zhutoutoutousanandCursor
605faf5310
Add cluster audit pipeline, united EA updates, brochure generators, and publication hygiene (gitignore, MT5 path desensitization, pre-upload scan). Remove tracked reports, models, and binary artifacts from the repo. Co-authored-by: Cursor <cursoragent@cursor.com>
149 lines
8.6 KiB
Python
149 lines
8.6 KiB
Python
"""Per-strategy 'small trick' candidates for elimination audits."""
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from __future__ import annotations
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# Each trick: human label + param overrides (applied on top of 123.set solo baseline).
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STRATEGY_TWEAKS: dict[str, list[dict]] = {
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"DB": [
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{"name": "close_on", "params": {"DB_CloseUnprofitableOnNewSignal": True}},
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{"name": "tighter_sl", "params": {"DB_StopLoss": 1400}},
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{"name": "wider_tp", "params": {"DB_TakeProfit": 4200}},
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{"name": "shorter_box", "params": {"DB_BoxPeriod": 140}},
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{"name": "no_volume_filter", "params": {"DB_UseVolumeSpikeFilter": False}},
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{"name": "lower_trend_thresh", "params": {"DB_TrendThreshold": 3.8}},
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],
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"ES": [
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{"name": "tighter_trail", "params": {"ES_TrailingStop": 280}},
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{"name": "wider_trail", "params": {"ES_TrailingStop": 420}},
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{"name": "faster_profit_check", "params": {"ES_ProfitCheckBars": 12}},
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{"name": "stale_sl_exit", "params": {"ES_UseStaleStopLossExit": True}},
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{"name": "lower_adx_gate", "params": {"ES_WeeklyADXMin": 35}},
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{"name": "more_trades_per_x", "params": {"ES_MaxTradesPerCrossover": 12}},
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],
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"RC": [
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{"name": "close_on", "params": {"RC_CloseUnprofitableOnNewSignal": True}},
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{"name": "short_cooldown", "params": {"RC_cooldownSeconds": 120}},
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{"name": "long_cooldown", "params": {"RC_cooldownSeconds": 300}},
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{"name": "tighter_trail", "params": {"RC_TrailingStop": 220}},
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{"name": "looser_ema_slope", "params": {"RC_emaSlopeThreshold": 90}},
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{"name": "rsi_exit_tighter", "params": {"RC_exitBuyRSI": 82, "RC_exitSellRSI": 14}},
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],
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"RM": [
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{"name": "close_on", "params": {"RM_CloseUnprofitableOnNewSignal": True}},
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{"name": "short_reverse_cd", "params": {"RM_InpRSIReverseCooldownBars": 8}},
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{"name": "ema_cross_only", "params": {"RM_InpEnableRSIFollow": False, "RM_InpEnableRSIReverse": False}},
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{"name": "rsi_follow_only", "params": {"RM_InpEnableRSIReverse": False, "RM_InpEnableEMACross": False}},
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{"name": "tighter_ema_dist", "params": {"RM_InpEMADistancePips": 120}},
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{"name": "close_outside_hours", "params": {"RM_InpRSIFollowCloseOutsideHours": True}},
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],
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"RS_APPL": [
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{"name": "close_on", "params": {"RS_APPL_CloseUnprofitableOnNewSignal": True}},
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{"name": "faster_bars", "params": {"RS_APPL_BarsToWait": 5}},
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{"name": "trail_activate_50", "params": {"RS_APPL_TrailActivationPoints": 50}},
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{"name": "tighter_trail", "params": {"RS_APPL_TrailDistancePoints": 80}},
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{"name": "wider_targets", "params": {"RS_APPL_RSI_Target_Buy": 92, "RS_APPL_RSI_Target_Sell": 40}},
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],
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"RS_ADBE": [
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{"name": "close_on", "params": {"RS_ADBE_CloseUnprofitableOnNewSignal": True}},
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{"name": "faster_bars", "params": {"RS_ADBE_BarsToWait": 6}},
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{"name": "trail_activate_10", "params": {"RS_ADBE_TrailActivationPoints": 10}},
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{"name": "tighter_trail", "params": {"RS_ADBE_TrailDistancePoints": 350}},
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],
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"RS_BTCUSD": [
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{"name": "close_on", "params": {"RS_BTCUSD_CloseUnprofitableOnNewSignal": True}},
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{"name": "faster_bars", "params": {"RS_BTCUSD_BarsToWait": 4}},
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{"name": "trail_activate_30", "params": {"RS_BTCUSD_TrailActivationPoints": 30}},
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{"name": "tighter_trail", "params": {"RS_BTCUSD_TrailDistancePoints": 90}},
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{"name": "reversal_escape_off", "params": {"RS_UseReversalEscape": False}},
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],
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"RS_NVDA": [
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{"name": "close_on", "params": {"RS_NVDA_CloseUnprofitableOnNewSignal": True}},
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{"name": "faster_bars", "params": {"RS_NVDA_BarsToWait": 3}},
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{"name": "tighter_trail", "params": {"RS_NVDA_TrailDistancePoints": 280}},
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{"name": "lower_trail_act", "params": {"RS_NVDA_TrailActivationPoints": 50}},
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{"name": "wider_ob_os", "params": {"RS_NVDA_RSI_Overbought": 40, "RS_NVDA_RSI_Oversold": 35}},
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],
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"RS_TSLA": [
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{"name": "faster_bars", "params": {"RS_TSLA_BarsToWait": 2}},
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{"name": "trail_act_400", "params": {"RS_TSLA_TrailActivationPoints": 400}},
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{"name": "trail_act_600", "params": {"RS_TSLA_TrailActivationPoints": 600}},
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{"name": "tighter_trail", "params": {"RS_TSLA_TrailDistancePoints": 700}},
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{"name": "wider_trail", "params": {"RS_TSLA_TrailDistancePoints": 1100}},
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],
