 ramseshk
|
3cc68cd46a
|
Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)
Backtest on 6000 synth trades: 46 trades, 44 wins, +1.10% PnL.
Entry: H>0.52 + VPIN>0.15 + direction bias
Exit: after 20 bars OR Hurst decay below exit threshold
|
2026-08-06 07:13:17 +00:00 |
|