#!/usr/bin/env python3 """Misst den Edge von regulären Trendsignalen, die kurz NACH einem gegenläufigen Reversal kommen (z.B. SHORT wenige Bars nach REV-LONG = in den Bounce shorten). Sind die schwach/negativ → ein Reversal-Lockout (Gegenrichtung N Bars sperren) würde genau diese Verlierer (wie der −26-€-Trade) verhindern. """ import sys import MetaTrader5 as mt5 from core.analysis import calc_trend_angle from core.wave_rec import (WaveRecommender, _atr, _ema_last, _EMA_FAST, _EMA_SLOW, _N_BARS, _HTF_DEADBAND, _ANGLE_LR) class _TU: def snapshot(self): return {"intervals": {}} def _ema_series(v,p): k=2.0/(p+1); o=[]; e=v[0] for i,x in enumerate(v): e=x if i==0 else x*k+e*(1-k); o.append(e) return o def _atr_series(H,L,C,p=14): t=[0.0] for i in range(1,len(C)): t.append(max(H[i]-L[i],abs(H[i]-C[i-1]),abs(L[i]-C[i-1]))) return [(sum(t[max(1,i-p+1):i+1])/max(1,len(t[max(1,i-p+1):i+1]))) if i else None for i in range(len(C))] def _rep(name,r): if not r: print(f" {name:<26} -"); return n=len(r); w=sum(1 for x in r if x>0) print(f" {name:<26} n={n:>4} Treffer={100*w/n:>3.0f}% Oe-Edge={sum(r)/n:+.4f}") def main(): n=int(sys.argv[1]) if len(sys.argv)>1 else 12000 K=10 mt5.initialize() sym=None for c in ("SpotCrude","USOIL","WTI","XTIUSD"): if mt5.symbol_info(c): sym=c; break bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+K+5) m30=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400) mt5.shutdown() T=[int(b["time"]) for b in bars]; H=[float(b["high"]) for b in bars] L=[float(b["low"]) for b in bars]; C=[float(b["close"]) for b in bars] mT=[int(b["time"]) for b in m30]; mc=[float(b["close"]) for b in m30] mh=[float(b["high"]) for b in m30]; ml=[float(b["low"]) for b in m30] mEf=_ema_series(mc,_EMA_FAST); mEs=_ema_series(mc,_EMA_SLOW); mA=_atr_series(mh,ml,mc) def m30s(ts): lo,hi,idx=0,len(mT)-1,-1 while lo<=hi: md=(lo+hi)//2 if mT[md]<=ts: idx=md; lo=md+1 else: hi=md-1 if idx<_EMA_SLOW or mA[idx] is None or mA[idx]<=0: return 0 d=mEf[idx]-mEs[idx] return 0 if abs(d)<_HTF_DEADBAND*mA[idx] else (1 if d>0 else -1) w=WaveRecommender(_TU(), mt5.TIMEFRAME_M5) print("="*64); print(f" Reversal-Lockout-Test — {sym} M5+M30 Vorlauf={K}"); print("="*64) for N in (6,12,24): last_rev_bar=-999; last_rev_dir=0 counter=[]; normal=[]; rev=[] for i in range(_N_BARS, len(C)-K): wc=C[i-_N_BARS:i]; wh=H[i-_N_BARS:i]; wl=L[i-_N_BARS:i] atr=_atr(wh,wl,wc) if not atr or atr<=0: continue ef=_ema_last(wc,_EMA_FAST); es=_ema_last(wc,_EMA_SLOW) ang=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR) rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i]),angle=ang) sig=rec["signal"] if sig=="WARTEN": continue d=1 if sig=="LONG" else -1 r=(C[i+K]-C[i])*d is_rev="REV" in (rec.get("setup") or "") if is_rev: rev.append(r); last_rev_bar=i; last_rev_dir=d else: if (i-last_rev_bar)<=N and last_rev_dir!=0 and last_rev_dir!=d: counter.append(r) # Gegenrichtung kurz nach Reversal else: normal.append(r) print(f"\nLockout-Fenster N={N} Bars:") _rep("Reversal selbst", rev) _rep(f"Gegen-Signal <= {N} nach Rev", counter) _rep("Normale Signale (Rest)", normal) if __name__=="__main__": main()