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Files changed (3) hide show
  1. app.py +9 -2
  2. config.json +3 -1
  3. user_advisor_setups.json +541 -541
app.py CHANGED
@@ -757,8 +757,15 @@ def run_backtest(data, params,
757
 
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  ma_is_valid = pd.notna(df['large_ma'])
759
 
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- long_entry_trigger = base_long_trigger & adx_allows_entry & (df['long_confidence_score'] >= params['confidence_threshold']) & ma_is_valid
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- short_entry_trigger = base_short_trigger & adx_allows_entry & (df['short_confidence_score'] >= params['confidence_threshold']) & ma_is_valid
 
 
 
 
 
 
 
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  if analysis_start_date is not None:
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  date_mask = df.index >= pd.Timestamp(analysis_start_date)
 
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  ma_is_valid = pd.notna(df['large_ma'])
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+ # [SURGICAL PATCH START] --------------------------------------------------
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+ # Check if ALL confidence indicators are disabled
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+ all_indicators_off = not any([use_rsi, use_volatility, use_trend, use_volume, use_macd, use_ma_slope, use_markov])
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+
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+ # If indicators are OFF, we bypass the confidence check (allow raw signal)
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+ # Otherwise, we enforce the confidence threshold as usual
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+ long_entry_trigger = base_long_trigger & adx_allows_entry & ((df['long_confidence_score'] >= params['confidence_threshold']) | all_indicators_off) & ma_is_valid
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+ short_entry_trigger = base_short_trigger & adx_allows_entry & ((df['short_confidence_score'] >= params['confidence_threshold']) | all_indicators_off) & ma_is_valid
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+ # [SURGICAL PATCH END] ----------------------------------------------------
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  if analysis_start_date is not None:
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  date_mask = df.index >= pd.Timestamp(analysis_start_date)
config.json CHANGED
@@ -37,5 +37,7 @@
37
  "ma_slope_w": 2.0,
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  "use_markov": false,
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  "markov_w": 1.0,
40
- "max_trading_days": 60
 
 
41
  }
 
37
  "ma_slope_w": 2.0,
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  "use_markov": false,
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  "markov_w": 1.0,
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+ "max_trading_days": 60,
