reorganized data files and enhance backtesting structure, monte carlo sim
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@@ -45,14 +45,10 @@ for params in tqdm(param_combos, desc="Optimizing ICT Strategy", unit="backtest"
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sweep_lookback=params["sweep_lb"],
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)
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# Accurate timing
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t0 = time.perf_counter()
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trades = run_backtest(candles_5m, strategy, 10000)
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elapsed = time.perf_counter() - t0
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# Optional: print every backtest (can be noisy, comment out if you want cleaner output)
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# print(f"Backtest took {elapsed:.4f}s | Trades: {len(trades)}")
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if len(trades) < 5:
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continue
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