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docs: mise à jour TP scalping 3×ATR → 4×ATR dans la documentation

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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Tika
2026-03-08 21:45:47 +00:00
parent b3983d9ef8
commit 8f3b026f82
2 changed files with 3 additions and 2 deletions
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1
docs/PROJECT_STATUS.md
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@@ -85,6 +85,7 @@
- `yfinance>=1.0.0` (v0.2.32 était cassé, erreur HTTP 429)
- `max_position_size=5.0` (forex : notional value >> capital, ancien 0.05 rejetait tous les trades)
- `scalping_strategy.py` : volume_ratio=2.0 si forex, MACD momentum (pas zero-crossing), risk_per_trade=0.005
- `scalping_strategy.py` : TP changé de 3×ATR → 4×ATR → R:R=2:1, breakeven ~34% (win rate actuel ~39% → rentable)
- Optuna : objective retourne vrai Sharpe (pénalité -999 seulement si < 5 trades)
---

4
docs/STRATEGY_GUIDE.md
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@@ -380,7 +380,7 @@ class ScalpingStrategy(BaseStrategy):
direction='LONG',
entry_price=current['close'],
stop_loss=current['close'] - (2 * current['atr']),
take_profit=current['close'] + (3 * current['atr']), # R:R 1.5
take_profit=current['close'] + (4 * current['atr']), # R:R 2:1 (breakeven ~34%)
confidence=confidence,
timestamp=current.name,
strategy='scalping',
@@ -404,7 +404,7 @@ class ScalpingStrategy(BaseStrategy):
direction='SHORT',
entry_price=current['close'],
stop_loss=current['close'] + (2 * current['atr']),
take_profit=current['close'] - (3 * current['atr']),
take_profit=current['close'] - (4 * current['atr']), # R:R 2:1 (breakeven ~34%)
confidence=confidence,
timestamp=current.name,
strategy='scalping',