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4e2db680494844d0d596d60daa4fda1f35af713f
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6 Commits

Author SHA1 Message Date
Brent Neale 4e2db68049 Add Railway deployment config for 24/7 cloud paper trading 
- Dockerfile: add templates copy, ENV PORT, update CMD to live engine
- Create src/live/health.py: threaded HTTP health server (/health, /state)
- Wire health server into src/live/run.py before engine loop
- Dashboard: add unauthenticated /health endpoint, use PORT env var
- Create railway.toml with Dockerfile builder and health check config
- docker-compose.yml: rename service to live-engine, add PORT env vars

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-19 15:53:54 +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 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
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