Commit Graph
1 Commits
Author SHA1 Message Date
momentum devandClaude Opus 4.8 9677c79db4 Learning harness + tunable timing knobs (diagnose 'always late')
- learn_params.py: grid-search the strategy timing/threshold knobs over stored
  sessions, ranking by total P&L AND 'entry_min' (minutes after the open the
  entry fires) — a learning method to find params that enter earlier while
  staying green.
- evaluate_setup(min_bars=...) + BacktestEngine(ready_score_pct/criteria/min_bars)
  now tunable; watcher passes WATCHER_MIN_BARS through (was a no-op: evaluator
  hard-coded 10).

Sweep finding: even the earliest params enter ~28-30 min after the open
(baseline ~33) because the first-pullback setup waits for a pullback to FORM.
Cadence/min_bars are not the bottleneck — the setup design is. Genuine earliness
needs a fast opening-breakout trigger + more historical sessions to learn from.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-16 17:07:08 -04:00