yirugi
/
fithia2
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
main
Branches Tags
${ item.name }
Create tag ${ searchTerm }
Create branch ${ searchTerm }
from '4e2d2c0d13'
${ noResults }
fithia2/configs/intraday
History
I Luk Kim 16f49411cb Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 
Signal axes tested (V34-V44, all failed G2 ≥ 0.30R gate):
- V34 obv_slope_5 (5d): G2=0.083R (null)
- V35 obv_slope composite (5d+20d): regime artifact (200d +18pp, 400d -12pp)
- V36 RSI-14: G2=0.148R, G5a=0.742 (redundant with OBV)
- V37 BB %B / BB width: G2=0.186R
- V38 dollar_vol_trend / sleep_streak / prior_day / vol_trend: all fail G2
- V39 premarket acceleration + hold ratio: G2=0.013R (null)
- V40 prior-day market breadth: G2=0.008R (null)
- V41 min_obv_slope_20d=0.0 hard filter: -15pp (OBV as gate too aggressive)
- V42 52w-high proximity + range position: G2=0.200R (best near-miss, fails)
- V43 30-min ORB window: -14.79% (catastrophic)
- V44 trailing multiplier sweep 0.6-1.0: 0.80 confirmed global optimum

Infrastructure added (backward-compatible, V24 parity preserved):
- features.py: obv_slope_5 enrichment key
- domain.py: weight_obv_slope_5=0.0, min_obv_slope_20d=None
- orb_simulator.py: 5 wiring sites for obv_slope_5; min_obv_slope_20d gate

V24 remains live champion. 20 signal axes exhausted.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 		4 months ago
..
strategies Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
default.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
sweep_basic.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_leader_sector_entropy_vix.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_leader_vix_entropy.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_leader_vix_entropy_scalers.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_midlarge.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_eval.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p3b_maxgap_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p4_weights.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p5_momentum.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p5_walkforward.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p6_fine.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p7_regime.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p8_bars.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p8b_bars_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p9_stops.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p10_trail_atr.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_rebuild_p1.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_rebuild_p2.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_rebuild_p3.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55c.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v57.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v57b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v58.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v58b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v59.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v60.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v62.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v62_stop.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_volume.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago