提交图 Warrior_EA/research/run_screen.py
作者 SHA1 备注 提交日期
AnimateDread
ff46cfd57e research(dipz): the vol-gated dip-buy on four indices - screens, bear test, reconciliation
Recovered live config (z20 <= -1.5, exit SMA20 / 10 bars, 3xATR) plus a
Garman-Klass vol-regime gate. Expectancy is monotone in the vol regime in
IS, OOS and full sample, 4/4 indices; the gate reverses on USDJPY/XAUUSD.
D1 2008-2026 survives 2008/2020/2022 (maxDD 2.8%, ret/DD 7.74); the gate
halves trades, so it belongs on H4, never D1. reconcile.py matches the EA
to the backtest trade by trade; combine_charts.py rebuilds the account
curve from per-chart tester runs.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-09-23 13:24:57 -04:00