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.
24 lines
935 B
Python
24 lines
935 B
Python
from distutils.dep_util import newer_group
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# yes, this is was almost entirely copy-pasted from
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# 'newer_pairwise()', this is just another convenience
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# function.
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def newer_pairwise_group(sources_groups, targets):
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"""Walk both arguments in parallel, testing if each source group is newer
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than its corresponding target. Returns a pair of lists (sources_groups,
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targets) where sources is newer than target, according to the semantics
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of 'newer_group()'.
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"""
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if len(sources_groups) != len(targets):
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raise ValueError("'sources_group' and 'targets' must be the same length")
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# build a pair of lists (sources_groups, targets) where source is newer
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n_sources = []
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n_targets = []
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for i in range(len(sources_groups)):
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if newer_group(sources_groups[i], targets[i]):
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n_sources.append(sources_groups[i])
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n_targets.append(targets[i])
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return n_sources, n_targets
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