Brent Neale 98cc843d14 Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40) ...

IS PF improved from 1.02 to 1.39, reducing IS/OOS divergence.
Portfolio: IS +1,089 pips PF=1.31, OOS +643 pips PF=1.55, Gen=1.473 PASS.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-20 23:12:43 +10:00

..

backtester

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

indicators

Add S10 VWAP Mean Reversion and S11 ADX Trend Pullback strategies, drop both from portfolio

2026-02-20 16:23:23 +10:00

live

Add Railway deployment config for 24/7 cloud paper trading

2026-02-19 15:53:54 +10:00

strategies_pkg

Add S10 VWAP Mean Reversion and S11 ADX Trend Pullback strategies, drop both from portfolio

2026-02-20 16:23:23 +10:00

ai_wrapper.py

Add Docker setup with AI ensemble integration and execution loop

2026-02-16 17:19:20 +10:00

analyze_s9_pair.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

backtest_phase1.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

backtest_strategies.py

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00

backtester.py

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00

chart_trades.py

Add pivot retest + engulfing strategy with dual take-profit

2026-02-17 15:18:02 +10:00

config_loader.py

Add config-driven system.yaml and multi-window indicators

2026-02-16 15:22:07 +10:00

dashboard.py

Add Railway deployment config for 24/7 cloud paper trading

2026-02-19 15:53:54 +10:00

data_engine.py

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00

download_dukascopy.py

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00

download_m5.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

economic_calendar.py

Add economic calendar module to filter trades near high-impact events

2026-02-17 20:00:28 +10:00

fetch_oanda_standalone.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

gen_s6a_pdf.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

gen_trade_pngs.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

get_candles.py

Add granularity tracking, drop intermediate columns, add SQL schema

2026-02-16 15:34:13 +10:00

historical_loader.py

Add web dashboard, historical data loader, and backtest reporting

2026-02-17 13:29:12 +10:00

load_strategy_data.py

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00

order_executor.py

Add pivot retest + engulfing strategy with dual take-profit

2026-02-17 15:18:02 +10:00

param_sweep.py

Optimize strategy to SMA 50/100 with RSI 80/20 filtering

2026-02-17 14:17:55 +10:00

position_manager.py

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

run_correlation_analysis.py

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

run_kelly_sizing.py

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

run_param_sweep.py

Add S8 Order Block (GBP_USD/M15) to Phase 2 portfolio

2026-02-20 21:00:30 +10:00

run_phase2_backtest.py

Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40)

2026-02-20 23:12:43 +10:00

run_regime_analysis.py

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

run_s4_comparison.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

run_s4fv2.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

run_s4g.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

run_s6_comparison.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

run_s7_expanded.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

run_s7_full_validation.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

run_s8_param_sweep.py

Add S8 Order Block (GBP_USD/M15) to Phase 2 portfolio

2026-02-20 21:00:30 +10:00

run_s9_additional_pairs.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

run_s9_eurusd_light.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

run_s9_filtered_comparison.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

run_s789_comparison.py

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00

run_test_all_strategies.py

Add S8 Order Block (GBP_USD/M15) to Phase 2 portfolio

2026-02-20 21:00:30 +10:00

strategies.py

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00

supabase_upload.py

Fix NaN serialization and upsert response handling in upload

2026-02-16 15:42:17 +10:00

test_connection.py

Add project settings, master prompt PDF, and test connection script

2026-02-16 15:44:51 +10:00

trade_pdf_report.py

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

validate_and_split_data.py

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00