#!/usr/bin/env python3 """Misst, ob ein Pullback-Einstieg (Kurs nahe der EMA = 'Wellenspitze' der Gegenbewegung) den Edge gegenueber dem aktuellen Dauer-Trendsignal hebt. Live-Konfig: Basis M5 + M30-Gegen-Trend-Filter (wie eingebaut). Fuer jedes Signal wird der Abstand zur EMA50 in ATR ('near') berechnet und der Edge je Naehe-Bucket gemessen. near klein = frisch am EMA (Pullback beendet), near gross = weit weg gechased. """ from __future__ import annotations import sys import MetaTrader5 as mt5 from core.wave_rec import (WaveRecommender, _atr, _ema_last, _EMA_FAST, _EMA_SLOW, _N_BARS, _HTF_DEADBAND) _TF = {"M1": mt5.TIMEFRAME_M1, "M5": mt5.TIMEFRAME_M5, "M15": mt5.TIMEFRAME_M15, "M30": mt5.TIMEFRAME_M30, "H1": mt5.TIMEFRAME_H1} class _NeutralTU: def snapshot(self): return {"intervals": {}} def _ema_series(vals, period): k = 2.0 / (period + 1); out = []; e = vals[0] for i, v in enumerate(vals): e = v if i == 0 else v * k + e * (1.0 - k) out.append(e) return out def _rep(name, rets): if not rets: print(f" {name:<22} keine Signale"); return n = len(rets); win = sum(1 for x in rets if x > 0) print(f" {name:<22} n={n:>4} Treffer={100*win/n:>3.0f}% " f"Oe-Edge={sum(rets)/n:+.4f} Summe={sum(rets):+.2f}") def main(): base_lbl = (sys.argv[1].upper() if len(sys.argv) > 1 else "M5") n_bars = int(sys.argv[2]) if len(sys.argv) > 2 else 4000 K = int(sys.argv[3]) if len(sys.argv) > 3 else 10 tf, htf = _TF[base_lbl], mt5.TIMEFRAME_M30 if not mt5.initialize(): print("MT5-Init:", mt5.last_error()); sys.exit(1) sym = None for cand in ("SpotCrude", "USOIL", "WTI", "XTIUSD"): if mt5.symbol_info(cand): sym = cand; break sym = sym or "SpotCrude" bars = mt5.copy_rates_from_pos(sym, tf, 0, n_bars + _N_BARS + K + 5) hbars = mt5.copy_rates_from_pos(sym, htf, 0, n_bars // 2 + 300) mt5.shutdown() if bars is None or hbars is None: print("Zu wenige Bars."); 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] hT = [int(b["time"]) for b in hbars] hC = [float(b["close"]) for b in hbars] hH = [float(b["high"]) for b in hbars]; hL = [float(b["low"]) for b in hbars] hEf = _ema_series(hC, _EMA_FAST); hEs = _ema_series(hC, _EMA_SLOW) def htf_sign(ts): lo, hi, idx = 0, len(hT) - 1, -1 while lo <= hi: mid = (lo + hi) // 2 if hT[mid] <= ts: idx = mid; lo = mid + 1 else: hi = mid - 1 if idx < _EMA_SLOW: return 0 atr = _atr(hH[:idx+1], hL[:idx+1], hC[:idx+1]) if not atr: return 0 d = hEf[idx] - hEs[idx] return 0 if abs(d) < _HTF_DEADBAND * atr else (1 if d > 0 else -1) w = WaveRecommender(_NeutralTU(), tf) buckets = {"(-inf,0)": [], "[0,0.3)": [], "[0.3,1)": [], "[1,2)": [], "[2,inf)": []} gate03, nogate = [], [] for i in range(_N_BARS, len(C) - K): win_c = C[i-_N_BARS:i]; win_h = H[i-_N_BARS:i]; win_l = L[i-_N_BARS:i] atr = _atr(win_h, win_l, win_c) if not atr or atr <= 0: continue ef = _ema_last(win_c, _EMA_FAST); es = _ema_last(win_c, _EMA_SLOW) ht = htf_sign(T[i]) rec, _ = w._build(ef, es, C[i-1], atr, base_lbl, 5, htf_trend=ht) sig = rec["signal"] if sig == "WARTEN": continue fwd = C[i+K] - C[i] r = fwd if sig == "LONG" else -fwd stretch = (C[i-1] - es) / atr near = stretch if sig == "LONG" else -stretch nogate.append(r) if near < 0: buckets["(-inf,0)"].append(r) elif near < 0.3: buckets["[0,0.3)"].append(r) elif near < 1.0: buckets["[0.3,1)"].append(r) elif near < 2.0: buckets["[1,2)"].append(r) else: buckets["[2,inf)"].append(r) if near <= 0.3: gate03.append(r) print("=" * 70) print(f" Pullback-Test — {sym} Basis={base_lbl}+M30-Filter Vorlauf={K}") print("=" * 70) print("Edge je Abstand zur EMA (near = wie nah am EMA in ATR; klein = frisch):") for k in ["(-inf,0)", "[0,0.3)", "[0.3,1)", "[1,2)", "[2,inf)"]: _rep("near "+k, buckets[k]) print("\nVergleich Gate:") _rep("OHNE Gate (alle)", nogate) _rep("MIT Gate near<=0.3", gate03) if __name__ == "__main__": main()