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+ "max_long_duration": 60,
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+ "max_short_duration": 3
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  }
user_advisor_setups.json CHANGED
@@ -1,542 +1,542 @@
1
- [
2
- {
3
- "Run": true,
4
- "Notes": "4% profit, 1 trade a day, 2.4 W/L ratio",
5
- "RSI": "0.5",
6
- "Volatility": "Off",
7
- "TREND": "Off",
8
- "Volume": "0.5",
9
- "MACD": "2",
10
- "MA Slope": "Off",
11
- "Markov": "Off",
12
- "ADX Filter": "25",
13
- "Conf. Threshold": 30,
14
- "Large MA Period": 70,
15
- "Bollinger Band Period": 32,
16
- "Bollinger Band Std Dev": 1.4,
17
- "Long Entry Threshold (%)": 1.0,
18
- "Long Exit Threshold (%)": 0.0,
19
- "Long Stop Loss (%)": 20.0,
20
- "Long Delay (Days)": 0,
21
- "Short Entry Threshold (%)": 0.0,
22
- "Short Exit Threshold (%)": 0.0,
23
- "Short Stop Loss (%)": 20.0,
24
- "Short Delay (Days)": 0,
25
- "Z_Avg_Profit": 0.0,
26
- "Z_Num_Trades": 0,
27
- "Z_WL_Ratio": 0.0
28
- },
29
- {
30
- "Run": true,
31
- "Notes": "1.5% profit/trade, Avg 2 trades a day, 1.6 W/L Ratio",
32
- "RSI": "1.5",
33
- "Volatility": "Off",
34
- "TREND": "Off",
35
- "Volume": "Off",
36
- "MACD": "Off",
37
- "MA Slope": "Off",
38
- "Markov": "Off",
39
- "ADX Filter": "Off",
40
- "Conf. Threshold": 55,
41
- "Large MA Period": 70,
42
- "Bollinger Band Period": 32,
43
- "Bollinger Band Std Dev": 1.4,
44
- "Long Entry Threshold (%)": 1.0,
45
- "Long Exit Threshold (%)": 0.0,
46
- "Long Stop Loss (%)": 20.0,
47
- "Long Delay (Days)": 0,
48
- "Short Entry Threshold (%)": 0.0,
49
- "Short Exit Threshold (%)": 0.0,
50
- "Short Stop Loss (%)": 20.0,
51
- "Short Delay (Days)": 0,
52
- "Z_Avg_Profit": 0.0,
53
- "Z_Num_Trades": 0,
54
- "Z_WL_Ratio": 0.0
55
- },
56
- {
57
- "Run": true,
58
- "Notes": "10% profit/trade, 4.75 W/L ratio, but 23 found in 10 years",
59
- "RSI": "0.5",
60
- "Volatility": "Off",
61
- "TREND": "Off",
62
- "Volume": "0.5",
63
- "MACD": "2",
64
- "MA Slope": "Off",
65
- "Markov": "Off",
66
- "ADX Filter": "Off",
67
- "Conf. Threshold": 50,
68
- "Large MA Period": 70,
69
- "Bollinger Band Period": 32,
70
- "Bollinger Band Std Dev": 1.4,
71
- "Long Entry Threshold (%)": 1.0,
72
- "Long Exit Threshold (%)": 0.5,
73
- "Long Stop Loss (%)": 20.0,
74
- "Long Delay (Days)": 0,
75
- "Short Entry Threshold (%)": 0.0,
76
- "Short Exit Threshold (%)": 0.0,
77
- "Short Stop Loss (%)": 20.0,
78
- "Short Delay (Days)": 0,
79
- "Z_Avg_Profit": 0.0,
80
- "Z_Num_Trades": 0,
81
- "Z_WL_Ratio": 0.0
82
- },
83
- {
84
- "Run": true,
85
- "Notes": "6% profit, 3.6 W/L ratio, 37 in 10 years",
86
- "RSI": "1",
87
- "Volatility": "Off",
88
- "TREND": "Off",
89
- "Volume": "1",
90
- "MACD": "2",
91
- "MA Slope": "Off",
92
- "Markov": "Off",
93
- "ADX Filter": "Off",
94
- "Conf. Threshold": 55,
95
- "Large MA Period": 70,
96
- "Bollinger Band Period": 32,
97
- "Bollinger Band Std Dev": 1.4,
98
- "Long Entry Threshold (%)": 1.0,
99
- "Long Exit Threshold (%)": 0.0,
100
