ramseshk cbbd0ef941 Fix Mean Reversion VWAP bug — was never firing ...

Root cause: VWAP weighted the current price highest so dev≈0 always.
- Use prior 19 prices (exclude current) for mean/std calculation
- Compare current price vs prior mean, normalized by prior std
- Paper trader: was using BTC prices instead of ETH (wrong coin)
- Threshold unified: 1.0σ (was 1.5σ in paper, 1.0σ in live)

Backtests show BTC Mean Reversion: +76.42% PnL, 91% win, 22 trades.

2026-08-06 07:28:31 +00:00

..

node.py

Fix Mean Reversion VWAP bug — was never firing

2026-08-06 07:28:31 +00:00

paper_trader.py

Fix Mean Reversion VWAP bug — was never firing

2026-08-06 07:28:31 +00:00