3 Commits

Author	SHA1	Message	Date
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	b1f3a919bf	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>	2026-02-17 15:18:02 +10:00
Brent Neale	d843e63e7b	Add pivot point support/resistance chart to dashboard ... Add Classic Pivot Points (P, R1-R3, S1-S3) computed from previous day's OHLC data, displayed as horizontal lines on an interactive Plotly.js candlestick chart at /chart with instrument/granularity selectors. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-02-17 14:28:58 +10:00