| 06-05 10:15 | L2 |
weights |
"{\"macd\": 0.066, \"vwap\": 0.254, \"bollinger\": 0.073, \"trend_follow\": 0.192, \"mean_reversion\": 0.254, \"volume_breakout\": 0.161}" |
"{\"macd\": 0.046, \"volume_breakout\": 0.175, \"mean_reversion\": 0.178, \"bollinger\": 0.051, \"vwap\": 0.263, \"trend_follow\": 0.286}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-05 05:00 | L2 |
weights |
"{\"macd\": 0.094, \"vwap\": 0.213, \"bollinger\": 0.105, \"trend_follow\": 0.099, \"mean_reversion\": 0.355, \"volume_breakout\": 0.134}" |
"{\"macd\": 0.066, \"volume_breakout\": 0.161, \"mean_reversion\": 0.254, \"bollinger\": 0.073, \"vwap\": 0.254, \"trend_follow\": 0.192}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-04 05:00 | L2 |
weights |
"{\"macd\": 0.109, \"vwap\": 0.17, \"bollinger\": 0.15, \"trend_follow\": 0.05, \"mean_reversion\": 0.472, \"volume_breakout\": 0.049}" |
"{\"macd\": 0.094, \"volume_breakout\": 0.134, \"mean_reversion\": 0.355, \"bollinger\": 0.105, \"vwap\": 0.213, \"trend_follow\": 0.099}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-03 05:00 | L2 |
weights |
"{\"macd\": 0.034, \"vwap\": 0.243, \"bollinger\": 0.196, \"mean_reversion\": 0.526}" |
"{\"macd\": 0.109, \"volume_breakout\": 0.049, \"mean_reversion\": 0.472, \"bollinger\": 0.15, \"vwap\": 0.17, \"trend_follow\": 0.05}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-01 03:11 | L1 |
sl_atr_multiplier |
1.5 |
1.6 |
applied |
3/5 trades stoppés → SL trop serré, élargi |