joungmin 3e2cdeb2c5 feat: relax WF filter WF_WINDOW 2→4 for 40min candle strategy ...

40min candles generate signals more frequently, making 2-consecutive-loss
blocking too aggressive. Analysis showed WF was blocking trades with 55.9%
win rate vs 43.9% for accepted trades.

WF_WINDOW=4 (4연패 시 차단) reduces blocked trades from 34→3 out of 91,
improving 45-day return from +14.87% to +44.56% with lower drawdown (-3.90%).

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

2026-03-02 15:15:37 +09:00

core

feat: switch vol-lead strategy from 1h to 40min candles

2026-03-02 14:52:48 +09:00

daemon

feat: bear block, trend-continuation entry, partial TP backtest

2026-03-01 10:51:02 +09:00

.env.example

feat: replace volatility breakout with DB-backed real-time trend check

2026-02-28 11:26:26 +09:00

.gitignore

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

atr_sweep.py

fix: persist WF shadow state to DB and tighten ATR max stop

2026-03-02 13:49:32 +09:00

backtest.py

feat: bear block, trend-continuation entry, partial TP backtest

2026-03-01 10:51:02 +09:00

interval_sweep.py

feat: switch vol-lead strategy from 1h to 40min candles

2026-03-02 14:52:48 +09:00

krw_sim.py

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

main.py

feat: add market regime filter and compound reinvestment

2026-03-01 10:14:36 +09:00

momentum_cmp.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

ohlcv_db.py

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

pyproject.toml

feat: initial upbit auto-trader implementation

2026-02-28 10:20:02 +09:00

shadow_sim2.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

shadow_sim3.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

shadow_sim.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

sim_45m40.py

feat: relax WF filter WF_WINDOW 2→4 for 40min candle strategy

2026-03-02 15:15:37 +09:00

sim_365.py

feat: relax WF filter WF_WINDOW 2→4 for 40min candle strategy

2026-03-02 15:15:37 +09:00

STRATEGY.md

feat: add sim_45m40.py and update STRATEGY.md with 40min backtest results

2026-03-02 15:02:45 +09:00

ticker_sim.py

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

trend_check.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

vol_lead_sim.py

feat: replace trend strategy with volume-lead accumulation strategy

2026-03-02 00:22:20 +09:00

wf_cmp2.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

wf_cmp.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

Description

Upbit 자동 트레이딩 봇 - Strategy C + 트레일링 스탑

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