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Brent NealeandClaude Opus 4.6 9c5d55ec46 Refine Phase 2 portfolio: data-driven filters, drop S4F and S9 
S7: add RSI floor (RSI<40 = 0% WR) and ATR percentile cap (high-vol
regime = worse RR). IS flips from PF 0.68 to 1.52, OOS holds at 1.80.

S3: add confluence gate (C>=4) and skip hours 09-10 (0% WR). IS PF
1.06 -> 1.22, OOS PF 1.07 -> 1.23.

S9_Filtered: add skip_monday (unreliable Asian ranges after weekend
gaps). IS PF 1.10 -> 1.31, OOS holds strong at 2.26.

Drop S9/GBP_USD (negative PF across all param combos) and S4F/EUR_AUD
(overfit: IS 1.43 collapses to OOS 0.48). 3-strategy portfolio: all
PASS generalization, IS PF 1.29, OOS PF 1.55, Gen 1.46.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-20 10:25:09 +10:00
Brent NealeandClaude Opus 4.6 4f911b2072 Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring 
Externalize hardcoded params in S4F (5 params) and S3 (9 params) as class
attributes for sweep compatibility. Add unified backtest runner with IS/OOS
validation and generalization scores, plus parameter grid sweep (90 combos)
with OOS validation. S7/S9/S9_Filtered pass generalization; S4F/S3 confirm
defaults are near-optimal.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-20 10:25:08 +10:00
Brent NealeandClaude Opus 4.6 f705348e54 Update README with Railway deployment details 
Add Railway cloud deployment section with service URLs, env vars,
persistent volume, and known limitations. Update project structure
with railway.toml and health.py. Update dashboard and bot run sections.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-19 17:10:09 +10:00
Brent NealeandClaude Opus 4.6 0cf9c90197 Update dashboard Status page to show Phase 2 strategy slots 
Replaces legacy config display with Phase 2 engine info: strategy
slots table, starting equity, max daily DD, poll interval.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-19 17:02:37 +10:00
Brent NealeandClaude Opus 4.6 c65f039dcb Remove SRI integrity checks from Bootstrap CDN links 
Fixes Bootstrap CSS not loading on Railway deployment.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-19 16:57:56 +10:00
Brent NealeandClaude Opus 4.6 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 NealeandClaude 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 NealeandClaude Opus 4.6 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 NealeandClaude Opus 4.6 546d7311ec Add economic calendar module to filter trades near high-impact events 
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