Brent Neale f4734f57c7 Optimize strategy to SMA 50/100 with RSI 80/20 filtering ...

Added parameter sweep tool that tested 320 combinations across SMA periods,
trade sizes, and RSI filters. Best result: SMA 50/100 on M15 with RSI 80/20
(Sharpe 5.69, 49% win rate). Updated backtester with RSI overbought/oversold
signal filtering and config to match optimal parameters.

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

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

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system.yaml

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

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