Optimize strategy to SMA 50/100 with RSI 80/20 filtering

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Added parameter sweep tool that tested 320 combinations across SMA periods,
trade sizes, and RSI filters. Best result: SMA 50/100 on M15 with RSI 80/20
(Sharpe 5.69, 49% win rate). Updated backtester with RSI overbought/oversold
signal filtering and config to match optimal parameters.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

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Brent Neale

2026-02-17 14:17:55 +10:00

co-authored by Claude Opus 4.6

parent 212f581d01

commit f4734f57c7

8 changed files with 9739 additions and 146 deletions

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logs/param_sweep_results.json

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