#!/usr/bin/env python3 """Macht das Dead-Hour-Gate (11-14 Berlin) Sinn? Stunde-für-Stunde die realisierte R dessen, was der Bot REAL handeln würde: Reversal (überdehnt+Winkel) sonst Trend (EMA-Richtung, nicht überdehnt). Exit-Sim SL 2×ATR + Trailing. Netto = Ø-R − Kosten (~0,1×ATR). Wenn 11-14 klar negativ/schlechtester Block → Gate berechtigt; wenn nur mild schwächer & netto positiv → Gate wirft Gewinn weg. """ import sys, datetime as dt from zoneinfo import ZoneInfo import MetaTrader5 as mt5 from core.analysis import calc_trend_angle from core.wave_rec import (_EMA_FAST, _EMA_SLOW, _N_BARS, _ANGLE_LR, _ANGLE_DEAD, _REVERSAL_STRETCH, _STRETCH_MAX, _DEAD_HOURS) _MAXH=240; _TRAILON=0.3; _TPTRAIL=0.5; _ATRMIN=0.12; _SL_ATR=2.0; _COST=0.10 _BROKER_OFF=3*3600; _BERLIN=ZoneInfo("Europe/Berlin") 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 simulate(entry,d,atr,sl,H,L,C,j0): eff=sl; hw=entry; trail=False end=min(j0+_MAXH,len(C)-1); exit_px=C[end] for j in range(j0,end+1): hi,lo=H[j],L[j] if (lo<=eff) if d>0 else (hi>=eff): return (eff-entry)*d/atr hw=max(hw,hi) if d>0 else min(hw,lo) if (C[j]-entry)*d>=_TRAILON*atr: trail=True if trail: lock=hw-d*_TPTRAIL*atr eff=max(eff,lock) if d>0 else min(eff,lock) return (exit_px-entry)*d/atr def berlin_hour(raw): return dt.datetime.fromtimestamp(int(raw)-_BROKER_OFF, tz=dt.timezone.utc).astimezone(_BERLIN).hour def main(): n=int(sys.argv[1]) if len(sys.argv)>1 else 40000 TH=_REVERSAL_STRETCH 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+_MAXH+5) mt5.shutdown() H=[float(b["high"]) for b in bars]; L=[float(b["low"]) for b in bars] C=[float(b["close"]) for b in bars]; T=[int(b["time"]) for b in bars] EF=_ema_series(C,_EMA_FAST); ES=_ema_series(C,_EMA_SLOW); AT=_atr_series(H,L,C) by={h:[] for h in range(24)} for i in range(_N_BARS, len(C)-_MAXH-1): atr=AT[i] if not atr or atr<=0: continue atr=max(atr,_ATRMIN); es=ES[i]; ef=EF[i] stretch=(C[i]-es)/atr ang=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR); ad=ang-90.0 d=0 if stretch<=-TH and ad>=_ANGLE_DEAD: d=1 # Reversal-LONG elif stretch>=TH and ad<=-_ANGLE_DEAD: d=-1 # Reversal-SHORT elif abs(stretch)<_STRETCH_MAX: d = 1 if ef>es else -1 if ef3} {'n':>6} {'WR':>4} {'Ø-R':>7} {'netto':>7} {'ΣR':>7} Bar") allnet=0 for h in range(24): v=by[h] if not v: continue wr=100*sum(1 for r in v if r>0)/len(v); avg=sum(v)/len(v); net=avg-_COST allnet+=net*len(v) mark=" « DEAD" if h in _DEAD_HOURS else "" bar=('+'*int(net*60)) if net>0 else ('-'*int(-net*60)) print(f" {h:>3} {len(v):>6} {wr:>3.0f}% {avg:>+7.3f} {net:>+7.3f} {sum(v):>+7.0f} {bar}{mark}") dead=[r for h in _DEAD_HOURS for r in by[h]] ok=[r for h in range(24) if h not in _DEAD_HOURS for r in by[h]] def s(v): return f"n={len(v)} Ø-R={sum(v)/len(v):+.3f} netto={sum(v)/len(v)-_COST:+.3f} ΣR={sum(v):+.0f}" print(f"\n DEAD (11-14): {s(dead)}") print(f" Rest : {s(ok)}") if __name__=="__main__": main()