kuns/trade-kuns
2
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: ADX-Trendstärke-Filter (fix 20, nicht im Grid) gegen Chop-Whipsaw

Browse Source 
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Claude
2026-06-09 21:46:57 +00:00
parent 736db184ab
commit c07a34e671
7 changed files with 225 additions and 17 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
src/server/backtest/runner.test.ts
View File

@@ -6,7 +6,8 @@ import { DEFAULT_EXEC } from '../engine/portfolio';
import { H4 } from '../market/aggregate';
const M15 = 15 * 60 * 1000;
const P = { donchianPeriod: 3, atrPeriod: 3, atrMultiplier: 1, trendEmaPeriod: 5 };
// adxThreshold: 0 — neutralisiert den ADX-Filter, damit Breakout-Tests unverändert bleiben
const P = { donchianPeriod: 3, atrPeriod: 3, atrMultiplier: 1, trendEmaPeriod: 5, adxThreshold: 0 };
/**
* Synthetische 15m-Serie: Plateau (4h-Closes ~100), dann Breakout-4h-Candle