|
|
d261b36460
|
Add hourly Slack trend report, log all HOLD reasons, whale correlation analysis
- hourly_trend_report.py: standalone cron script (XX:00:30) sends 1h bullish/bearish status
- slack_notifier.py: add send_market_trend_report() — simple bullish/bearish only, no entry signals
- main.py: log all 15 HOLD reasons (not just first 3) for debugging all-HOLD cycles
- backtest/whale_correlation.py: blockchain.com on-chain correlation analysis (result: no signal)
- memory/: update project memory with architecture split, cron layout, feedback
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
|
2026-03-18 13:45:52 +00:00 |
|
|
|
32aa6e40cd
|
Add non-price context filters to backtest (BTC trend, buy pressure, funding)
V3 backtest: add context parameter to signal_generator with three new filters:
- BTC trend filter: skip altcoin BUYs when BTC 1h EMA9<EMA21 + ADX>20
- Buy pressure (OHLCV proxy): penalize BUY score when close near low, boost SELL
- Funding sentiment (BTC perp basis): penalize BUY on overleveraged longs, boost SELL
Results: return -19.07% → -13.48%, max DD -27.19% → -18.25%, BUYs 385 → 189.
Added --no-context CLI flag for A/B comparison.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
|
2026-03-17 16:54:22 +00:00 |
|
