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

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:
2026-05-28 00:38:11 +02:00
parent 56bad4741e
commit f42fec9fac
21 changed files with 1230 additions and 0 deletions
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{
"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"
}
@@ -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"}