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the holy grail. untill next time

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zastian-dev
2026-02-13 17:53:11 +00:00
parent 73cc7a3a66
commit edc655ca2c
5 changed files with 200 additions and 248 deletions
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10
src/backtester.rs
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@@ -819,13 +819,9 @@ impl Backtester {
// Apply regime threshold bump: in Caution, require stronger conviction
let effective_buy = if buy_threshold_bump > 0.0 {
// Re-evaluate: the signal score is buy_score - sell_score.
// We need to check if the score exceeds the bumped threshold.
// Since we don't have the raw score, use confidence as a proxy:
// confidence = score.abs() / 12.0, so score = confidence * 12.0
// A Buy signal means score >= 4.0 (our threshold).
// In Caution, we require score >= 4.0 + bump (6.0 → StrongBuy territory).
let approx_score = signal.confidence * 12.0;
// Reverse confidence back to score: confidence = score / 10.0
// In Caution, require score >= 4.0 + bump (7.0 → StrongBuy territory).
let approx_score = signal.confidence * 10.0;
approx_score >= (4.0 + buy_threshold_bump) && signal.signal.is_buy()
} else {
signal.signal.is_buy()