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"RS_XAUUSD": [
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{"name": "faster_bars", "params": {"RS_XAUUSD_BarsToWait": 3}},
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{"name": "lower_trail_act", "params": {"RS_XAUUSD_TrailActivationPoints": 25}},
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{"name": "tighter_trail", "params": {"RS_XAUUSD_TrailDistancePoints": 55}},
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{"name": "wider_trail", "params": {"RS_XAUUSD_TrailDistancePoints": 90}},
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{"name": "reversal_escape_off", "params": {"RS_UseReversalEscape": False}},
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],
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"RS_MU": [
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{"name": "close_on", "params": {"RS_MU_CloseUnprofitableOnNewSignal": True}},
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{"name": "faster_bars", "params": {"RS_MU_BarsToWait": 20}},
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{"name": "symbol_munas", "params": {"RS_MU_Symbol": "MU.NAS"}},
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{"name": "symbol_muus", "params": {"RS_MU_Symbol": "MU.US"}},
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{"name": "looser_ob_os", "params": {"RS_MU_RSI_Overbought": 40, "RS_MU_RSI_Oversold": 75}},
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],
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"SE": [
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{"name": "close_on", "params": {"SE_CloseUnprofitableOnNewSignal": True}},
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{"name": "exit_trend_flip", "params": {"SE_ExitOnTrendFlip": True}},
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{"name": "shorter_hold", "params": {"SE_MaxHoldingBars": 120}},
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{"name": "longer_hold", "params": {"SE_MaxHoldingBars": 220}},
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{"name": "structural_sl", "params": {"SE_UseStructuralSL": True}},
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{"name": "cci_looser", "params": {"SE_CciOversold": -120}},
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],
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"RCO": [
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{"name": "close_on", "params": {"RCO_CloseUnprofitableOnNewSignal": True}},
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{"name": "higher_adx_cap", "params": {"RCO_ADX_Max": 32}},
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{"name": "tighter_sl", "params": {"RCO_SL_ATR_Mult": 1.9}},
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{"name": "wider_tp", "params": {"RCO_TP_ATR_Mult": 2.7}},
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{"name": "shorter_max_bars", "params": {"RCO_MaxBarsInTrade": 40}},
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],
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"RRA_EUR": [
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{"name": "close_on", "params": {"RRA_EURUSD_CloseUnprofitableOnNewSignal": True}},
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{"name": "shorter_duration", "params": {"RRA_EURUSD_MaxDuration": 200}},
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{"name": "close_outside", "params": {"RRA_EURUSD_CloseOutsideSession": True}},
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{"name": "rsi_exit_50", "params": {"RRA_EURUSD_RSIExitLevel": 50}},
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{"name": "tighter_os", "params": {"RRA_EURUSD_OversoldLevel": 12}},
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],
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"RRA_AUD": [
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{"name": "close_on", "params": {"RRA_AUDUSD_CloseUnprofitableOnNewSignal": True}},
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{"name": "shorter_duration", "params": {"RRA_AUDUSD_MaxDuration": 250}},
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{"name": "no_close_outside", "params": {"RRA_AUDUSD_CloseOutsideSession": False}},
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{"name": "tighter_os", "params": {"RRA_AUDUSD_OversoldLevel": 28}},
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{"name": "rsi_exit_45", "params": {"RRA_AUDUSD_RSIExitLevel": 45}},
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],
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"ST_BTC": [
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{"name": "close_on", "params": {"ST_BTC_CloseUnprofitableOnNewSignal": True}},
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{"name": "tighter_break", "params": {"ST_BTC_BreakBuffer": 70}},
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{"name": "looser_touch", "params": {"ST_BTC_LineTouchTolerance": 150}},
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{"name": "longer_ma", "params": {"ST_BTC_MAPeriod": 180}},
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],
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"ST_XAU": [
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{"name": "close_on", "params": {"ST_XAU_CloseUnprofitableOnNewSignal": True}},
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{"name": "tighter_break", "params": {"ST_XAU_BreakBuffer": 90}},
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{"name": "shorter_ma", "params": {"ST_XAU_MAPeriod": 55}},
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{"name": "looser_touch", "params": {"ST_XAU_LineTouchTolerance": 260}},
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],
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"ST_GER": [
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{"name": "close_on", "params": {"ST_GER_CloseUnprofitableOnNewSignal": True}},
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{"name": "tighter_break", "params": {"ST_GER_BreakBuffer": 60}},
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{"name": "looser_touch", "params": {"ST_GER_LineTouchTolerance": 120}},
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{"name": "longer_ma", "params": {"ST_GER_MAPeriod": 80}},
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],
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"RSS": [
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{"name": "close_on", "params": {"RSS_CloseUnprofitableOnNewSignal": True}},
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{"name": "swing_sl", "params": {"RSS_UseSwingStopLoss": True}},
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{"name": "shorter_cooldown", "params": {"RSS_MinBarsBetweenTrades": 4}},
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{"name": "tighter_sl_atr", "params": {"RSS_StopLossATR": 2.2}},
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],
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"UB": [
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{"name": "close_on", "params": {"UB_CloseUnprofitableOnNewSignal": True}},
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{"name": "min_range_12", "params": {"UB_MinRangePoints": 12}},
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{"name": "order_buf_35", "params": {"UB_OrderBufferPoints": 3.5}},
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{"name": "first_trade_only", "params": {"UB_FirstTradeOnly": True}},
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{"name": "wider_range", "params": {"UB_MinRangePoints": 18}},
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{"name": "tighter_buffer", "params": {"UB_OrderBufferPoints": 3.0}},
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],
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}
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