From 8f3b026f82cf655d31cc841af50fab9ba72e4e0c Mon Sep 17 00:00:00 2001 From: Tika Date: Sun, 8 Mar 2026 21:45:47 +0000 Subject: [PATCH] =?UTF-8?q?docs:=20mise=20=C3=A0=20jour=20TP=20scalping=20?= =?UTF-8?q?3=C3=97ATR=20=E2=86=92=204=C3=97ATR=20dans=20la=20documentation?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Co-Authored-By: Claude Sonnet 4.6 --- docs/PROJECT_STATUS.md | 1 + docs/STRATEGY_GUIDE.md | 4 ++-- 2 files changed, 3 insertions(+), 2 deletions(-) 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',