mirror of
https://github.com/PyP-Quant/quant-trading-strategy-templates.git
synced 2026-08-24 16:18:06 +00:00
33 lines
1.2 KiB
Markdown
33 lines
1.2 KiB
Markdown
# XAUUSD ATR Precision Breakout
|
|
|
|
Custom Python precision-breakout baseline for XAUUSD.
|
|
|
|
This project avoids ML on purpose. It is useful as a transparent benchmark to compare against heavier gold models like XGBoost or LightGBM.
|
|
|
|
The default gate is tuned for the `1m` XAUUSD chart and small accounts. It prioritizes controlled churn over forcing oversized trades. The continuation paths are available as parameters, but they are disabled by default because one-day lab tests showed the stricter breakout profile had cleaner drawdown.
|
|
|
|
It includes:
|
|
|
|
- hard ATR breakout entries
|
|
- optional near-breakout pressure entries
|
|
- optional trend-continuation entries after range pressure
|
|
- EMA trend alignment
|
|
- short momentum measured in ATR units
|
|
|
|
Current defaults:
|
|
|
|
- `lookback`: `96`
|
|
- `timeframe`: `1m`
|
|
- `breakout_window`: `45`
|
|
- `atr_mult`: `0.02`
|
|
- `near_breakout_atr`: `0.18`
|
|
- `pullback_atr`: `0.35`
|
|
- `min_momentum_atr`: `0`
|
|
- `fast_ema`: `8`
|
|
- `slow_ema`: `34`
|
|
- `enable_near_breakout`: `false`
|
|
- `enable_continuation`: `false`
|
|
- assigned runtime: Modal, because this starter uses `pandas`
|
|
|
|
For more activity, enable `enable_near_breakout` first. Enable `enable_continuation` only after PPE confirms the drawdown remains acceptable.
|