gavindiaz/mt5-candlestick-scanner-backtester
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Richard
2026-05-30 08:22:47 +01:00
committed by GitHub
parent 6d6652e553
commit 7b735a159f
1 changed files with 7 additions and 5 deletions
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mt5_multitf_pattern_scanner.py
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@@ -182,14 +182,16 @@ CFG = {
# Example: Engulfing at 1.5:1, Morning Star at 2.5:1
'rr_by_pattern': {},
# Higher-timeframe ATR source per trading TF.
# M5/M15 ATR is tiny → use H1 ATR for SL/TP sizing on fast TFs.
# H1 ATR used for all TFs — backtest proven to give better R-relative results.
# Native H4/D1 ATR produces stops too wide for price to reach 1R (0.26-0.36R avg).
# H1 ATR gives tighter stops: H4 avg SL 38.8p (was 60p), D1 avg SL 72.3p (was 158.8p).
# Set to None or same as trading TF to use native ATR.
'atr_tf_by_tf': {
'M5': 'H1', # Use H1 ATR for M5 signals (much wider, more realistic SL/TP)
'M15': 'H1', # Use H1 ATR for M15 signals
'M5': 'H1', # H1 ATR for M5 signals (avoids tiny native M5 ATR)
'M15': 'H1', # H1 ATR for M15 signals
'H1': 'H1', # Native
'H4': 'H4', # Native (H4 ATR is already meaningful)
'D1': 'D1', # Native
'H4': 'H1', # H1 ATR — tighter stops, +1.5% win rate, +39% avg max R vs native H4
'D1': 'H1', # H1 ATR — -54% SL pips, +77% avg max R vs native D1
},
# ── Pattern Detection Thresholds ──────────────────────────────