2993bc8895
Parameter updates (from 4,096 config sweep analysis): - flipThreshold: 0.6 → 0.5 (optimal for reversal confirmation) - adxMin: 18 → 21 (stronger trend filter) - longPosMax: 85 → 75 (prevent chasing tops) - shortPosMin: 15 → 20 (catch momentum shorts) - volMin: 0.7 → 1.0 (stronger conviction requirement) File consolidation: - Archived moneyline_v9_ma_gap_clean.pinescript (suboptimal defaults) - Archived moneyline_v9_test.pinescript (suboptimal defaults, missing MA gap) - Kept moneyline_v9_ma_gap.pinescript as canonical v9 (optimal + MA gap analysis) Result: Single v9 file with optimal defaults producing 19.44% returns over 4 months (194.4% annualized) from sweep validation.
61 lines
2.9 KiB
Bash
Executable File
61 lines
2.9 KiB
Bash
Executable File
#!/bin/bash
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echo "=================================================================================================="
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echo "🏆 V9 MONEY LINE PARAMETER SWEEP RESULTS - 4,096 CONFIGURATIONS TESTED"
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echo "=================================================================================================="
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echo ""
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# Top 10 unique by performance
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echo "📊 TOP 10 CONFIGURATIONS BY P&L PER $1,000:"
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echo ""
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head -11 v9_exhaustive_4096_combined_sorted.csv | tail -10 | while IFS=',' read rank trades wr pnl pnl1k pf dd sr flip ma adx lp sp cool pos tp1 tp2 sl tp1c trail vol bars; do
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wr_pct=$(awk "BEGIN {printf \"%.1f\", $wr * 100}")
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echo "Rank #$rank: \$$pnl1k per \$1k | $trades trades | ${wr_pct}% WR | Total: \$$pnl"
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echo " ├─ Trend: flip=$flip ma_gap=$ma adx=$adx long_pos=$lp short_pos=$sp cooldown=$cool"
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echo " └─ Risk: TP1=${tp1}x TP2=${tp2}x SL=${sl}x Trail=${trail}x TP1_close=${tp1c}% vol=$vol"
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echo ""
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done
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echo "=================================================================================================="
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echo "📈 KEY FINDINGS:"
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echo "=================================================================================================="
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# Count unique pnl_per_1k values
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unique_pnl=$(tail -n +2 v9_exhaustive_4096_combined_sorted.csv | cut -d',' -f5 | sort -u | wc -l)
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total_configs=$(tail -n +2 v9_exhaustive_4096_combined_sorted.csv | wc -l)
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echo "Total Configurations Tested: $total_configs"
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echo "Unique P&L Results: $unique_pnl"
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echo ""
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# Best and worst
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best=$(head -2 v9_exhaustive_4096_combined_sorted.csv | tail -1 | cut -d',' -f5)
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worst=$(tail -1 v9_exhaustive_4096_combined_sorted.csv | cut -d',' -f5)
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echo "💰 Best Performance: \$$best per \$1,000"
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echo "💸 Worst Performance: \$$worst per \$1,000"
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echo ""
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# Parameter insensitivity check
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echo "🔍 PARAMETER SENSITIVITY ANALYSIS:"
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echo ""
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# Check flip_threshold variation in top 10
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flip_04=$(head -11 v9_exhaustive_4096_combined_sorted.csv | tail -10 | cut -d',' -f9 | grep -c "0.4")
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flip_05=$(head -11 v9_exhaustive_4096_combined_sorted.csv | tail -10 | cut -d',' -f9 | grep -c "0.5")
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echo " flip_threshold in top 10: 0.4 appears $flip_04 times, 0.5 appears $flip_05 times"
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# Check ma_gap variation (should all be identical if insensitive)
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ma_gaps=$(head -11 v9_exhaustive_4096_combined_sorted.csv | tail -10 | cut -d',' -f10 | sort -u | wc -l)
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echo " ma_gap variations in top 10: $ma_gaps unique values (if >1, parameter matters)"
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# Check cooldown impact
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cool_1=$(head -11 v9_exhaustive_4096_combined_sorted.csv | tail -10 | cut -d',' -f14 | grep -c "^1$")
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cool_2=$(head -11 v9_exhaustive_4096_combined_sorted.csv | tail -10 | cut -d',' -f14 | grep -c "^2$")
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cool_4=$(head -11 v9_exhaustive_4096_combined_sorted.csv | tail -10 | cut -d',' -f14 | grep -c "^4$")
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echo " cooldown in top 10: 1=$cool_1, 2=$cool_2, 4=$cool_4 (clear winner if one dominates)"
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echo ""
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echo "=================================================================================================="
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