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Commit History
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feat: add backtester and enable ranging-regime filter Running
Add an event-driven, no-look-ahead backtester (src/backtest) that reuses the live generateSignals/analyzeExit and exact cost formulas, fills SL/TP from intrabar high/low, and models the partial -> breakeven -> runner lifecycle. Includes an A/B preset runner and a robustness validator (per-symbol, in-sample/out-of-sample, fill-sensitivity). Backtest (~60-82d, 96 trades, pessimistic fills) shows that blocking ranging-regime setups improves profit factor 1.36->1.71, net +53%, expectancy ~2x, and cuts max drawdown - on all 4 symbols and both data halves. Enable it live via LIVE_STRATEGY_OPTS.blockRanging (default-off flag), wired into the server autopilot and the browser client. Revert by setting blockRanging:false. Also: export getSpread/calculateCommission from tradeManager for single-source reuse, and add an optional Yahoo range override so backtests can pull 60d of 15m data instead of the app's 15d default. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>f43243e
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feat: add feed health monitoring and structure-based TP2/trailing stop rules
a547315 -
Remove unprofitable 15m timeframe symbols (ETHUSDT & EURUSD) from the entire application
7a6768e -
Optimize SL ATR buffers dynamically, enforce zone freshness, and align backtester spread execution
86afb93 -
Optimize crypto ATR Stop Loss buffer multiplier to 1.5 to handle spread spacing
ef47b6d -
Add hard trend alignment filter to buildSignal to avoid counter-trend noise
a1564a4 -
Implement Option A (Liquidity Sweep & VSA Volume) and Option B (Forex/Gold Session Kill Zones)
c34a96e -
Update BTCUSDT spread to 25.0 to align with actual execution prices
8560ddd -
feat: adjust short SL/TP by spread and correct lot sizing to limit risk to exactly
e9b0611
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Refactor market structure breaks chronologically and implement priority-based marker deduplicator
851ffda -
feat: implement spot gold offset engine and telegram notification loops with smart SL post-mortems
01369a3
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feat: migrate to full-stack cloud autopilot terminal with mongodb atlas
66b7a93