diff --git a/docs/PROJECT_STATUS.md b/docs/PROJECT_STATUS.md index 35cc3af..f36c5d2 100644 --- a/docs/PROJECT_STATUS.md +++ b/docs/PROJECT_STATUS.md @@ -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) --- diff --git a/docs/STRATEGY_GUIDE.md b/docs/STRATEGY_GUIDE.md index c9c22eb..52ba828 100644 --- a/docs/STRATEGY_GUIDE.md +++ b/docs/STRATEGY_GUIDE.md @@ -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',