- strategy.py: rewrite should_buy() with volume-lead logic - detect accumulation: vol spike + 2h quiet price → record signal_price - entry: price rises ≥ TREND_AFTER_VOL% from signal_price - signal reset: timeout (8h) or price drops below signal_price - .env: add PRICE_QUIET_PCT=2.0, TREND_AFTER_VOL=4.8, SIGNAL_TIMEOUT_H=8.0 - vol_lead_sim.py: add parameter sweep 0.5~5.0% + fine sweep 4.0~5.0% Backtest result (9 tickers, 2026-01-15~): +4.8% threshold 26 trades | 69% win rate | +73.38% cumulative (vs A 33 trades 45% +24.25%) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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