feat: ADX-Trendstärke-Filter (fix 20, nicht im Grid) gegen Chop-Whipsaw
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -29,7 +29,13 @@ export function buildWindows(dataFrom: number, dataTo: number, trainDays = 120,
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export const PARAM_GRID: StrategyParams[] = [20, 40, 55].flatMap((donchianPeriod) =>
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[2, 3, 4].flatMap((atrMultiplier) =>
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[100, 200].map((trendEmaPeriod) => ({ donchianPeriod, atrPeriod: 14, atrMultiplier, trendEmaPeriod })),
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[100, 200].map((trendEmaPeriod) => ({
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donchianPeriod,
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atrPeriod: 14,
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atrMultiplier,
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trendEmaPeriod,
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adxThreshold: 20, // fix, nicht im Grid: zusätzlicher Freiheitsgrad würde das Gate aushöhlen
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})),
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),
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);
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