mindesbunister 2993bc8895 feat: Update v9 with optimal parameters from exhaustive sweep + consolidate files ...

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.

2025-12-01 16:04:42 +01:00

2.9 KiB

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