#!/usr/bin/env python3 """Soll der REVERSAL-Einstieg vom Dead-Hour-Gate (11-14 Berlin) ausgenommen werden? Misst Reversal (überdehnt+Winkel gedreht) UND normalen Trend-Einstieg je in/außerhalb der Dead-Hour, mit echter Exit-Sim (SL 2×ATR + Trailing-TP). Broker-Zeit (UTC+3) → Berlin via zoneinfo. Wenn Reversal in der Dead-Hour weiter positiv ist (≈ wie außerhalb), lohnt die Ausnahme; wenn der Trend-Einstieg in der Dead-Hour negativ bleibt, bleibt das Gate für ihn richtig. """ 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 (_atr, _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 _BROKER_OFF=3*3600 # Broker = UTC+3 _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 stats(Rs): if not Rs: return " -" n=len(Rs); w=sum(1 for r in Rs if r>0) g=sum(r for r in Rs if r>0); ls=-sum(r for r in Rs if r<0) pf=g/ls if ls>0 else 99.9 return f"n={n:>4} WR={100*w/n:>3.0f}% Ø-R={sum(Rs)/n:+.3f} PF={pf:>4.2f} ΣR={sum(Rs):+.0f}" def berlin_hour(raw_time): utc=int(raw_time)-_BROKER_OFF return dt.datetime.fromtimestamp(utc, 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) print("="*90) print(f" Dead-Hour-Ausnahme für Reversal? — {sym} M5 Exit: SL {_SL_ATR}×ATR + Trailing") print(f" Dead-Hours={_DEAD_HOURS} (Berlin) · Reversal-Schwelle TH={TH} · Trend nur |stretch|<{_STRETCH_MAX}") print("="*90) B={k:[] for k in ("rev_L_dead","rev_L_ok","rev_S_dead","rev_S_ok", "rev_dead","rev_ok","trend_dead","trend_ok")} 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 dead = berlin_hour(T[i]) in _DEAD_HOURS # Reversal for d,cs,ca,lab in ((1, stretch<=-TH, ad>=_ANGLE_DEAD,"L"), (-1, stretch>=TH, ad<=-_ANGLE_DEAD,"S")): if cs and ca: R=simulate(C[i],d,atr,C[i]-d*_SL_ATR*atr,H,L,C,i+1) B[f"rev_{lab}_{'dead' if dead else 'ok'}"].append(R) B[f"rev_{'dead' if dead else 'ok'}"].append(R) # Trend-Einstieg (EMA-Richtung, NICHT überdehnt) — das, was das Gate blockt if abs(stretch)<_STRETCH_MAX: d = 1 if ef>es else -1 if ef