- "Long Stop Loss (%)": 20.0,
101
- "Long Delay (Days)": 0,
102
- "Short Entry Threshold (%)": 0.0,
103
- "Short Exit Threshold (%)": 0.0,
104
- "Short Stop Loss (%)": 20.0,
105
- "Short Delay (Days)": 0,
106
- "Z_Avg_Profit": 0.0,
107
- "Z_Num_Trades": 0,
108
- "Z_WL_Ratio": 0.0
109
- },
110
- {
111
- "Run": true,
112
- "Notes": "7.3% profit, 2.1 W/L ratio, 153 in 10 years",
113
- "RSI": "1.5",
114
- "Volatility": "Off",
115
- "TREND": "Off",
116
- "Volume": "1",
117
- "MACD": "2",
118
- "MA Slope": "Off",
119
- "Markov": "Off",
120
- "ADX Filter": "Off",
121
- "Conf. Threshold": 55,
122
- "Large MA Period": 70,
123
- "Bollinger Band Period": 32,
124
- "Bollinger Band Std Dev": 1.4,
125
- "Long Entry Threshold (%)": 1.0,
126
- "Long Exit Threshold (%)": 0.0,
127
- "Long Stop Loss (%)": 20.0,
128
- "Long Delay (Days)": 0,
129
- "Short Entry Threshold (%)": 0.0,
130
- "Short Exit Threshold (%)": 0.0,
131
- "Short Stop Loss (%)": 20.0,
132
- "Short Delay (Days)": 0,
133
- "Z_Avg_Profit": 0.0,
134
- "Z_Num_Trades": 0,
135
- "Z_WL_Ratio": 0.0
136
- },
137
- {
138
- "Run": true,
139
- "Notes": "Pure Bollinger Breakout no filters. For show 13164 Long trades.",
140
- "RSI": "Off",
141
- "Volatility": "Off",
142
- "TREND": "Off",
143
- "Volume": "Off",
144
- "MACD": "Off",
145
- "MA Slope": "Off",
146
- "Markov": "Off",
147
- "ADX Filter": "Off",
148
- "Conf. Threshold": 0,
149
- "Large MA Period": 70,
150
- "Bollinger Band Period": 32,
151
- "Bollinger Band Std Dev": 1.4,
152
- "Long Entry Threshold (%)": 1.0,
153
- "Long Exit Threshold (%)": 0.0,
154
- "Long Stop Loss (%)": 20.0,
155
- "Long Delay (Days)": 0,
156
- "Short Entry Threshold (%)": 0.0,
157
- "Short Exit Threshold (%)": 0.0,
158
- "Short Stop Loss (%)": 20.0,
159
- "Short Delay (Days)": 0,
160
- "Z_Avg_Profit": 0.0,
161
- "Z_Num_Trades": 0,
162
- "Z_WL_Ratio": 0.0
163
- },
164
- {
165
- "Run": true,
166
- "Notes": "2.15% profit, 1 trade a week, 1.43 W/L ratio",
167
- "RSI": "2",
168
- "Volatility": "Off",
169
- "TREND": "Off",
170
- "Volume": "1",
171
- "MACD": "2",
172
- "MA Slope": "Off",
173
- "Markov": "Off",
174
- "ADX Filter": "Off",
175
- "Conf. Threshold": 55,
176
- "Large MA Period": 70,
177
- "Bollinger Band Period": 32,
178
- "Bollinger Band Std Dev": 1.4,
179
- "Long Entry Threshold (%)": 1.0,
180
- "Long Exit Threshold (%)": 0.0,
181
- "Long Stop Loss (%)": 20.0,
182
- "Long Delay (Days)": 0,
183
- "Short Entry Threshold (%)": 0.0,
184
- "Short Exit Threshold (%)": 0.0,
185
- "Short Stop Loss (%)": 20.0,
186
- "Short Delay (Days)": 0,
187
- "Z_Avg_Profit": 0.0,
188
- "Z_Num_Trades": 0,
189
- "Z_WL_Ratio": 0.0
190
- },
191
- {
192
- "Run": true,
193
- "Notes": "Hunt Shorts. RSI 0.5, Vol 1, MACD 2, ADX25, Std Dv 2.2, conf 50 ",
194
- "RSI": "0.5",
195
- "Volatility": "Off",
196
- "TREND": "Off",
197
- "Volume": "1",
198
- "MACD": "2",
199
- "MA Slope": "Off",
200
- "Markov": "Off",
201
- "ADX Filter": "25",
202
- "Conf. Threshold": 55,
203
- "Large MA Period": 70,
204
- "Bollinger Band Period": 32,
205
