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v2.0 — AUTONOMOUS PIPELINE (36 tools)

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@Boschi404 Boschi404 released this 02 Aug 17:54
· 3 commits to master since this release

🚀 v2.0 — Full Autonomous Strategy Pipeline

🆕 The Pipeline (2 new tools)

  • build_strategy_code — Generate complete MQL5 EA from natural language description
  • run_autonomous_pipeline — One command to run ALL phases:

Pipeline Phases

  1. Create — Generate MQL5 code from description with all parameters
  2. Compile — Compile to .ex5 + error check
  3. Screen — Test on 15+ major symbols with 1M OHLC
  4. Correlate — Find uncorrelated candidates for portfolio
  5. Optimize — Tick-data optimization with fixed risk
  6. Monte Carlo — 1000 simulations, skip 10% random trades
  7. Kelly — Position sizing, max 15% DD
  8. Robustness — 100x 6-month random start backtests
  9. Report — Final comprehensive PDF/HTML report

Report Includes

  • Strategy explanation + timeframe + assets
  • Correlation matrix between assets
  • Monte Carlo stats (probabilities, confidence intervals)
  • Z-Score, Sharpe, Sortino, LR Correlation
  • Max DD, Total Profit %, Time-normalized returns
  • Trade count + frequency, Win rate, Avg RR
  • Max/Avg Win & Loss, Max Win/Loss Streaks

Folder Structure

pipelines/StrategyName_20260101/
├── 01_create/        MQL5 code + parameters
├── 02_compile/       Compilation results
├── 03_screen/        Multi-symbol screening
├── 04_correlate/     Correlation analysis
├── 05_optimize/      Tick-data optimization
├── 06_montecarlo/    1000 simulations
├── 07_kelly/         Position sizing
├── 08_robustness/    100x 6-month tests
└── 09_report/        Final PDF report

Example

LLM → build_strategy_code('Channel breakout on M15 with EMA50 H4, SL 700pts, TP 3000pts')
LLM → run_autonomous_pipeline('GoldBreakout', strategy_description='...')

→ 20 minutes later: complete strategy report on your Desktop