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Running
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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Remove unprofitable 15m timeframe symbols (ETHUSDT & EURUSD) from the entire application
7a6768e -
Tuning outlier wick filter with lowered min_wick and clampAmt bounds for tighter low-volatility tracking
1d20ea7
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Apply user's absolute backstop, dynamic clamp bounding, and API edge outlier filtering
db00ed6 -
Upgrade to a premium, dynamic Neighbour-Relative Forex Outlier-Wick Filter
67616e2 -
Lower Forex outlier wick filter to 40 pips and implement same filter in twelveDataAPI
1ee4649 -
fix: enforce strict 150-pip hard-clamp limit on Forex outlier wicks to completely eradicate Yahoo Finance bad ticks
d29796c -
fix: implement dynamic Outlier Forex Wick Filter to eliminate Yahoo Finance bad ticks for USDCAD
c32a31a -
perf: implement centralized server market-data cache, staggered polling, and spot drift TTL
ebfcd8b -
feat: implement spot gold offset engine and telegram notification loops with smart SL post-mortems
01369a3 -
fix: align and deduplicate candle timestamps to timeframe duration boundaries, preventing ghost tick candles during live chart updates
992517d -
fix: migrate crypto to yahoo finance to bypass US geoblocks
a87a76b
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feat: migrate to full-stack cloud autopilot terminal with mongodb atlas
66b7a93