Commit Graph

6 Commits

Author SHA1 Message Date
Brent Neale 65ac3b296a Update README with Phase 2 setup guide and analytics summary
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-19 14:55:57 +10:00
Brent Neale edbe359d1b Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc
- S3 Key Level Breakout: best performer (52-53% WR, PF ~1.0 on JPY crosses)
- S4 EMA Ribbon: tested 7 variants (D/E/F/F-v2/G/G-Minimal), exhausted
  - Only EUR_AUD S4-F marginally profitable (PF 1.06)
  - Detailed filter funnel analysis revealed contradictory filter stacking
- S5 Momentum Exhaustion: extended to 5 pairs, PF 0.43-0.77
- S6 EMA Bounce: 59-60% WR but PF 0.83-0.84, needs SL/TP restructuring
- Added STRATEGY_LEARNINGS.md with design principles and next steps
- Added M5 data downloader for 3-timeframe strategies
- Updated README with full strategy scorecard

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 20:42:16 +10:00
Brent Neale 311881afa8 Update README with economic calendar docs and pending TE API key status
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-17 20:15:57 +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 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
BrentNeale1 cdc5df8a81 Initial commit 2026-02-16 13:01:24 +10:00