#!/usr/bin/env python3 """Misst, ob ein Regressions-WINKEL-Filter die nachlaufende EMA-Richtung verbessert (Problem: SHORT im schon gedrehten Aufwärtstrend, weil EMA12/50 nachläuft). Live-Konfig M5 + M30-EMA-Filter. Getestet wird, ob der M5- bzw. H1-Winkel als schnellerer Wende-Detektor schlechte Signale herausfiltert. """ from __future__ import annotations 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) _LR = 14 # ANGLE_LR_BARS class _NeutralTU: 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:<24} -"); return n=len(r); w=sum(1 for x in r if x>0) print(f" {name:<24} 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 8000 K=10; dead=2.0 # Winkel-Totband um 90° (Grad) if not mt5.initialize(): print("init",mt5.last_error()); sys.exit(1) sym=None for c in ("SpotCrude","USOIL","WTI","XTIUSD"): if mt5.symbol_info(c): sym=c; break sym=sym or "SpotCrude" bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+K+5) m30b=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400) h1b =mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_H1,0,n//12+400) mt5.shutdown() if bars is None or m30b is None or h1b is None: print("Bars fehlen"); sys.exit(1) 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 m30b]; mc=[float(b["close"]) for b in m30b] mh=[float(b["high"]) for b in m30b]; ml=[float(b["low"]) for b in m30b] mEf=_ema_series(mc,_EMA_FAST); mEs=_ema_series(mc,_EMA_SLOW); mA=_atr_series(mh,ml,mc) hT=[int(b["time"]) for b in h1b]; hc=[float(b["close"]) for b in h1b] # Winkel-Serien (M5 lokal je Fenster; H1 je Bar) hAng=[calc_trend_angle(hc[max(0,i-_LR-2):i+1], _LR) if i>=_LR else 90.0 for i in range(len(hc))] 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) def h1ang(ts): lo,hi,idx=0,len(hT)-1,-1 while lo<=hi: md=(lo+hi)//2 if hT[md]<=ts: idx=md; lo=md+1 else: hi=md-1 return hAng[idx] if idx>=0 else 90.0 w=WaveRecommender(_NeutralTU(),mt5.TIMEFRAME_M5) base=[]; m5_ok=[]; m5_no=[]; h1_ok=[]; h1_no=[]; gate=[] 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) rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i])) if rec["signal"]=="WARTEN": continue d=1 if rec["signal"]=="LONG" else -1 r=(C[i+K]-C[i])*d base.append(r) a5=calc_trend_angle(C[i-_LR-2:i], _LR) # M5-Winkel bis Signalbar ah=h1ang(T[i]) a5_dis = (a5 < 90-dead) if d>0 else (a5 > 90+dead) # Winkel klar dagegen ah_dis = (ah < 90-dead) if d>0 else (ah > 90+dead) (m5_no if a5_dis else m5_ok).append(r) (h1_no if ah_dis else h1_ok).append(r) if not ah_dis: # Gate: H1-Winkel NICHT klar dagegen gate.append(r) print("="*60); print(f" Winkel-vs-EMA-Test — {sym} M5+M30 Vorlauf={K} Totband={dead}°"); print("="*60) _rep("BASIS (alle)", base) print("-- M5-Winkel --"); _rep("M5-Winkel dafür/neutral", m5_ok); _rep("M5-Winkel klar dagegen", m5_no) print("-- H1-Winkel --"); _rep("H1-Winkel dafür/neutral", h1_ok); _rep("H1-Winkel klar dagegen", h1_no) print("-- Gate: H1-Winkel nicht dagegen --"); _rep("Gate", gate) if __name__=="__main__": main()