5f7702469e
- 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.
84 lines
1.3 KiB
Python
84 lines
1.3 KiB
Python
from pandas._libs.tslibs.offsets import ( # noqa:F401
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FY5253,
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BaseOffset,
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BDay,
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BMonthBegin,
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BMonthEnd,
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BQuarterBegin,
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BQuarterEnd,
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BusinessDay,
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BusinessHour,
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BusinessMonthBegin,
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BusinessMonthEnd,
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BYearBegin,
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BYearEnd,
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CBMonthBegin,
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CBMonthEnd,
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CDay,
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CustomBusinessDay,
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CustomBusinessHour,
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CustomBusinessMonthBegin,
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CustomBusinessMonthEnd,
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DateOffset,
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Day,
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Easter,
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FY5253Quarter,
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Hour,
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LastWeekOfMonth,
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Micro,
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Milli,
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Minute,
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MonthBegin,
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MonthEnd,
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Nano,
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QuarterBegin,
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QuarterEnd,
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Second,
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SemiMonthBegin,
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SemiMonthEnd,
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Tick,
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Week,
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WeekOfMonth,
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YearBegin,
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YearEnd,
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)
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__all__ = [
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"Day",
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"BusinessDay",
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"BDay",
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"CustomBusinessDay",
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"CDay",
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"CBMonthEnd",
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"CBMonthBegin",
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"MonthBegin",
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"BMonthBegin",
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"MonthEnd",
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"BMonthEnd",
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"SemiMonthEnd",
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"SemiMonthBegin",
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"BusinessHour",
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"CustomBusinessHour",
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"YearBegin",
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"BYearBegin",
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"YearEnd",
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"BYearEnd",
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"QuarterBegin",
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"BQuarterBegin",
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"QuarterEnd",
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"BQuarterEnd",
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"LastWeekOfMonth",
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"FY5253Quarter",
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"FY5253",
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"Week",
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"WeekOfMonth",
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"Easter",
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"Hour",
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"Minute",
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"Second",
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"Milli",
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"Micro",
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"Nano",
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"DateOffset",
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]
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