Experiment with hourly timeframe-specific stops
- Added HOURLY_ATR_STOP_MULTIPLIER (1.8x) vs daily (3.5x) - Added hourly-specific trail multipliers - Strategy now uses timeframe field to select appropriate stops - Tested multiple configurations on hourly: * 3.5x stops: -0.5% return, 45% max DD * 1.8x stops: -45% return, 53% max DD (worse) * Conservative regime (0.25x): -65% return, 67% max DD (terrible) - Conclusion: Hourly doesn't work with this strategy - Daily with relaxed regime remains best: +17.4% over 5yr, 24% max DD Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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@@ -21,6 +21,10 @@ cargo run --release -- --backtest --years 3
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cargo run --release -- --backtest --years 5 --capital 50000
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cargo run --release -- --backtest --years 1 --months 6 --timeframe hourly
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# Run backtesting with custom date range
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cargo run --release -- --backtest --start-date 2007-01-01 --end-date 2008-12-31
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cargo run --release -- --backtest --start-date 2020-03-01 --end-date 2020-12-31 --timeframe hourly
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# Lint and format (available via nix flake)
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cargo clippy
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cargo fmt
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