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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>
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co-authored by
Claude Opus 4.6
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@@ -37,6 +37,7 @@
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(function() {
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var ohlc = {{ ohlc_json | safe }};
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var pivots = {{ pivot_json | safe }};
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var smas = {{ sma_json | safe }};
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if (!ohlc || ohlc.length === 0) {
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document.getElementById('chart').innerHTML =
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@@ -58,6 +59,26 @@
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name: '{{ instrument }}'
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}];
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// SMA overlay lines
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var smaColors = {
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'sma_3': '#ff9800',
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'sma_20': '#9c27b0',
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'sma_21': '#673ab7',
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'sma_50': '#00bcd4',
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'sma_100': '#e91e63'
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};
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Object.keys(smas).forEach(function(key) {
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traces.push({
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x: times,
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y: smas[key],
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type: 'scatter',
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mode: 'lines',
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name: key.toUpperCase().replace('_', ' '),
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line: {color: smaColors[key] || '#999', width: 1.5},
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connectgaps: false
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});
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});
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// Pivot level lines
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var levelDefs = [
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{key: 'r3', color: '#b71c1c', label: 'R3'},
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