Turtle breakout rule + ADX/Donchian indicators (Closes #89) - #90
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Long-only trend-follower (KB §25 ADX>25, §27 asymmetric Donchian 20d/10d): close-above-Donchian-high entry + ADX trend gate + 2xATR stop, channel-low exit. Trades ONE_HOUR with bar-count lookbacks so it runs through both sim passes unchanged. Registered in agent.RULE_REGISTRY. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
…ve-TF ADX>25 is a daily-scale trend filter; on hourly bars ADX is structurally suppressed (never >25) so the rule never fired. Move Donchian 20/10 + ADX(14) + ATR(20) to DAILY candles (classic Turtle). backtest/edge_table now key each rule's window by its own granularity so a daily rule is edge-testable; account sim already carries daily candles. Forming-bar guard prevents intraday lookahead. Refs #89 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Implements the long-only Turtle trend-follower (KB §25/§27) + ADX and Donchian indicators. Trades ONE_HOUR with bar-count lookbacks (480h/240h) so it runs through both the edge pass and the account pass unchanged. TDD: adds indicator + rule tests. Registered in agent.RULE_REGISTRY (+ _DECIMAL_PARAMS). Closes #89.