Brent Neale and Claude Opus 4.6
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 and Claude Opus 4.6
546d7311ec
Add economic calendar module to filter trades near high-impact events
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Introduces a full Trading Economics API pipeline that fetches, stores, and
queries economic events (NFP, CPI, rate decisions, etc.) so the backtester
can block trade entries within a configurable buffer window of high-impact
releases — reducing slippage and false signals.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-17 20:00:28 +10:00
