Define concrete 'promising' threshold and enforce indicator diversity in ledger-informed prompt
- Replace vague "promising metrics" with avg_sharpe >= 0.5 AND >= 10 trades per instrument - Add indicator-family diversity rule: if all prior strategies share the same core indicator (e.g. all Bollinger Bands), the first strategy of the new run must use a different family - Give explicit examples of alternative families: MACD, ATR breakout, volume spike, donchian channel breakout, stochastic oscillator - Extend the no-repeat ban to strategies with fewer than 5 trades per instrument Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -500,10 +500,17 @@ pub fn initial_prompt(instruments: &[String], candle_intervals: &[String], prior
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None => String::new(),
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None => String::new(),
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};
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};
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let starting_instruction = if prior_summary.is_some() {
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let starting_instruction = if prior_summary.is_some() {
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"Based on the prior results above: if the best strategy has promising metrics, \
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"Based on the prior results above:\n\
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refine it. If all prior results were poor (0 trades or deeply negative Sharpe), try a \
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- A strategy is \"promising\" if avg_sharpe >= 0.5 AND it traded >= 10 times per instrument. \
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clearly different indicator family or candle interval than what was already attempted. \
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If the best prior strategy meets both thresholds, refine it (tighten entry conditions, \
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Do NOT repeat approaches that consistently produced 0 trades."
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adjust the exit, or tune the interval).\n\
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- If no prior strategy reaches avg_sharpe >= 0.5, do NOT repeat the same indicator family. \
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Scan the best-strategies list: if they all use the same core indicator (e.g. all use \
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Bollinger Bands, or all use EMA crossovers, or all use RSI threshold), your FIRST strategy \
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MUST use a completely different indicator family — for example: MACD crossover, ATR \
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breakout, volume spike, donchian channel breakout, or stochastic oscillator. Only after \
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that novelty attempt may you refine prior work.\n\
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- Never repeat an approach that produced 0 trades or fewer than 5 trades per instrument."
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} else {
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} else {
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"Start with a multi-timeframe trend-following approach with proper risk management \
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"Start with a multi-timeframe trend-following approach with proper risk management \
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(stop-loss, time exit, and ATR-based position sizing)."
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(stop-loss, time exit, and ATR-based position sizing)."
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