kroutony
d261b36460
- 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>
14 lines
442 B
Markdown
14 lines
442 B
Markdown
---
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name: Backtest V3 context filters
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description: V3 added BTC trend, buy pressure, funding sentiment — return improved from -19% to -13%
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type: project
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---
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V3 回測 (2025-07-01 ~ 2026-03-17, $10k):
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- Return: -19.07% → -13.48%
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- Max DD: -27.19% → -18.25%
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- BUYs: 385 → 189 (-51%)
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新增 context 參數：BTC 趨勢過濾、buy_pressure (OHLCV proxy)、funding sentiment (perp basis)。
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只影響 backtest，不影響 production。
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