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Phase 1: Event-driven backtester, 5 strategies, and baseline results
- Built event-driven backtesting engine with spread/slippage modeling, 3-TP partial closes, trailing stops, and rich trade logging (20+ features) - Implemented 5 strategy signal generators (MA Breakout, VWAP Reversal, Key Level Breakout, EMA Ribbon Scalp, Momentum Exhaustion) - Full indicator library (EMA, SMA, RSI, ATR, MACD, ADX, Stochastic, Session VWAP bands, swing points, key levels, RSI divergence) - Data pipeline: Dukascopy download, validation, 70/30 train/test split - Baseline results: all 5 strategies generate 200+ trades on training data (Jan 2021 - Aug 2023), best profit factors 0.82-0.96 on select pairs - Trade logs and reports saved for Phase 3 ML feature engineering Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Claude Opus 4.6
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@@ -11,7 +11,7 @@
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{% for s in summaries %}
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<div class="card mb-4">
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<div class="card-header">
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<strong>{{ s.instrument }} / {{ s.granularity }}</strong>
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<strong>{% if s.strategy_name %}{{ s.strategy_name }} — {% endif %}{{ s.instrument }} / {{ s.granularity }}</strong>
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<span class="text-muted float-end">Run: {{ s.run_time[:19] }} | {{ s.data_range.bars | default(0) }} bars ({{ s.data_range.start[:10] }} to {{ s.data_range.end[:10] }})</span>
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</div>
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<div class="card-body">
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