docs: sync architecture docs with v5 major issues fix

5 major issues reflected in documentation:

1. Confidence calibration (03-SMC, 00-ARSITEKTUR):
   - Base 55% + 10% each → base 40% + weighted scoring
   - Structure +15%, BOS/CHoCH +12%, FVG +8%, OB +10%, Trend +10%

2. ATR-based pullback filter (09-Entry, 00-ARSITEKTUR):
   - Hardcoded $2/$1.5 → bounce 15% ATR, consolidation 10% ATR

3. Smarter time-based exit (10-Exit, 05-Risk, 00-ARSITEKTUR):
   - 4h: check profit growth, not just profit<$5
   - 6h: extend to 8h if profit>$10 and growing + ML agrees

4. Slippage validation (09-Entry, 23-Main, 00-ARSITEKTUR):
   - Check actual vs expected price, log if >0.15%

5. Partial fill handling (09-Entry, 23-Main, 00-ARSITEKTUR):
   - Check filled volume, use actual values for tracking

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-06 10:06:43 +07:00
co-authored by Claude Opus 4.6
parent 64848a2b14
commit 757b499033
6 changed files with 191 additions and 65 deletions
+28 -7
View File
@@ -367,14 +367,35 @@ AND (ada FVG bearish ATAU Order Block bearish):
└────────────┴─────────────────────┴──────────────────────┴──────────────────────────┘
```
### Sistem Confidence
### Sistem Confidence (v5: Calibrated Weighted Scoring)
```
Base confidence: 55%
+ BOS/CHoCH: +10%
+ FVG: +10%
+ Order Block: +10%
Maximum: 85%
Sebelum (v4): Sesudah (v5):
Base: 55% Base: 40%
+ BOS/CHoCH: +10% + Structure aligned: +15%
+ FVG: +10% + BOS/CHoCH: +12%
+ OB: +10% + FVG: +8%
Max: 85% + Order Block: +10%
+ Trend strength: +10%
+ Fresh level: +5%
Max: 85%
Kalkulasi confidence sekarang menggunakan metode calculate_confidence():
1. Base = 40% (minimum, selalu ada)
2. Structure aligned = +15% (market_structure searah sinyal)
3. BOS/CHoCH = +12% (ada break of structure/character)
4. FVG = +8% (ada Fair Value Gap)
5. Order Block = +10% (ada Order Block)
6. Trend strength = +10% (ada ≥2 BOS searah dalam 20 bar terakhir)
7. Fresh level = +5% (first touch of key level)
8. Cap di 85% (tidak pernah 100% yakin)
Contoh:
BUY signal, structure bullish, ada BOS + FVG + OB, trend kuat:
= 40% + 15% + 12% + 8% + 10% + 10% = 95% → cap 85%
BUY signal, structure bearish, ada CHoCH + FVG saja:
= 40% + 0% + 12% + 8% + 0% + 0% = 60%
```
### Output Signal
@@ -385,7 +406,7 @@ SMCSignal:
entry_price: float
stop_loss: float # ATR-based (min 1.5 ATR dari entry)
take_profit: float # 2:1 RR, capped di 4 ATR
confidence: 0.55 - 0.85
confidence: 0.40 - 0.85 # v5: base diturunkan ke 40% (calibrated)
reason: "Bullish BOS + FVG + OB"
risk_reward: float # Minimum 2.0
```