Adriano Dal Pastro 64d98a070d feat(skyhook): SKH01 dual-TF regime+breakout engine + honest eval harness ...

Porting onesto del sistema ES Skyhook su BTC/ETH certificati:
- src/strategies/skyhook.py: 690m(segnale)+230m(exec) da 5m; BuzVola/BuzVolume
  Chande 0-100 (ancore demo verificate); Donchian breakout HTF; regime gate;
  composer; entries asimmetrici (uscitalong/short + stop/profit ATR) per backtest_signals.
- scripts/research/skyhook/skyhooklib.py: study (FULL/HOLD/fee-sweep/per-anno BTC&ETH),
  causality guard (0 mismatch), marginal-vs-TP01.
Baseline: BTC FULL Sh +0.91/+581%, ETH +0.64/+255%, fee-surviving, ma HOLD-OUT debole -> da migliorare.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-23 14:33:54 +00:00

..

skyhooklib.py

feat(skyhook): SKH01 dual-TF regime+breakout engine + honest eval harness

2026-06-23 14:33:54 +00:00