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fix(v0.2.5): H1 bias jadi pendukung saja, tidak memblokir trade

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- H1 Bias: aligned = +5% boost, opposed = -10% penalty (NEVER block)
- SELL filter dihapus total (H1 tidak memblokir SELL)
- H1 Bias filter (#31B) diubah dari blocker ke confidence adjuster
- SMC is MASTER, ML + H1 = pendukung only

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-11 22:01:55 +07:00
parent f2a62a1e0b
commit 0b98ffdaf3
1 changed files with 31 additions and 50 deletions
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main_live.py
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@@ -1669,47 +1669,38 @@ class TradingBot:
if signal_blocked:
return
# 10.1 H1 Multi-Timeframe Filter (#31B: Price vs EMA20 — backtest +$343)
# BUY only when H1 is BULLISH, SELL only when H1 is BEARISH
# v0.2.5: Override lowered to SMC >= 70% (was 80% + ML 65%), SMC-Only philosophy
# 10.1 H1 Bias — PENDUKUNG SAJA (v0.2.5d: tidak memblokir, hanya penalti confidence)
# SMC is MASTER. H1 aligned = boost 5%, H1 opposed = penalti 10%
h1_enabled = self._is_filter_enabled("h1_bias")
h1_passed = True
h1_passed = True # Always pass — never block
h1_detail = f"H1={h1_bias}"
h1_penalty = 1.0
if h1_enabled:
h1_opposed = False
if h1_bias == "NEUTRAL":
# NEUTRAL = no opinion → allow trade (don't block)
logger.debug(f"H1 Filter: NEUTRAL — no H1 opinion, allowing {final_signal.signal_type}")
elif (final_signal.signal_type == "BUY" and h1_bias == "BEARISH") or \
(final_signal.signal_type == "SELL" and h1_bias == "BULLISH"):
# Actively opposed — block unless strong override
h1_opposed = True
if h1_enabled and final_signal is not None:
h1_opposed = (
(final_signal.signal_type == "BUY" and h1_bias == "BEARISH") or
(final_signal.signal_type == "SELL" and h1_bias == "BULLISH")
)
h1_aligned = (
(final_signal.signal_type == "BUY" and h1_bias == "BULLISH") or
(final_signal.signal_type == "SELL" and h1_bias == "BEARISH")
)
if h1_aligned:
h1_penalty = 1.05 # 5% confidence boost
h1_detail = f"Aligned {h1_bias} (+5%)"
logger.info(f"H1 Filter: {final_signal.signal_type} aligned with H1={h1_bias} (+5% boost)")
elif h1_opposed:
h1_penalty = 0.90 # 10% confidence penalty (NOT block)
h1_detail = f"Opposed {h1_bias} (-10%)"
logger.info(f"H1 Filter: {final_signal.signal_type} opposed H1={h1_bias} (-10% penalty, NOT blocked)")
else:
logger.info(f"H1 Filter: {final_signal.signal_type} aligned with H1={h1_bias}")
logger.debug(f"H1 Filter: NEUTRAL — no adjustment")
if h1_opposed:
# v0.2.5: SMC is MASTER — lower override threshold to SMC >= 70% (was 80%)
# ML agreement no longer required (SMC-Only philosophy)
smc_strong = smc_signal and smc_signal.confidence >= 0.70
ml_agrees = ml_prediction and ml_prediction.signal == final_signal.signal_type
ml_strong = ml_prediction and ml_prediction.confidence >= 0.65
# Apply H1 penalty to final signal confidence
final_signal.confidence *= h1_penalty
if smc_strong:
h1_passed = True
h1_detail = f"OVERRIDE: {final_signal.signal_type} vs H1={h1_bias} (SMC={smc_signal.confidence:.0%}+ML={ml_prediction.confidence:.0%})"
logger.info(f"H1 Filter: OVERRIDE — {final_signal.signal_type} allowed despite H1={h1_bias} (SMC={smc_signal.confidence:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%})")
self._last_filter_results.append({"name": "H1 Bias (#31B)", "passed": True, "detail": h1_detail})
else:
h1_passed = False
h1_detail = f"{final_signal.signal_type} vs H1={h1_bias}"
self._last_filter_results.append({"name": "H1 Bias (#31B)", "passed": False, "detail": h1_detail})
logger.info(f"H1 Filter: {final_signal.signal_type} blocked (H1={h1_bias})")
return
else:
self._last_filter_results.append({"name": "H1 Bias (#31B)", "passed": True, "detail": f"Aligned {h1_bias}"})
else:
self._last_filter_results.append({"name": "H1 Bias (#31B)", "passed": True, "detail": f"H1={h1_bias} [DISABLED]"})
self._last_filter_results.append({"name": "H1 Bias (#31B)", "passed": True, "detail": h1_detail})
# 10.2 Time-of-Hour Filter (#34A: skip WIB hours 9 and 21 — backtest +$356)
# Hour 9 WIB (02:00 UTC) = end of NY session, low liquidity
@@ -1942,11 +1933,11 @@ class TradingBot:
# ============================================================
# SIGNAL LOGIC v6 - SMC-ONLY (TRUE SMC MASTER)
# ============================================================
# Philosophy: SMC is MASTER, ML is OPTIONAL boost/reference only
# Philosophy: SMC is MASTER, ML + H1 = PENDUKUNG only
# - SMC signal exists (>= 55% conf) -> EXECUTE
# - ML agrees -> Boost confidence (average)
# - ML disagrees -> Use SMC confidence (ML IGNORED)
# - Exception: SELL requires ML >= 75% (safety filter)
# - H1 aligned -> +5% boost, H1 opposed -> -10% penalty (NEVER block)
# ============================================================
golden_marker = "[GOLDEN] " if is_golden_time else ""
if smc_signal is not None:
@@ -1965,20 +1956,10 @@ class TradingBot:
)
# ============================================================
# SELL-SPECIFIC SAFETY FILTER (v0.2.5: H1 bias only, ML removed)
# SELL FILTER REMOVED (v0.2.5d: H1 = pendukung, bukan blocker)
# ============================================================
# SMC is MASTER — SELL only blocked if H1 is STRONG BULLISH (score > 0.5)
# Weak bullish (score <= 0.5) or neutral/bearish → SELL allowed
if smc_signal.signal_type == "SELL":
_h1 = getattr(self, '_h1_bias_cache', 'NEUTRAL')
_h1_score = getattr(self, '_h1_bias_score', 0.0)
if _h1 == "BULLISH" and _h1_score > 0.50:
if self._loop_count % 60 == 0:
logger.info(
f"[SELL FILTER] SELL blocked: H1={_h1} score={_h1_score:.2f} "
f"(strong bullish, SELL too risky)"
)
return None
# SMC is MASTER — H1 bias hanya penalti confidence, TIDAK memblokir
# Penalti diterapkan di bawah bersama H1 bias filter
# ============================================================
# CALCULATE FINAL CONFIDENCE (SMC-ONLY MODE)