Phase-3 execution-layer fixes, config values are the phase-2 gate winners
(conf=55/breakeven 0.7/atr_trail 1.5/trigger 1.2 - scalping 5-month sweep PF
2.11 at conf=55, baseline PF 1.50):
- trailing_stop: trail now arms only after trail_trigger_atr x ATR unrealized
gain and never trails past TP (tick-capped). Old logic trailed on H1-ATR
(~6) while SL/TP were M5-ATR-calibrated (~-6) - breakeven at +1.85 was
unreachable, every scalp exited at SL
- bot.py: entry cooldown per (strategy, direction) from the cooldown: YAML
block (scalping 1800s/day_trading 3600s/swing 7200s) - signals were re-firing
every 30s cycle and piling same-direction positions; Step 4 AI prediction on
df_m15 (model trains on M15); Step 8 trails on M5 ATR; removed duplicate
on_trade_closed hook in Step 9 (each external close was learned twice,
strat_scalping multiplier decayed 0.527->0.41 on garbage inputs);
performance_snapshots now trigger on wall clock (boot + every >=30min) so
restarts can't reset the cycle counter to 0
- trade_executor: execute_signal threads ai_score/regime_score into signal
records; close_trade + sync_positions share _learner_context built from the
DB Trade row (was: hardcoded regime=RANGING/confluence=75/sentiment=0)
- trading_params.yaml: moderate scalping 50->55, breakeven 0.7, trail 1.5,
trail_trigger_atr 1.2, cooldown + backtest sections
- tests: scalping moderate confluence assertion 50.0 -> 55.0
Co-Authored-By: Claude Code <noreply@anthropic.com>
gavindiazandClaude Code
f38fa944ea