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

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

View File

@@ -29,7 +29,13 @@ export function buildWindows(dataFrom: number, dataTo: number, trainDays = 120,
export const PARAM_GRID: StrategyParams[] = [20, 40, 55].flatMap((donchianPeriod) =>
[2, 3, 4].flatMap((atrMultiplier) =>
[100, 200].map((trendEmaPeriod) => ({ donchianPeriod, atrPeriod: 14, atrMultiplier, trendEmaPeriod })),
[100, 200].map((trendEmaPeriod) => ({
donchianPeriod,
atrPeriod: 14,
atrMultiplier,
trendEmaPeriod,
adxThreshold: 20, // fix, nicht im Grid: zusätzlicher Freiheitsgrad würde das Gate aushöhlen
})),
),
);