- "Bollinger Band Std Dev": 1.4,
206
- "Long Entry Threshold (%)": 1.0,
207
- "Long Exit Threshold (%)": 0.0,
208
- "Long Stop Loss (%)": 20.0,
209
- "Long Delay (Days)": 0,
210
- "Short Entry Threshold (%)": 0.0,
211
- "Short Exit Threshold (%)": 0.0,
212
- "Short Stop Loss (%)": 20.0,
213
- "Short Delay (Days)": 0,
214
- "Z_Avg_Profit": 0.0,
215
- "Z_Num_Trades": 0,
216
- "Z_WL_Ratio": 0.0
217
- },
218
- {
219
- "Run": false,
220
- "Notes": "",
221
- "RSI": "Off",
222
- "Volatility": "Off",
223
- "TREND": "Off",
224
- "Volume": "Off",
225
- "MACD": "Off",
226
- "MA Slope": "Off",
227
- "Markov": "Off",
228
- "ADX Filter": "Off",
229
- "Conf. Threshold": 0,
230
- "Large MA Period": 70,
231
- "Bollinger Band Period": 32,
232
- "Bollinger Band Std Dev": 2.2,
233
- "Long Entry Threshold (%)": 1.0,
234
- "Long Exit Threshold (%)": 0.0,
235
- "Long Stop Loss (%)": 20.0,
236
- "Long Delay (Days)": 0,
237
- "Short Entry Threshold (%)": 0.0,
238
- "Short Exit Threshold (%)": 0.0,
239
- "Short Stop Loss (%)": 20.0,
240
- "Short Delay (Days)": 0,
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- "Z_Avg_Profit": 0.0,
242
- "Z_Num_Trades": 0,
243
- "Z_WL_Ratio": 0.0
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- },
245
- {
246
- "Run": false,
247
- "Notes": "",
248
- "RSI": "Off",
249
- "Volatility": "Off",
250
- "TREND": "Off",
251
- "Volume": "Off",
252
- "MACD": "Off",
253
- "MA Slope": "Off",
254
- "Markov": "Off",
255
- "ADX Filter": "Off",
256
- "Conf. Threshold": 0,
257
- "Large MA Period": 70,
258
- "Bollinger Band Period": 32,
259
- "Bollinger Band Std Dev": 1.4,
260
- "Long Entry Threshold (%)": 1.0,
261
- "Long Exit Threshold (%)": 0.0,
262
- "Long Stop Loss (%)": 20.0,
263
- "Long Delay (Days)": 0,
264
- "Short Entry Threshold (%)": 0.0,
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- "Short Exit Threshold (%)": 0.0,
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- "Short Stop Loss (%)": 20.0,
267
- "Short Delay (Days)": 0,
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- "Z_Avg_Profit": 0.0,
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- "Z_Num_Trades": 0,
270
- "Z_WL_Ratio": 0.0
271
- },
272
- {
273
- "Run": false,
274
- "Notes": "",
275
- "RSI": "Off",
276
- "Volatility": "Off",
277
- "TREND": "Off",
278
- "Volume": "0.5",
279
- "MACD": "2",
280
- "MA Slope": "Off",
281
- "Markov": "Off",
282
- "ADX Filter": "Off",
283
- "Conf. Threshold": 30,
284
- "Large MA Period": 70,
285
- "Bollinger Band Period": 20,
286
- "Bollinger Band Std Dev": 1.4,
287
- "Long Entry Threshold (%)": 1.0,
288
- "Long Exit Threshold (%)": 0.0,
289
- "Long Stop Loss (%)": 20.0,
290
- "Long Delay (Days)": 0,
291
- "Short Entry Threshold (%)": 0.0,
292
- "Short Exit Threshold (%)": 0.0,
293
- "Short Stop Loss (%)": 20.0,
294
- "Short Delay (Days)": 0,
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- "Z_Avg_Profit": 0.0,
296
- "Z_Num_Trades": 0,
297
- "Z_WL_Ratio": 0.0
298
- },
299
- {
300
- "Run": false,
301
- "Notes": "",
302
- "RSI": "Off",
