Community Scripts

# ╔══════════════════════════════════════════════════════════════╗
# ║                  STRATEGY REQUEST LOG                       ║
# ╚══════════════════════════════════════════════════════════════╝
# Generated        : 2026-09-06 15:33:05
# Model            : Logistic Regression
# Feature Eng.     : Z-score 20, BB (20,1.5), Stochastic (5,3), Volatility 50, ATR 10
# Signal / Entry   : API-default style: randomly composed indicator set, model learns the rule
# Optimization     : Maximize out-of-sample return with a 70/30 holdout
# Risk Mgmt        : Stop loss 25 pips, Take profit 50 pips
# Risk Filter      : —
# ══════════════════════════════════════════════════════════════

# ============================================================
# SECTION 0 — IMPORTS & CONSTANTS
import numpy as np
import pandas as pd

DATA_PATH = "/root/Desktop/QuantifyMe/data/ohlc/EURUSD_15min.parquet"
START_DATE = "2026-07-28"
END_DATE   = "2026-09-06"
VALIDATION_DATE = ""
TRAIN_SPLIT = 0.7
LEVERAGE = 30.0
LOTS = 1.0
BALANCE = 10000.0
RISK_UNIT = 'pips'
STOP_LOSS = 25.0
TAKE_PROFIT = 50.0
AUX_FEEDS = []

# SECTION 1 — FEATURE ENGINEERING
def feature_engineering(df, close, open_, high, low):
    # --- Z-score(20) of close ---
    df["zscore_20"] = (close - close.rolling(20).mean()) / (close.rolling(20).std() + 1e-12)
    df["zscore_20_chg"] = df["zscore_20"].diff(1)
    # --- Bollinger Bands(20,1.5) ---
    _mid = close.rolling(20).mean()
    _sd = close.rolling(20).std()
    df["bb_20_1p5_pctb"] = (close - (_mid - 1.5 * _sd)) / (2 * 1.5 * _sd + 1e-10)
    df["bb_20_1p5_width"] = (2 * 1.5 * _sd) / (_mid + 1e-10)
    df["bb_20_1p5_width_chg"] = df["bb_20_1p5_width"].pct_change(3)
    # --- Stochastic(5,3) ---
    _ll = low.rolling(5).min()
    _hh = high.rolling(5).max()
    _k = 100.0 * (close - _ll) / (_hh - _ll + 1e-10)
    df["stoch_k_5"] = _k
    df["stoch_d_5"] = _k.rolling(3).mean()
    df["stoch_5_diff"] = df["stoch_k_5"] - df["stoch_d_5"]
    # --- Realised volatility(50) ---
    _r2 = close.pct_change()
    df["vol_50"] = _r2.rolling(50).std() * 1e4
    df["vol_50_ratio"] = df["vol_50"] / (_r2.rolling(200).std() * 1e4 + 1e-9)
    # --- ATR(10) normalised ---
    _tr = pd.concat([high - low, (high - close.shift(1)).abs(), (low - close.shift(1)).abs()], axis=1).max(axis=1)
    _atr = _tr.ewm(alpha=1.0/10, adjust=False).mean()
    df["atr_10_pct"] = _atr / close
    df["atr_10_ratio"] = _atr / (_atr.rolling(40).mean() + 1e-12)

    # Fill indicator warm-up gaps without looking ahead
    df = df.ffill().fillna(0.0)
    return df


# SECTION 2 — STRATEGY CONFIG
def strategy_config():
    return {
        "title": "EUR/USD Random Mix Logistic Regression 15min",
        "model_type": "LogisticRegression",
        "model_params": {
                "C": 0.3,
                "max_iter": 2000,
                "random_state": 42
        },
        "signal_threshold": 0.6,
        "direction": "both",
        "stop_loss": 25.0,
        "take_profit": 50.0,
        "risk_unit": "pips",
        "cooldown": 0,
        "max_positions": 1,
        "on_opposite": "reverse",
        "session_filter": None,
        "min_atr": None,
        "trend_filter": None,
        "target_horizon": 3,
        "objective": "Random Mix strategy on EUR/USD 15min: API-default style: randomly composed indicator set, model learns the rule. Features: Z-score 20, BB (20,1.5), Stochastic (5,3), Volatility 50, ATR 10. Model: Logistic Regression. Label horizon 3 bars, confidence threshold 0.60, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission.",
        "notes": "Generated by the QuantifyMe strategy forge. SL/TP are in pips and match the dashboard defaults, so pasting this code into the Code tab reproduces the published backtest on the same window."
    }

