 ZhijuCen
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17f5a5f607
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feat: EA report parser and performance evaluation guide
- Add scripts/parse_tester_report.py: parses MT5 Strategy Tester HTML
reports (UTF-16LE). Extracts settings, EA parameters, 44 P&L metrics,
orders (192), deals (193), stop-out detection. Supports --json output.
- Add Report Analysis subsection to SKILL.md Section 6: 10 evaluation
dimensions (data quality, profitability, drawdown, trade distribution,
consecutive losses, holding time, MFE/MAE, stop-out, bias, commission).
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2026-06-24 13:57:49 +08:00 |
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ZhijuCen
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cb0f520623
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feat: SL/TP risk formulas, project docs, symbol specs
SKILL.md Section 5 rewritten with PointValue-based formulas:
- Direction A: SL points → SL price
- Direction B: Risk% + lots → SL price (with currency conversion)
- Direction C: SL price + risk% → lot size
- FindFXRate helper for profit_currency ≠ account_currency
- OrderCalcProfit verification pattern
Section 8 expanded with 6 SL/TP pitfalls (PointValue vs TICK_VALUE,
TickSize ≠ Point, currency conversion, NormalizeDouble rounding,
lot step quantization, STOPS_LEVEL check).
Section 9 EA skeleton now includes inline PointValue, FindFXRate,
CalcSLFromRisk, CalcLotsFromSL functions.
New files:
- LICENSE (MIT)
- README.md
- docs-dev/symbol-spec.md (symbol spec workflow)
- skills/mql5/references/symbol-spec/specs-{XAUUSD,USDJPY}.csv
- skills/mql5/scripts/verify_sl_tp_formulas.py (Python verification)
Updated: pyproject.toml, AGENTS.md, .gitignore, docs-dev/skill-design.md
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2026-06-24 03:32:28 +08:00 |
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