mindesbunister
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7e1fe1cc30
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feat: V9 advanced parameter sweep with MA gap filter (810K configs)
Parameter space expansion:
- Original 15 params: 101K configurations
- NEW: MA gap filter (3 dimensions) = 18× expansion
- Total: ~810,000 configurations across 4 time profiles
- Chunk size: 1,000 configs/chunk = ~810 chunks
MA Gap Filter parameters:
- use_ma_gap: True/False (2 values)
- ma_gap_min_long: -5.0%, 0%, +5.0% (3 values)
- ma_gap_min_short: -5.0%, 0%, +5.0% (3 values)
Implementation:
- money_line_v9.py: Full v9 indicator with MA gap logic
- v9_advanced_worker.py: Chunk processor (1,000 configs)
- v9_advanced_coordinator.py: Work distributor (2 EPYC workers)
- run_v9_advanced_sweep.sh: Startup script (generates + launches)
Infrastructure:
- Uses existing EPYC cluster (64 cores total)
- Worker1: bd-epyc-02 (32 threads)
- Worker2: bd-host01 (32 threads via SSH hop)
- Expected runtime: 70-80 hours
- Database: SQLite (chunk tracking + results)
Goal: Find optimal MA gap thresholds for filtering false breakouts
during MA whipsaw zones while preserving trend entries.
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2025-12-01 18:11:47 +01:00 |
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