| 06-05 10:16 | L2 |
weights |
"{\"vwap\": 0.243, \"bollinger\": 0.229, \"trend_follow\": 0.346, \"mean_reversion\": 0.126, \"volume_breakout\": 0.056}" |
"{\"mean_reversion\": 0.088, \"volume_breakout\": 0.088, \"bollinger\": 0.161, \"vwap\": 0.17, \"trend_follow\": 0.493}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-05 05:00 | L2 |
weights |
"{\"vwap\": 0.348, \"bollinger\": 0.272, \"trend_follow\": 0.2, \"mean_reversion\": 0.179}" |
"{\"mean_reversion\": 0.126, \"volume_breakout\": 0.056, \"bollinger\": 0.229, \"vwap\": 0.243, \"trend_follow\": 0.346}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-04 05:00 | L2 |
weights |
"{\"vwap\": 0.352, \"bollinger\": 0.274, \"trend_follow\": 0.117, \"mean_reversion\": 0.257}" |
"{\"mean_reversion\": 0.179, \"bollinger\": 0.272, \"vwap\": 0.348, \"trend_follow\": 0.2}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-03 05:00 | L2 |
weights |
"{\"vwap\": 0.426, \"bollinger\": 0.228, \"trend_follow\": 0.029, \"mean_reversion\": 0.318}" |
"{\"mean_reversion\": 0.257, \"bollinger\": 0.274, \"vwap\": 0.352, \"trend_follow\": 0.117}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-01 10:01 | L2 |
weights |
"{\"vwap\": 0.43, \"bollinger\": 0.221, \"trend_follow\": 0.029, \"mean_reversion\": 0.32}" |
"{\"mean_reversion\": 0.318, \"bollinger\": 0.228, \"vwap\": 0.426, \"trend_follow\": 0.029}" |
applied |
auto-fitness (forward, α=0.3) |
| 05-31 16:39 | L1 |
sl_atr_multiplier |
1.5 |
1.6 |
applied |
4/5 trades stoppés → SL trop serré, élargi |