hedgequantx 2.9.86 → 2.9.88

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -12,38 +12,42 @@ var require_config = __commonJS({
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  // Instrument
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  tickSize: 0.25,
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  tickValue: 5,
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- // Swing Detection (ULTRA AGGRESSIVE)
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+ // Swing Detection (HYPER AGGRESSIVE)
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  swing: {
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- lookbackBars: 2,
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- // Reduced for more swings
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- minStrength: 2,
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- // More permissive
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+ lookbackBars: 1,
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+ // Minimum lookback - detect swings faster
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+ minStrength: 1,
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+ // Any swing counts
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  confirmationBars: 1
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- // Faster confirmation
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+ // Immediate confirmation
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  },
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- // Zone Detection (ULTRA AGGRESSIVE)
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+ // Zone Detection (HYPER AGGRESSIVE)
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  zone: {
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- clusterToleranceTicks: 4,
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+ clusterToleranceTicks: 8,
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+ // Wider tolerance for zone clustering
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  minTouches: 1,
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- // Allow single-touch zones
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- maxZoneAgeBars: 200,
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- // Fresher zones only
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- maxZoneDistanceTicks: 40,
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- cooldownBars: 10
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- // Bars before zone can be reused
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+ // Single-touch zones OK
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+ maxZoneAgeBars: 500,
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+ // Keep zones longer
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+ maxZoneDistanceTicks: 80,
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+ // Look for zones further away
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+ cooldownBars: 3
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+ // Quick zone reuse (was 10)
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  },
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- // Sweep Detection (ULTRA AGGRESSIVE)
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+ // Sweep Detection (HYPER AGGRESSIVE)
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  sweep: {
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- minPenetrationTicks: 1,
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- // Very permissive
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- maxPenetrationTicks: 12,
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- // Tighter range
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- maxDurationBars: 5,
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- minQualityScore: 0.4,
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- minVolumeRatio: 0.8,
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- // >= 0.8x median volume
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- minBodyRatio: 0.2
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- // Minimum body/range ratio
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+ minPenetrationTicks: 0.5,
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+ // Even tiny penetration counts
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+ maxPenetrationTicks: 20,
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+ // Allow deeper sweeps
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+ maxDurationBars: 10,
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+ // Allow slower sweeps
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+ minQualityScore: 0.2,
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+ // Lower quality threshold (was 0.40)
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+ minVolumeRatio: 0.5,
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+ // Lower volume requirement (was 0.8)
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+ minBodyRatio: 0.1
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+ // Lower body ratio (was 0.2)
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  },
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  // Execution (OPTIMIZED 4:1 R:R)
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  execution: {
@@ -57,10 +61,10 @@ var require_config = __commonJS({
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  // Activate trailing at +8 ticks
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  trailDistanceTicks: 4,
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  // Trail by 4 ticks
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- cooldownMs: 3e4,
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- // 30 seconds between signals
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- minHoldTimeMs: 1e4,
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- // Minimum 10 seconds hold
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+ cooldownMs: 15e3,
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+ // 15 seconds between signals (was 30)
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+ minHoldTimeMs: 5e3,
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+ // 5 seconds min hold (was 10)
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  slippageTicks: 1,
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  commissionPerSide: 2
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  // $4 round-trip
@@ -643,8 +647,16 @@ var require_core = __commonJS({
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  }
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  if (sweep && sweep.isValid) {
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  if (Date.now() - this.lastSignalTime < this.config.execution.cooldownMs) {
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+ this.emit("log", {
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+ type: "debug",
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+ message: `[2B] COOLDOWN - waiting ${Math.ceil((this.config.execution.cooldownMs - (Date.now() - this.lastSignalTime)) / 1e3)}s`
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+ });
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  return null;
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  }
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+ this.emit("log", {
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+ type: "debug",
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+ message: `[2B] GENERATING SIGNAL from ${sweep.sweepType} sweep...`
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+ });
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  const signal = generateSignal({
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  contractId,
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  currentBar: bar,
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "hedgequantx",
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- "version": "2.9.86",
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+ "version": "2.9.88",
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  "description": "HedgeQuantX - Prop Futures Trading CLI",
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  "main": "src/app.js",
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  "bin": {