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3d16b76f23
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feat: Grid-Timeframe parametrisierbar (--tf) — kürzere TFs monoton schlechter
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>
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2026-06-10 07:00:45 +00:00 |
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b5dd953afc
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feat: ATR-GridBot mit Regime-Filter — Walk-Forward, Gate nicht bestanden
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>
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2026-06-10 06:43:38 +00:00 |
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69a0a7bee3
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docs: Design Live-Paper-Engine (Phase 3, Paper-Probelauf der besten Variante)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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2026-06-10 06:11:44 +00:00 |
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cd6553c170
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docs: Walk-Forward-Ergebnisse aller 7 Varianten (Gate nicht bestanden)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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2026-06-09 22:11:25 +00:00 |
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8298b522fc
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docs: Implementierungsplan Phase 1+2 (Fundament + Backtest/Walk-Forward bis Gate)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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2026-06-09 20:17:09 +00:00 |
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ee22f210a9
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docs: Design-Spec trade-kuns (Multi-Pair Donchian-Trendfolge, Walk-Forward-Gate)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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2026-06-09 20:04:44 +00:00 |
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