# ╔══════════════════════════════════════════════════════════════╗
# ║                  STRATEGY REQUEST LOG                       ║
# ╚══════════════════════════════════════════════════════════════╝
# Generated        : 2026-09-09 01:03:05
# Model            : Logistic Regression
# Feature Eng.     : RSI 5, Stochastic (9,3), Williams %R 14, CCI 20, MACD (12,26,9), Candle structure
# Signal / Entry   : Confluence of RSI, Stochastic, Williams %R and CCI extremes
# Optimization     : Maximize out-of-sample return with a 70/30 holdout
# Risk Mgmt        : Stop loss 25 pips, Take profit 50 pips
# Risk Filter      : —
# ══════════════════════════════════════════════════════════════

# ============================================================
# SECTION 0 — IMPORTS & CONSTANTS
import numpy as np
import pandas as pd

DATA_PATH = "/root/Desktop/QuantifyMe/data/ohlc/EURUSD_15min.parquet"
START_DATE = "2026-07-31"
END_DATE   = "2026-09-09"
VALIDATION_DATE = ""
TRAIN_SPLIT = 0.7
LEVERAGE = 30.0
LOTS = 1.0
BALANCE = 10000.0
RISK_UNIT = 'pips'
STOP_LOSS = 25.0
TAKE_PROFIT = 50.0
AUX_FEEDS = []

# SECTION 1 — FEATURE ENGINEERING
def feature_engineering(df, close, open_, high, low):
    # --- RSI(5) with zone flags and slope ---
    _d = close.diff()
    _g = _d.clip(lower=0).ewm(com=4, min_periods=5, adjust=False).mean()
    _l = (-_d.clip(upper=0)).ewm(com=4, min_periods=5, adjust=False).mean()
    _rsi = 100.0 - 100.0 / (1.0 + _g / (_l + 1e-10))
    df["rsi_5"] = _rsi
    df["rsi_5_os"] = (_rsi < 30).astype(float)
    df["rsi_5_ob"] = (_rsi > 70).astype(float)
    df["rsi_5_slope"] = _rsi.diff(2)
    # --- Stochastic(9,3) ---
    _ll = low.rolling(9).min()
    _hh = high.rolling(9).max()
    _k = 100.0 * (close - _ll) / (_hh - _ll + 1e-10)
    df["stoch_k_9"] = _k
    df["stoch_d_9"] = _k.rolling(3).mean()
    df["stoch_9_diff"] = df["stoch_k_9"] - df["stoch_d_9"]
    # --- Williams %R(14) ---
    _hh2 = high.rolling(14).max()
    _ll2 = low.rolling(14).min()
    df["willr_14"] = -100.0 * (_hh2 - close) / (_hh2 - _ll2 + 1e-10)
    # --- CCI(20) ---
    _tp = (high + low + close) / 3.0
    _tpm = _tp.rolling(20).mean()
    _md = (_tp - _tpm).abs().rolling(20).mean()
    df["cci_20"] = (_tp - _tpm) / (0.015 * _md + 1e-12)
    # --- MACD(12,26,9) ---
    _m = close.ewm(span=12, adjust=False).mean() - close.ewm(span=26, adjust=False).mean()
    _sig = _m.ewm(span=9, adjust=False).mean()
    df["macd_12_26"] = _m / close * 1e4
    df["macd_12_26_sig"] = _sig / close * 1e4
    df["macd_12_26_hist"] = (_m - _sig) / close * 1e4
    df["macd_12_26_hist_chg"] = df["macd_12_26_hist"].diff(1)
    # --- Candle structure ---
    _rng = (high - low) + 1e-12
    df["body"] = (close - open_) / _rng
    df["upper_wick"] = (high - np.maximum(close, open_)) / _rng
    df["lower_wick"] = (np.minimum(close, open_) - low) / _rng
    df["range_pct"] = _rng / close
    df["range_rel"] = _rng / (_rng.rolling(20).mean() + 1e-12)

    # Fill indicator warm-up gaps without looking ahead
    df = df.ffill().fillna(0.0)
    return df


# SECTION 2 — STRATEGY CONFIG
def strategy_config():
    return {
        "title": "EUR/USD Oscillator Stack Logistic Regression 15min",
        "model_type": "LogisticRegression",
        "model_params": {
                "C": 0.1,
                "max_iter": 2000,
                "random_state": 42
        },
        "signal_threshold": 0.58,
        "direction": "both",
        "stop_loss": 25.0,
        "take_profit": 50.0,
        "risk_unit": "pips",
        "cooldown": 0,
        "max_positions": 1,
        "on_opposite": "reverse",
        "session_filter": None,
        "min_atr": None,
        "trend_filter": None,
        "target_horizon": 4,
        "objective": "Oscillator Stack strategy on EUR/USD 15min: Confluence of RSI, Stochastic, Williams %R and CCI extremes. Features: RSI 5, Stochastic (9,3), Williams %R 14, CCI 20, MACD (12,26,9), Candle structure. Model: Logistic Regression. Label horizon 4 bars, confidence threshold 0.58, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission.",
        "notes": "Generated by the QuantifyMe strategy forge. SL/TP are in pips and match the dashboard defaults, so pasting this code into the Code tab reproduces the published backtest on the same window."
    }

