| name | strategy-zero-trade |
| description | Historical reference: SR_Breakout_Retest and Donchian_Breakout previously produced zero trades. This has been resolved in V2.0 — both now generate active signals. Retained as a "don't repeat" reference.
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Zero-Trade Strategies (Historical — RESOLVED)
Resolution (V2.0 — May 2026)
Both strategies now produce active trades:
SR_Breakout_Retest
- Status: Not in active portfolio (but generates trades independently)
- Fix: Candle body confirmation filter + configurable lookback/buffer
- Key learning: Single-candle breakout detection (close > recent_high) + retest confirmation works on H4
- Current PF: 1.023 (single-strategy test)
Donchian_Breakout
- Status: Active in portfolio — 182 trades, PF 0.75 (needs improvement)
- Fix: Reduced period (5) and EMA (10), single-bar breakout logic
- Key learning: Needs further optimization — still the only losing strategy in portfolio
Root Cause (Historical)
These two strategies had specific 2-candle pattern requirements that were too restrictive for H4 data. The fix was to:
- Simplify to single-candle breakout detection
- Add ATR-based entry buffer to avoid noise
- Reduce lookback periods for faster signal generation
"Don't Repeat" Record
- Don't use two-consecutive-close breakout conditions on H4 (too slow)
- Don't combine EMA filter + breakout on already-filtered strategies (double-filter kills signals)
- Don't set buffer to 0 on breakout strategies (noise triggers)