a297d83849
fix: Testdaten-Arithmetik im Trump-Cycle-Test (200 Candles = 50h < 60h Hold)
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Plan-Bug: 300 Candles = 75h > holdHours — Position schloss innerhalb der
Testdaten, Tests 1/3/4 erwarteten aber offene Positionen. Implementierung war korrekt.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-12 08:29:35 +00:00
896a29bd04
docs: Implementierungsplan Trump-Copy-Strategie (14 Tasks, TDD)
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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-12 07:36:43 +00:00
7b8ef01e83
docs: Design-Spec Trump-Copy-Strategie (on-chain + Truth-Signal, Event-Study, dritte Paper-Engine)
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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-12 07:23:03 +00:00
f754b91acd
feat: No-Stop-Grid-Variante (--no-stop, --pair) — erstes Edge-Signal auf XRP
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XRP-Datenanalyse: nie enge Ranges, breite Bänder → No-Stop-Design.
OOS-PF 2.0-2.74, Volldurchlauf +49% bei 10% MaxDD. Gate formal ❌
(Worst-Window + Ratio), Tail-Risiko dokumentiert.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-10 07:17:33 +00:00
3d16b76f23
feat: Grid-Timeframe parametrisierbar (--tf) — kürzere TFs monoton schlechter
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aggregateTf verallgemeinert aggregate4h. Walk-Forward 1h/15m:
PF 0.59/0.29 (vs 0.87 auf 4h), 15m MaxDD 97% — Fee-Mathematik bestätigt.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-10 07:00:45 +00:00
b5dd953afc
feat: ATR-GridBot mit Regime-Filter — Walk-Forward, Gate nicht bestanden
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3 fixe Varianten (spacing 1.0/1.5×ATR, ADX<20/15): OOS-PF 0.87/1.03/0.94.
Grid-Stops bei Range-Breakdowns fressen die TP-Gewinne — kein Paper-Deploy.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-10 06:43:38 +00:00
69a0a7bee3
docs: Design Live-Paper-Engine (Phase 3, Paper-Probelauf der besten Variante)
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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-10 06:11:44 +00:00
cd6553c170
docs: Walk-Forward-Ergebnisse aller 7 Varianten (Gate nicht bestanden)
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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-09 22:11:25 +00:00
8298b522fc
docs: Implementierungsplan Phase 1+2 (Fundament + Backtest/Walk-Forward bis Gate)
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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-09 20:17:09 +00:00
ee22f210a9
docs: Design-Spec trade-kuns (Multi-Pair Donchian-Trendfolge, Walk-Forward-Gate)
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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
2026-06-09 20:04:44 +00:00
