ответвлён от ayantrader/OnlineFDR
| Имя файла | Текст последнего коммита | Дата последнего коммита |
|---|---|---|
LORD3, LORD++ and SAFFRON driven by an alpha-wealth budget, a causal stationary-block-bootstrap p-value source, and five deliberately different signal rules that produce a genuine online stream. The calibration bench establishes p-value validity and FDR control on synthetic data with known ground truth before any market data is involved; the dependence bench maps where the guarantee breaks and what the throttle recovers; the stream bench runs the whole pipeline on real bars. AlphaWealth draws the budget draining in a subwindow, and FdrFilterEA runs the gate against its own control arm. |
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| FdrFilterEA.mq5 | ||