reorganized data files and enhance backtesting structure, monte carlo sim

This commit is contained in:
moen0
2026-04-13 01:30:34 +02:00
parent 373e589297
commit 7d53f8589a
26 changed files with 65383 additions and 766 deletions
-4
View File
@@ -45,14 +45,10 @@ for params in tqdm(param_combos, desc="Optimizing ICT Strategy", unit="backtest"
sweep_lookback=params["sweep_lb"],
)
# Accurate timing
t0 = time.perf_counter()
trades = run_backtest(candles_5m, strategy, 10000)
elapsed = time.perf_counter() - t0
# Optional: print every backtest (can be noisy, comment out if you want cleaner output)
# print(f"Backtest took {elapsed:.4f}s | Trades: {len(trades)}")
if len(trades) < 5:
continue