sami7777 82c68fa8b0 Scalping strategy overhaul: bidirectional trading, oil/JPY focus ...

- Switch to oil stocks (USO, XLE, OXY, CVX, XOM, SLB, HAL, DVN, MPC, VLO)
- Add JPY/USD forex pairs for Japan targeting
- 7-action RL space: long, short, close (was 5 long-only actions)
- Bollinger Band mean-reversion scalp entries both directions
- 5-minute candles with 60-second cycles for scalping
- 35 features (added VWAP, fast RSI, fast ROC for scalping)
- Short position support in backtest, executor, and RL environment
- GA tuned for scalping: tighter SL/TP, shorter hold times

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-12 16:45:19 -07:00

0 lines

0 B

Python

Raw Blame History

The file is empty.