- 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>
4.3 KiB
4.3 KiB