303
- "Volatility": "Off",
304
- "TREND": "Off",
305
- "Volume": "Off",
306
- "MACD": "Off",
307
- "MA Slope": "Off",
308
- "Markov": "Off",
309
- "ADX Filter": "Off",
310
- "Conf. Threshold": 50,
311
- "Large MA Period": 50,
312
- "Bollinger Band Period": 20,
313
- "Bollinger Band Std Dev": 2.0,
314
- "Long Entry Threshold (%)": 0.0,
315
- "Long Exit Threshold (%)": 0.0,
316
- "Long Stop Loss (%)": 8.0,
317
- "Long Delay (Days)": 0,
318
- "Short Entry Threshold (%)": 0.0,
319
- "Short Exit Threshold (%)": 0.0,
320
- "Short Stop Loss (%)": 8.0,
321
- "Short Delay (Days)": 0,
322
- "Z_Avg_Profit": 0.0,
323
- "Z_Num_Trades": 0,
324
- "Z_WL_Ratio": 0.0
325
- },
326
- {
327
- "Run": false,
328
- "Notes": "",
329
- "RSI": "Off",
330
- "Volatility": "Off",
331
- "TREND": "Off",
332
- "Volume": "Off",
333
- "MACD": "Off",
334
- "MA Slope": "Off",
335
- "Markov": "Off",
336
- "ADX Filter": "Off",
337
- "Conf. Threshold": 50,
338
- "Large MA Period": 50,
339
- "Bollinger Band Period": 20,
340
- "Bollinger Band Std Dev": 2.0,
341
- "Long Entry Threshold (%)": 0.0,
342
- "Long Exit Threshold (%)": 0.0,
343
- "Long Stop Loss (%)": 8.0,
344
- "Long Delay (Days)": 0,
345
- "Short Entry Threshold (%)": 0.0,
346
- "Short Exit Threshold (%)": 0.0,
347
- "Short Stop Loss (%)": 8.0,
348
- "Short Delay (Days)": 0,
349
- "Z_Avg_Profit": 0.0,
350
- "Z_Num_Trades": 0,
351
- "Z_WL_Ratio": 0.0
352
- },
353
- {
354
- "Run": false,
355
- "Notes": "",
356
- "RSI": "Off",
357
- "Volatility": "Off",
358
- "TREND": "Off",
359
- "Volume": "Off",
360
- "MACD": "Off",
361
- "MA Slope": "Off",
362
- "Markov": "Off",
363
- "ADX Filter": "Off",
364
- "Conf. Threshold": 50,
365
- "Large MA Period": 50,
366
- "Bollinger Band Period": 20,
367
- "Bollinger Band Std Dev": 2.0,
368
- "Long Entry Threshold (%)": 0.0,
369
- "Long Exit Threshold (%)": 0.0,
370
- "Long Stop Loss (%)": 8.0,
371
- "Long Delay (Days)": 0,
372
- "Short Entry Threshold (%)": 0.0,
373
- "Short Exit Threshold (%)": 0.0,
374
- "Short Stop Loss (%)": 8.0,
375
- "Short Delay (Days)": 0,
376
- "Z_Avg_Profit": 0.0,
377
- "Z_Num_Trades": 0,
378
- "Z_WL_Ratio": 0.0
379
- },
380
- {
381
- "Run": false,
382
- "Notes": "",
383
- "RSI": "Off",
384
- "Volatility": "Off",
385
- "TREND": "Off",
386
- "Volume": "Off",
387
- "MACD": "Off",
388
- "MA Slope": "Off",
389
- "Markov": "Off",
390
- "ADX Filter": "Off",
391
- "Conf. Threshold": 50,
392
- "Large MA Period": 50,
393
- "Bollinger Band Period": 20,
394
- "Bollinger Band Std Dev": 2.0,
395
- "Long Entry Threshold (%)": 0.0,
396
- "Long Exit Threshold (%)": 0.0,
397
- "Long Stop Loss (%)": 8.0,
398
- "Long Delay (Days)": 0,
399
- "Short Entry Threshold (%)": 0.0,
400
- "Short Exit Threshold (%)": 0.0,
401
- "Short Stop Loss (%)": 8.0,
402
- "Short Delay (Days)": 0,
403
- "Z_Avg_Profit": 0.0,
404
- "Z_Num_Trades": 0,
405
- "Z_WL_Ratio": 0.0
406
- },
407
- {
408
- "Run": false,
409
- "Notes": "",
410
- "RSI": "Off",
411
- "Volatility": "Off",
412
- "TREND": "Off",
413
- "Volume": "Off",
