remove: V10 momentum system - backtest proved it adds no value
- Removed v10 TradingView indicator (moneyline_v10_momentum_dots.pinescript) - Removed v10 penalty system from signal-quality.ts (-30/-25 point penalties) - Removed backtest result files (sweep_*.csv) - Updated copilot-instructions.md to remove v10 references - Simplified direction-specific quality thresholds (LONG 90+, SHORT 80+) Rationale: - 1,944 parameter combinations tested in backtest - All top results IDENTICAL (568 trades, $498 P&L, 61.09% WR) - Momentum parameters had ZERO impact on trade selection - Profit factor 1.027 too low (barely profitable after fees) - Max drawdown -$1,270 vs +$498 profit = terrible risk-reward - v10 penalties were blocking good trades (bug: applied to wrong positions) Keeping v9 as production system - simpler, proven, effective.
This commit is contained in:
@@ -0,0 +1,23 @@
|
||||
import os
|
||||
import errno
|
||||
import sys
|
||||
|
||||
from .extern import six
|
||||
|
||||
|
||||
def _makedirs_31(path, exist_ok=False):
|
||||
try:
|
||||
os.makedirs(path)
|
||||
except OSError as exc:
|
||||
if not exist_ok or exc.errno != errno.EEXIST:
|
||||
raise
|
||||
|
||||
|
||||
# rely on compatibility behavior until mode considerations
|
||||
# and exists_ok considerations are disentangled.
|
||||
# See https://github.com/pypa/setuptools/pull/1083#issuecomment-315168663
|
||||
needs_makedirs = (
|
||||
six.PY2 or
|
||||
(3, 4) <= sys.version_info < (3, 4, 1)
|
||||
)
|
||||
makedirs = _makedirs_31 if needs_makedirs else os.makedirs
|
||||
Reference in New Issue
Block a user