bracket_sweep
Grid-search reward:risk and ATR multiple pairs for bracket orders, then verify neighbor profitability to distinguish stable edges from noise.
Instructions
Grid-search bracket parameters (rr × atr_mult) with a stability verdict.
Runs every combination on the same Binance data (candles and signals are computed once) and checks whether the best cell's NEIGHBORS are also profitable — a profitable cell surrounded by losers is noise, not edge. Verdicts: STABLE_CANDIDATE | FRAGILE | NO_EDGE.
Args: symbol: Binance pair, e.g. BTCUSDT strategy: squeeze_breakout | ema_momentum interval: 1m | 3m | 5m | 15m | 30m | 1h | 4h | 1d days: History window, 1-730 (default 180) direction: both | long | short rr_values: Reward:risk grid values (default [1.0, 1.5, 2.0, 3.0], max 8) atr_mult_values: Stop-distance grid in ATR multiples (default [1.0, 1.5, 2.0, 3.0]) max_hold_bars: Time-stop in bars (default 60) fee_pct: Fee % per side (default 0.05) slippage_pct: Slippage % per side (default 0.02) regime_filter: Gate signals by anchor trend (see bracket_backtest) regime_anchor: Anchor symbol (default BTCUSDT; "self" = traded pair) regime_interval: Anchor timeframe (default 4h)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | ||
| symbol | Yes | ||
| fee_pct | No | ||
| interval | No | 1h | |
| strategy | No | squeeze_breakout | |
| direction | No | both | |
| rr_values | No | ||
| slippage_pct | No | ||
| max_hold_bars | No | ||
| regime_anchor | No | BTCUSDT | |
| regime_filter | No | ||
| atr_mult_values | No | ||
| regime_interval | No | 4h |