zastian-dev
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79816b9e2e
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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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2026-02-13 19:20:01 +00:00 |
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zastian-dev
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edc655ca2c
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the holy grail. untill next time
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2026-02-13 17:53:11 +00:00 |
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zastian-dev
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73cc7a3a66
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just a checkpoint
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2026-02-13 16:28:42 +00:00 |
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zastian-dev
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1ef03999b7
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it be better
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2026-02-13 13:12:22 +00:00 |
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zastian-dev
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9fb9d171d4
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more symbols
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2026-02-12 12:36:25 +00:00 |
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zastian-dev
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7c94b0f422
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we ball again
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2026-02-12 12:27:34 +00:00 |
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zastian-dev
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9cca8b3db8
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new strat needed
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2026-02-11 22:24:32 +00:00 |
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zastian-dev
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189694cc09
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it works buty its not good\
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2026-02-11 18:00:12 +00:00 |
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zastian-dev
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570298a935
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top 8 i guess
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2026-02-10 19:29:37 +00:00 |
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zastian-dev
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a19906560a
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ok now its faster
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2026-02-10 15:39:52 +00:00 |
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zastian-dev
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79625743bd
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first comit
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2026-02-09 19:20:47 +00:00 |
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