# BBLC Trade Strategy - Open Grid

Adaptive momentum engine for systematic trading. Regime-aware, risk-first.

## Quick start

```bash
pip install -r requirements.txt
python src/engine.py
```

## Structure

- `src/engine.py` - core backtest engine with ATR sizing, trailing stops, and regime classification
- `src/features.py` - feature engineering (ATR, ADX, Hurst, volume ratio, z-score)
- `src/signals.py` - signal aggregation and direction logic
- `src/risk_manager.py` - position sizing, stops, drawdown halt
- `src/data_feed.py` - CSV, yfinance, and OANDA stub
- `src/live_engine.py` - paper/live execution loop skeleton
- `src/report.py` - performance analytics and chart generation
- `config.yaml` - strategy parameters

## Backtest

```bash
python src/backtest.py --data csv --path data/sample.csv
```

## Live paper trading

```bash
python src/live_engine.py --config config.yaml
```

## Disclaimer

This is a research and demonstration framework. Past simulated performance does not guarantee future results. Verify against tick-level data, slippage, and commissions before deploying real capital.