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Author SHA1 Message Date
Brent Neale af994b0fbe Add Phase 1 trade preview PNGs, live engine state, remove master prompt PDF 
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-19 14:54:04 +10:00
Brent Neale dce54845c2 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>
 2026-02-18 06:04:40 +10:00
Brent Neale f4734f57c7 Optimize strategy to SMA 50/100 with RSI 80/20 filtering 
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>
 2026-02-17 14:17:55 +10:00
Brent Neale 212f581d01 Add web dashboard, historical data loader, and backtest reporting 
- Add Flask dashboard with status, config editor, logs, kill switch,
  and backtest results pages with monthly P&L breakdowns
- Add historical_loader.py for paginated OANDA candle fetching (1yr+)
- Update backtester to $100k starting equity, monthly P&L computation,
  and JSON summary output for dashboard display
- Update config to EUR_USD only on M5/M15 with SMA 21/50 strategy
- Add backtest.html template with performance metrics and bar charts

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-17 13:29:12 +10:00
Brent Neale 426f5e7d49 Add paper trading order executor with kill switch and order logging 
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-16 16:11:19 +10:00
Brent Neale 187ebe9a9e Add backtesting engine with SMA cross strategy 
Reads features from Supabase, simulates SMA(3)/SMA(20) crossover signals,
and outputs P&L, drawdown, and trade logs per instrument/granularity.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-16 15:58:00 +10:00