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190f7a47fa
- screener.py: add min_atr_pct/max_atr_pct filters to live_pre_screen - engine.py: prepend regime ticker (QQQ) to bar fetch so regime filter works - engine.py: add rolling loss + account circuit breaker at run_orb_detection - engine.py: patch today_open from first 1-min bar so regime gap is real - engine.py: explicit regime + breadth filter before compute_orb_candidates - engine.py: max_simultaneous_entries guard in run_breakout_check - engine.py: _compute_sizing_capital with daily_budget_reset (fixed $10k base), drawdown governor, and streak sizing (win bonus / loss penalty) - engine.py: trailing_tighten_at_r in run_stop_check (tight multiplier at 2R) Bug fixes in _compute_sizing_capital: - streak direction: remove reversed() so outcomes[0] = newest trade - daily reset: use initial_equity as base (not growing equity), matching V23 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
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| .. | ||
| backtester | 4 months ago | |
| experiment | 4 months ago | |
| orb_trader | 4 months ago | |
| overfit | 4 months ago | |
| paper_trader | 4 months ago | |
| pipeline | 4 months ago | |
| qa | 5 months ago | |
| review | 5 months ago | |
| scenario | 5 months ago | |
| sync | 5 months ago | |
| tools | 4 months ago | |
| tracker | 4 months ago | |
| web | 4 months ago | |
| web_frontend | 4 months ago | |
| __init__.py | 5 months ago | |