Adriano/PythagorasGoal
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat(strategy4): MT01 squeeze+MTF 82.7% acc — batte SQ02, 6 strategie scartate

Browse Source 
Nuova strategia MT01: squeeze 15m + momentum EMA 1h
  BTC 15m: 82.7% acc, 503 trades, DD 5.9%, 9/9 anni, worst 72%
  ETH 15m: 81.2% acc, 404 trades, DD 2.9%, 9/9 anni, worst 73%

Strategie testate e scartate (waste W23-W28):
  IB01 inside bar (58.7%, no edge)
  DC01 donchian (48%, sotto random)
  SB01 retest (52%, no edge)
  MR01 mean reversion RSI (62.9%, DD 29%)
  VO01 volume spike (64.2%, DD 34%)
  HY01 squeeze+MR (64.6%, DD 14.5%)

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
AdrianoDev
2026-05-28 00:38:11 +02:00
parent 56bad4741e
commit f42fec9fac
21 changed files with 1230 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
data/paper_trades/ML01_squeeze_gbm__ETH__15m/status.json
+13
View File
@@ -0,0 +1,13 @@
{
"capital": 1000,
"in_position": false,
"direction": 0,
"entry_price": 0,
"entry_time": "",
"bars_held": 0,
"total_trades": 0,
"total_wins": 0,
"started_at": "2026-05-27T21:16:02.087963+00:00",
"last_bar_ts": 0,
"last_update": "2026-05-27T21:16:04.705726+00:00"
}
data/paper_trades/ML01_squeeze_gbm__ETH__15m/trades.jsonl
+1
View File
@@ -0,0 +1 @@
{"ts": "2026-05-27T21:16:02.087975+00:00", "worker": "ML01_squeeze_gbm__ETH__15m", "event": "INIT", "capital": 1000, "strategy": "ML01_squeeze_gbm", "asset": "ETH", "tf": "15m"}
data/paper_trades/SQ01_squeeze_base__BTC__15m/status.json
+13
View File
@@ -0,0 +1,13 @@
{
"capital": 1000,
"in_position": false,
"direction": 0,
"entry_price": 0,
"entry_time": "",
"bars_held": 0,
"total_trades": 0,
"total_wins": 0,
"started_at": "2026-05-27T21:16:02.087646+00:00",
"last_bar_ts": 0,
"last_update": "2026-05-27T21:16:04.584685+00:00"
}
data/paper_trades/SQ01_squeeze_base__BTC__15m/trades.jsonl
+1
View File
@@ -0,0 +1 @@
{"ts": "2026-05-27T21:16:02.087660+00:00", "worker": "SQ01_squeeze_base__BTC__15m", "event": "INIT", "capital": 1000, "strategy": "SQ01_squeeze_base", "asset": "BTC", "tf": "15m"}
data/paper_trades/SQ02_antifake_vol__BTC__15m/status.json
+13
View File
@@ -0,0 +1,13 @@
{
"capital": 1000,
"in_position": false,
"direction": 0,
"entry_price": 0,
"entry_time": "",
"bars_held": 0,
"total_trades": 0,
"total_wins": 0,
"started_at": "2026-05-27T21:16:02.087214+00:00",
"last_bar_ts": 0,
"last_update": "2026-05-27T21:16:04.339917+00:00"
}
data/paper_trades/SQ02_antifake_vol__BTC__15m/trades.jsonl
+1
View File
@@ -0,0 +1 @@
{"ts": "2026-05-27T21:16:02.087241+00:00", "worker": "SQ02_antifake_vol__BTC__15m", "event": "INIT", "capital": 1000, "strategy": "SQ02_antifake_vol", "asset": "BTC", "tf": "15m"}
data/paper_trades/SQ02_antifake_vol__ETH__15m/status.json
+13
View File
@@ -0,0 +1,13 @@
{
"capital": 1000,
"in_position": false,
"direction": 0,
"entry_price": 0,
"entry_time": "",
"bars_held": 0,
"total_trades": 0,
"total_wins": 0,
"started_at": "2026-05-27T21:16:02.087438+00:00",
"last_bar_ts": 0,
"last_update": "2026-05-27T21:16:04.463602+00:00"
}
data/paper_trades/SQ02_antifake_vol__ETH__15m/trades.jsonl
+1
View File
@@ -0,0 +1 @@
{"ts": "2026-05-27T21:16:02.087448+00:00", "worker": "SQ02_antifake_vol__ETH__15m", "event": "INIT", "capital": 1000, "strategy": "SQ02_antifake_vol", "asset": "ETH", "tf": "15m"}
data/paper_trades/status.json
+8
View File