# ╔══════════════════════════════════════════════════════════════╗
# ║                  STRATEGY REQUEST LOG                       ║
# ╚══════════════════════════════════════════════════════════════╝
# Generated        : 2026-09-06 15:33:05
# Model            : XGBoost
# Feature Eng.     : RSI 7, EMA ribbon 8-55, BB (50,2.0)
# Signal / Entry   : API-default style: randomly composed indicator set, model learns the rule
# Optimization     : Maximize out-of-sample return with a 70/30 holdout
# Risk Mgmt        : Stop loss 25 pips, Take profit 50 pips
# Risk Filter      : —
# ══════════════════════════════════════════════════════════════

# ============================================================
# SECTION 0 — IMPORTS & CONSTANTS
import numpy as np
import pandas as pd

DATA_PATH = "/root/Desktop/QuantifyMe/data/ohlc/EURUSD_15min.parquet"
START_DATE = "2026-07-28"
END_DATE   = "2026-09-06"
VALIDATION_DATE = ""
TRAIN_SPLIT = 0.7
LEVERAGE = 30.0
LOTS = 1.0
BALANCE = 10000.0
RISK_UNIT = 'pips'
STOP_LOSS = 25.0
TAKE_PROFIT = 50.0
AUX_FEEDS = []

# SECTION 1 — FEATURE ENGINEERING
def feature_engineering(df, close, open_, high, low):
    # --- RSI(7) with zone flags and slope ---
    _d = close.diff()
    _g = _d.clip(lower=0).ewm(com=6, min_periods=7, adjust=False).mean()
    _l = (-_d.clip(upper=0)).ewm(com=6, min_periods=7, adjust=False).mean()
    _rsi = 100.0 - 100.0 / (1.0 + _g / (_l + 1e-10))
    df["rsi_7"] = _rsi
    df["rsi_7_os"] = (_rsi < 30).astype(float)
    df["rsi_7_ob"] = (_rsi > 70).astype(float)
    df["rsi_7_slope"] = _rsi.diff(2)
    # --- EMA ribbon alignment (8/13/21/34/55) ---
    _es = [close.ewm(span=_n, adjust=False).mean() for _n in (8, 13, 21, 34, 55)]
    df["ribbon_align"] = sum(((_es[_i] > _es[_i + 1]).astype(float) * 2 - 1) for _i in range(4))
    df["ribbon_spread"] = (_es[0] - _es[-1]) / close * 1e4
    # --- Bollinger Bands(50,2.0) ---
    _mid = close.rolling(50).mean()
    _sd = close.rolling(50).std()
    df["bb_50_2p0_pctb"] = (close - (_mid - 2.0 * _sd)) / (2 * 2.0 * _sd + 1e-10)
    df["bb_50_2p0_width"] = (2 * 2.0 * _sd) / (_mid + 1e-10)
    df["bb_50_2p0_width_chg"] = df["bb_50_2p0_width"].pct_change(3)

    # Fill indicator warm-up gaps without looking ahead
    df = df.ffill().fillna(0.0)
    return df


# SECTION 2 — STRATEGY CONFIG
def strategy_config():
    return {
        "title": "EUR/USD Random Mix XGBoost 15min",
        "model_type": "XGBClassifier",
        "model_params": {
                "n_estimators": 150,
                "max_depth": 4,
                "learning_rate": 0.03,
                "subsample": 0.7,
                "colsample_bytree": 0.7,
                "min_child_weight": 3,
                "reg_lambda": 1.0,
                "gamma": 0.0,
                "objective": "binary:logistic",
                "tree_method": "hist",
                "random_state": 42,
                "n_jobs": 1
        },
        "signal_threshold": 0.55,
        "direction": "both",
        "stop_loss": 25.0,
        "take_profit": 50.0,
        "risk_unit": "pips",
        "cooldown": 0,
        "max_positions": 1,
        "on_opposite": "close_only",
        "session_filter": None,
        "min_atr": None,
        "trend_filter": None,
        "target_horizon": 9,
        "objective": "Random Mix strategy on EUR/USD 15min: API-default style: randomly composed indicator set, model learns the rule. Features: RSI 7, EMA ribbon 8-55, BB (50,2.0). Model: XGBoost. Label horizon 9 bars, confidence threshold 0.55, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission.",
        "notes": "Generated by the QuantifyMe strategy forge. SL/TP are in pips and match the dashboard defaults, so pasting this code into the Code tab reproduces the published backtest on the same window."
    }