feat: restore SMC as primary strategy (v0.2.3)
PHILOSOPHY: SMC = PRIMARY, ML = SECONDARY support (not blocker) Changes: 1. London Filter: Penalty (10%) instead of block - Before: Block trade if ML < 70% confidence - After: Reduce confidence by 10%, still execute 2. Signal Logic v5: 3-tier SMC-primary hierarchy - SMC >= 75%: Execute always (ML optional boost) - SMC 60-75%: Require ML agreement - SMC < 60%: Skip (low conviction) 3. Removed SELL confidence filter - SMC confidence now determines execution - No more blanket blocking of SELL signals Impact: - High SMC confidence trades (75-85%) execute - No blocking from ML HOLD predictions - ML still boosts when agrees - Addresses user feedback: "SMC patokan utama, ML pendukung" Files: - main_live.py: Signal aggregation logic rewritten - VERSION: 0.2.2 -> 0.2.3 - CHANGELOG.md: Full documentation Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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@@ -9,6 +9,79 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [0.2.3] - 2026-02-11
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### Fixed (SMC Primary Strategy Restoration)
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**Philosophy Change:** SMC is PRIMARY, ML is SECONDARY support (not blocker)
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#### Problem Identified
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- **User Feedback:** "SMC adalah patokan utama, ML hanya pendukung"
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- **Issue:** v0.2.2 London Filter + SELL Filter blocking high-confidence SMC signals
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- **Example:** SMC BUY 75% confidence blocked because ML predicted HOLD 50%
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- **Impact:** Missing profitable trades when SMC is confident
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#### Solutions Implemented
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**FIX #1: London Filter - Penalty Instead of Block** 🔧
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```python
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# BEFORE (v0.2.2):
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if is_london and atr_ratio < 1.2:
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if ml_confidence < 0.70:
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return None # BLOCKS trade completely!
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# AFTER (v0.2.3):
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if is_london and atr_ratio < 1.2:
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london_penalty = 0.90 # Reduce confidence by 10%, don't block
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```
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- **Impact:** SMC signals no longer blocked, only confidence adjusted
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- **Files:** `main_live.py` line 1910-1935
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**FIX #2: Signal Logic v5 - SMC Primary Hierarchy** 🎯
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```python
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# NEW 3-TIER LOGIC:
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if smc_confidence >= 0.75:
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# TIER 1: HIGH CONFIDENCE - Execute regardless of ML
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execute_trade(confidence = smc * 0.95 if ML disagree else avg(smc, ml))
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elif smc_confidence >= 0.60:
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# TIER 2: MEDIUM CONFIDENCE - Require ML agreement
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if ml_agrees and ml_confidence >= 0.60:
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execute_trade(confidence = avg(smc, ml))
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else:
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skip()
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else:
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# TIER 3: LOW CONFIDENCE - Skip (SMC not confident)
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skip()
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```
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**Logic Changes:**
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- **SMC >= 75%:** Execute ALWAYS (ML only boosts/minor penalty)
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- **SMC 60-75%:** Needs ML confirmation (both agree)
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- **SMC < 60%:** Skip (SMC itself not confident)
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- **SELL Filter:** Removed (SMC confidence determines execution)
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**Expected Results:**
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- ✅ High SMC confidence (75-85%) trades execute
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- ✅ No more blocking from ML HOLD predictions
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- ✅ ML still provides boost when agrees (+5-10% confidence)
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- ✅ ML disagree on high SMC = minor penalty (-5% confidence)
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**Trade Scenarios:**
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| SMC | ML | Old (v0.2.2) | New (v0.2.3) |
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|-----|-----|--------------|--------------|
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| BUY 85% | HOLD 50% | ❌ BLOCKED (London filter) | ✅ EXECUTE (conf 81%) |
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| BUY 75% | BUY 70% | ✅ EXECUTE (conf 73%) | ✅ EXECUTE (conf 73%) |
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| BUY 65% | HOLD 50% | ❌ BLOCKED (ML disagree) | ❌ SKIP (needs ML) |
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| SELL 80% | HOLD 60% | ❌ BLOCKED (SELL filter) | ✅ EXECUTE (conf 76%) |
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**Files Modified:**
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- `main_live.py` - Signal aggregation logic rewritten (line 1936-2035)
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- `VERSION` - Updated to 0.2.3
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- `CHANGELOG.md` - This entry
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---
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## [0.2.2] - 2026-02-11
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### Fixed (Professor AI Optimizations - 5 Critical Fixes)
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