forked from mnbvc188199/Warrior_EA
| Filename | Latest commit message | Latest commit date |
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120afde2a3
Same harness as the D1 screens, forward 30 H4 bars (~5 days), 199 perms, on the surviving htf mid bars (19.8k-36.4k bars per symbol). Question: does the wired alt/volume information carry to H4, for the chart-timeframe decision. Answer: the signal survives but is roughly halved, and the cost side worsens 2.6x per step down. SP500 vix_chg5 clears the family bar with MI|vol 0.0112 (vs 0.031 at D1); volLevel50 (the EA activity feature) is incremental on all four symbols at H4 - USDJPY family-clean, and it is EURUSD strongest non-control signal there too. Gold gvz_chg5 stays incremental (0.0038 vs 0.0197 at D1 - a fifth of the strength). COT is null at H4 on FX (weekly cadence pasted across 30 bars/week dilutes it below detection on EURUSD/JPY; survives conditionally on SP500). Cost table (median spread/ATR; the 1.74xATR geometry in spread units): SP500 138->52->25, EURUSD 282->113->57, USDJPY 230->87->44, XAUUSD 92->34->16 for D1->H4->H1. Every step down multiplies the cost share ~2.6x. Also fixes the disaggregated-COT column name for gold/WTI in the screen (M_Money vs Lev_Money - the same crash the EA-side catalog documents). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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| .. | ||
| __init__.py | ||
| common.py | ||
| cot.py | ||
| DESIGN.md | ||
| eia.py | ||
| export.py | ||
| fred.py | ||
| screen.py | ||
| screen_flow.py | ||
| screen_ivol.py | ||
| screen_macro.py | ||
| screen_tf.py | ||
| screen_wti.py | ||