diff options
| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:20:45 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:20:45 +0900 |
| commit | 98039ac910ab9afcdcb1813d00f3de8de0d2803c (patch) | |
| tree | 648753729955fc7233d00e710f983a69e42672a0 /services/strategy-engine/strategies/macd_strategy.py | |
| parent | 3a256abb8c04ef07f125b0fb41f8f9090d97b136 (diff) | |
feat(strategy): Phase 3 complete — individual strategy upgrades
- RSI: bullish/bearish divergence detection (conviction 0.9)
- MACD: signal-line crossover + zero-line distance conviction
- Grid: trend break exit + out-of-range guard
- Bollinger: squeeze detection + breakout signals + %B conviction
- EMA Crossover: pullback entry mode (wait for EMA retest)
- VWAP: daily reset + 1σ/2σ deviation bands + band-based conviction
- Volume Profile: HVN/LVN node detection for stronger signals
- Combined: adaptive weighting based on sub-strategy win rates
- 363 tests passing
Diffstat (limited to 'services/strategy-engine/strategies/macd_strategy.py')
| -rw-r--r-- | services/strategy-engine/strategies/macd_strategy.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/services/strategy-engine/strategies/macd_strategy.py b/services/strategy-engine/strategies/macd_strategy.py index 4ce0737..356a42b 100644 --- a/services/strategy-engine/strategies/macd_strategy.py +++ b/services/strategy-engine/strategies/macd_strategy.py @@ -102,7 +102,7 @@ class MacdStrategy(BaseStrategy): price=candle.close, quantity=self._quantity, conviction=conv, - reason=f"MACD signal-line bullish crossover", + reason="MACD signal-line bullish crossover", ) # Bearish: MACD crosses below signal elif self._prev_macd >= self._prev_signal and macd_val < signal_val: @@ -115,7 +115,7 @@ class MacdStrategy(BaseStrategy): price=candle.close, quantity=self._quantity, conviction=conv, - reason=f"MACD signal-line bearish crossover", + reason="MACD signal-line bearish crossover", ) # Histogram crossover detection (existing logic, as secondary signal) |
