-profit

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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:
Brent Neale
2026-02-17 15:18:02 +10:00
co-authored by Claude Opus 4.6
parent d843e63e7b
commit b1f3a919bf
11 changed files with 1017 additions and 114 deletions
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requirements.txt
+15 -34
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@@ -1,35 +1,16 @@
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idna @ file:///home/conda/feedstock_root/build_artifacts/idna_1760286409563/work
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pandas>=2.0
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scikit-learn>=1.3
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matplotlib>=3.7
mplfinance>=0.12.10b0
plotly>=5.0
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