v5.6: Thursday wind-down + Friday shadow metric

Wind-down (Thu 19:00 server = Thu noon ET -> weekend close): cancel
entry pendings, no new grids, trail tightened to 200/150pts so open
positions walk out at their natural end instead of being chopped at the
midnight deadline. Hard close unchanged as backstop.

Shadow metric: first tick of each new server week, every EA reports what
its weekend-flattened positions would have done through Friday (MTM at
Friday's last H1 close + worst adverse excursion) — quantifies the cost
of the no-Friday policy from live data.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-07-17 09:43:55 -04:00
co-authored by Claude Fable 5
parent e2fbe0d01d
commit e72a2ea5c4
18 changed files with 232 additions and 5 deletions
+6
View File
@@ -56,6 +56,12 @@ InpWeekendCloseHour=7
InpCancelPendingBeforeWeekend=true
InpMondayStartHour=10
; === Thursday Wind-Down ===
InpUseWinddown=true
InpWinddownStartHour=19
InpWinddownTrailStart=200
InpWinddownTrailStop=150
; === EA Settings ===
MagicNum=444010