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