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
+18
View File
@@ -31,3 +31,21 @@ strategies:
ml_threshold: 0.70
bb_window: 14
sq_threshold: 0.8
- name: MT01_squeeze_mtf
asset: BTC
tf: 15m
enabled: true
params:
ema_period: 20
min_slope: 0.001
vol_filter: true
- name: MT01_squeeze_mtf
asset: ETH
tf: 15m
enabled: true
params:
ema_period: 20
min_slope: 0.001
vol_filter: true