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Grade filter B minimum, MinTradeGrade property, session reset fix
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This commit is contained in:
Mo Hussain
2026-03-22 18:56:06 -04:00
parent a2af272d73
commit c094e65b10
5 changed files with 45 additions and 17 deletions
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39
src/NT8.Strategies/Examples/SimpleORBStrategy.cs
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@@ -153,9 +153,13 @@ namespace NT8.Strategies.Examples
UpdateRiskMode(context);
UpdateConfluenceInputs(bar, context);
if (_currentSessionDate != context.CurrentTime.Date)
DateTime thisSessionStart = context.Session != null
? context.Session.SessionStart
: context.CurrentTime.Date.AddHours(9.5);
if (thisSessionStart != _openingRangeStart || _currentSessionDate == DateTime.MinValue)
{
ResetSession(context.Session != null ? context.Session.SessionStart : context.CurrentTime.Date);
ResetSession(thisSessionStart);
}
// Only trade during RTH
@@ -211,15 +215,23 @@ namespace NT8.Strategies.Examples
var score = _scorer.CalculateScore(candidate, context, bar, _factorCalculators);
var mode = _riskModeManager.GetCurrentMode();
if (!_gradeFilter.ShouldAcceptTrade(score.Grade, mode))
int minGradeValue = 4;
if (_config != null && _config.Parameters != null && _config.Parameters.ContainsKey("MinTradeGrade"))
{
var reason = _gradeFilter.GetRejectionReason(score.Grade, mode);
_logger.LogInformation(
"SimpleORBStrategy rejected intent for {0}: Grade={1}, Mode={2}, Reason={3}",
candidate.Symbol,
score.Grade,
mode,
reason);
var mgv = _config.Parameters["MinTradeGrade"];
if (mgv is int)
minGradeValue = (int)mgv;
}
TradeGrade minGrade = (TradeGrade)minGradeValue;
if ((int)score.Grade < (int)minGrade)
{
if (_logger != null)
_logger.LogInformation(
"SimpleORBStrategy filtered by grade: Score={0:F3} Grade={1} MinGrade={2}",
score.WeightedScore,
score.Grade,
minGrade);
return null;
}
@@ -343,6 +355,13 @@ namespace NT8.Strategies.Examples
_openingRangeLow = Double.MaxValue;
_openingRangeReady = false;
_tradeTaken = false;
if (_logger != null)
_logger.LogInformation(
"Session reset: Date={0:yyyy-MM-dd} ORB window={1:HH:mm}-{2:HH:mm}",
_currentSessionDate,
_openingRangeStart,
_openingRangeEnd);
}
private void UpdateOpeningRange(BarData bar)