@@ -0,0 +1,8 @@
{
"in_position": false,
"direction": null,
"entry_price": 0,
"entry_time": null,
"bars_held": 0,
"last_update": "2026-05-27T07:40:09.196718+00:00"
}
data/paper_trades/trades_20260527_093510.jsonl
+2
View File
@@ -0,0 +1,2 @@
{"timestamp": "2026-05-27T07:35:10.715321+00:00", "event": "TRAINING", "lookback_days": 365}
{"timestamp": "2026-05-27T07:35:11.967644+00:00", "event": "TRAINING_DONE", "samples": 90, "up_ratio": 48.888888888888886, "train_accuracy": 100.0}
data/paper_trades/trades_20260527_093602.jsonl
+3
View File
@@ -0,0 +1,3 @@
{"timestamp": "2026-05-27T07:36:03.120802+00:00", "event": "STARTUP", "equity": 101459.276155, "testnet": true}
{"timestamp": "2026-05-27T07:36:03.121518+00:00", "event": "TRAINING", "lookback_days": 365}
{"timestamp": "2026-05-27T07:36:04.249123+00:00", "event": "TRAINING_DONE", "samples": 90, "up_ratio": 48.888888888888886, "train_accuracy": 100.0}
data/paper_trades/trades_20260527_100441.jsonl
+6
View File
@@ -0,0 +1,6 @@
{"timestamp": "2026-05-27T08:04:41.544464+00:00", "event": "TRAINING", "lookback_days": 365, "instrument": "ETH-PERPETUAL"}
{"timestamp": "2026-05-27T08:04:42.704464+00:00", "event": "TRAINING_DONE", "samples": 90, "up_ratio": 48.888888888888886, "train_accuracy": 100.0}
{"timestamp": "2026-05-27T08:04:42.918237+00:00", "event": "OPENING", "side": "buy", "amount": 0.216, "price": 2083.75, "virtual_capital": 1000.0, "notional": 450.0, "signal": {"direction": "buy", "probability": 0.75, "squeeze_duration": 10}}
{"timestamp": "2026-05-27T08:04:43.143718+00:00", "event": "OPENED", "order_result": {"order": {"label": "pythagoras-squeeze", "price": 2292.25, "order_id": "USDC-209283595178", "user_id": 81070, "amount": 0.216, "instrument_name": "ETH_USDC-PERPETUAL", "direction": "buy", "time_in_force": "good_til_cancelled", "web": false, "api": true, "creation_timestamp": 1779869083116, "mmp": false, "replaced": false, "post_only": false, "reduce_only": false, "filled_amount": 0.216, "last_update_timestamp": 1779869083116, "average_price": 2083.9, "contracts": 216.0, "order_state": "filled", "order_type": "market", "is_liquidation": false, "risk_reducing": false}, "trades": [{"label": "pythagoras-squeeze", "timestamp": 1779869083116, "state": "filled", "price": 2083.9, "order_id": "USDC-209283595178", "user_id": 81070, "amount": 0.216, "instrument_name": "ETH_USDC-PERPETUAL", "direction": "buy", "index_price": 2083.37, "trade_seq": 6674514, "api": true, "mark_price": 2083.86, "matching_id": null, "tick_direction": 0, "profit_loss": 0.0, "mmp": false, "post_only": false, "reduce_only": false, "self_trade": false, "contracts": 216.0, "trade_id": "USDC-32731729", "fee_currency": "USDC", "order_type": "market", "fee": 0.2250612, "liquidity": "T", "risk_reducing": false}], "data_timestamp": "2026-05-27T08:04:43.126155+00:00"}}
{"timestamp": "2026-05-27T08:04:46.361078+00:00", "event": "CLOSING", "reason": "test", "entry_price": 2083.75, "exit_price": 2083.95, "size": 0.216, "trade_pnl": 0.04, "fee": 0.9, "net_pnl": -0.86, "pnl_pct": -0.086, "bars_held": 0, "capital_before": 1000.0}
{"timestamp": "2026-05-27T08:04:46.574322+00:00", "event": "CLOSED", "result": {"order_id": "USDC-209283608601", "state": "filled", "data_timestamp": "2026-05-27T08:04:46.555823+00:00"}, "net_pnl": -0.86, "pnl_pct": -0.086, "virtual_capital": 999.14}