414
- "MACD": "Off",
415
- "MA Slope": "Off",
416
- "Markov": "Off",
417
- "ADX Filter": "Off",
418
- "Conf. Threshold": 50,
419
- "Large MA Period": 50,
420
- "Bollinger Band Period": 20,
421
- "Bollinger Band Std Dev": 2.0,
422
- "Long Entry Threshold (%)": 0.0,
423
- "Long Exit Threshold (%)": 0.0,
424
- "Long Stop Loss (%)": 8.0,
425
- "Long Delay (Days)": 0,
426
- "Short Entry Threshold (%)": 0.0,
427
- "Short Exit Threshold (%)": 0.0,
428
- "Short Stop Loss (%)": 8.0,
429
- "Short Delay (Days)": 0,
430
- "Z_Avg_Profit": 0.0,
431
- "Z_Num_Trades": 0,
432
- "Z_WL_Ratio": 0.0
433
- },
434
- {
435
- "Run": false,
436
- "Notes": "",
437
- "RSI": "Off",
438
- "Volatility": "Off",
439
- "TREND": "Off",
440
- "Volume": "Off",
441
- "MACD": "Off",
442
- "MA Slope": "Off",
443
- "Markov": "Off",
444
- "ADX Filter": "Off",
445
- "Conf. Threshold": 50,
446
- "Large MA Period": 50,
447
- "Bollinger Band Period": 20,
448
- "Bollinger Band Std Dev": 2.0,
449
- "Long Entry Threshold (%)": 0.0,
450
- "Long Exit Threshold (%)": 0.0,
451
- "Long Stop Loss (%)": 8.0,
452
- "Long Delay (Days)": 0,
453
- "Short Entry Threshold (%)": 0.0,
454
- "Short Exit Threshold (%)": 0.0,
455
- "Short Stop Loss (%)": 8.0,
456
- "Short Delay (Days)": 0,
457
- "Z_Avg_Profit": 0.0,
458
- "Z_Num_Trades": 0,
459
- "Z_WL_Ratio": 0.0
460
- },
461
- {
462
- "Run": false,
463
- "Notes": "",
464
- "RSI": "Off",
465
- "Volatility": "Off",
466
- "TREND": "Off",
467
- "Volume": "Off",
468
- "MACD": "Off",
469
- "MA Slope": "Off",
470
- "Markov": "Off",
471
- "ADX Filter": "Off",
472
- "Conf. Threshold": 50,
473
- "Large MA Period": 50,
474
- "Bollinger Band Period": 20,
475
- "Bollinger Band Std Dev": 2.0,
476
- "Long Entry Threshold (%)": 0.0,
477
- "Long Exit Threshold (%)": 0.0,
478
- "Long Stop Loss (%)": 8.0,
479
- "Long Delay (Days)": 0,
480
- "Short Entry Threshold (%)": 0.0,
481
- "Short Exit Threshold (%)": 0.0,
482
- "Short Stop Loss (%)": 8.0,
483
- "Short Delay (Days)": 0,
484
- "Z_Avg_Profit": 0.0,
485
- "Z_Num_Trades": 0,
486
- "Z_WL_Ratio": 0.0
487
- },
488
- {
489
- "Run": false,
490
- "Notes": "",
491
- "RSI": "Off",
492
- "Volatility": "Off",
493
- "TREND": "Off",
494
- "Volume": "Off",
495
- "MACD": "Off",
496
- "MA Slope": "Off",
497
- "Markov": "Off",
498
- "ADX Filter": "Off",
499
- "Conf. Threshold": 50,
500
- "Large MA Period": 50,
501
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522
+ "MACD": "Off",
523
+ "MA Slope": "Off",
524
+ "Markov": "Off",
525
+ "ADX Filter": "Off",
526
+ "Conf. Threshold": 50,
527
+ "Large MA Period": 50,
528
+ "Bollinger Band Period": 20,
529
+ "Bollinger Band Std Dev": 2.0,
530
+ "Long Entry Threshold (%)": 0.0,
531
+ "Long Exit Threshold (%)": 0.0,
532
+ "Long Stop Loss (%)": 8.0,
533
+ "Long Delay (Days)": 0,
534
+ "Short Entry Threshold (%)": 0.0,
535
+ "Short Exit Threshold (%)": 0.0,
536
+ "Short Stop Loss (%)": 8.0,
537
+ "Short Delay (Days)": 0,
538
+ "Z_Avg_Profit": 0.0,
539
+ "Z_Num_Trades": 0,
540
+ "Z_WL_Ratio": 0.0
541
+ }
542
  ]