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Profitable Trading Strategy Benchmarks for ADAEUR#1

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test/test-my-strategiesfrom
profitable-trading-benchmarks-15255079685500867984
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Profitable Trading Strategy Benchmarks for ADAEUR#1
MarcDahlem wants to merge 1 commit into
test/test-my-strategiesfrom
profitable-trading-benchmarks-15255079685500867984

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@MarcDahlem

@MarcDahlem MarcDahlem commented Jan 30, 2026

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This PR addresses the user's request to run IntelligentTa4jOhlcBenchmarks with the provided ADA data and improve the strategy performance.

Main changes:

  1. Bug Fixes:
    • Improved IntelligentJsonSeriesLoader to skip empty data files.
    • Refactored ReversalPointsIndicator to eliminate look-ahead bias and improve performance through incremental state management.
    • Resolved GSON serialization issues on modern Java versions.
  2. Framework Improvements:
    • Enhanced the benchmark runner to support both long and short trade types.
    • Added IchimokuRules fields for more comprehensive rule creation.
  3. Strategy Optimization:
    • Switched from 1-minute to 15-minute timeframe for Ichimoku benchmarks to reduce noise and transaction fee impact.
    • Added a 200 EMA trend filter to ensure entries align with the primary trend.
    • Enabled short positions to capture profits during ADA's downtrend periods.
  4. Data Integration:
    • Successfully integrated the ADAEUR dataset provided in ada.zip.

The results show a significant improvement, with the best Ichimoku configuration achieving over 9% profit compared to the initial loss-making setup.

PR created automatically by Jules for task 15255079685500867984 started by @MarcDahlem

@google-labs-jules @MarcDahlem
Fix bugs and improve trading strategy benchmarks for ADAEUR
ec5aaba 
- Fixed IndexOutOfBoundsException in IntelligentJsonSeriesLoader when encountering empty OHLC files.
- Fixed look-ahead bias and O(N^2) inefficiency in ReversalPointsIndicator by using CachedIndicator and incremental state updates.
- Fixed InaccessibleObjectException in GSON serialization by adding custom serializers for Num and BigDecimal.
- Updated IntelligentTa4jOhlcBenchmarks to use ADA data from ada.zip.
- Implemented a profitable Long-Short Ichimoku strategy with trend filtering on 15min data.
- Achieved over 9% profit in backtests by using higher timeframes and trend filtering.
- Updated benchmark framework to support initial trade type (BUY/SELL).

Co-authored-by: MarcDahlem <2813850+MarcDahlem@users.noreply.github.com>
@google-labs-jules

google-labs-jules Bot commented Jan 30, 2026

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@MarcDahlem