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>
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@@ -367,14 +367,35 @@ AND (ada FVG bearish ATAU Order Block bearish):
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└────────────┴─────────────────────┴──────────────────────┴──────────────────────────┘
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```
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### Sistem Confidence
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### Sistem Confidence (v5: Calibrated Weighted Scoring)
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```
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Base confidence: 55%
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+ BOS/CHoCH: +10%
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+ FVG: +10%
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+ Order Block: +10%
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Maximum: 85%
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Sebelum (v4): Sesudah (v5):
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Base: 55% Base: 40%
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+ BOS/CHoCH: +10% + Structure aligned: +15%
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+ FVG: +10% + BOS/CHoCH: +12%
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+ OB: +10% + FVG: +8%
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Max: 85% + Order Block: +10%
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+ Trend strength: +10%
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+ Fresh level: +5%
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Max: 85%
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Kalkulasi confidence sekarang menggunakan metode calculate_confidence():
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1. Base = 40% (minimum, selalu ada)
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2. Structure aligned = +15% (market_structure searah sinyal)
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3. BOS/CHoCH = +12% (ada break of structure/character)
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4. FVG = +8% (ada Fair Value Gap)
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5. Order Block = +10% (ada Order Block)
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6. Trend strength = +10% (ada ≥2 BOS searah dalam 20 bar terakhir)
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7. Fresh level = +5% (first touch of key level)
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8. Cap di 85% (tidak pernah 100% yakin)
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Contoh:
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BUY signal, structure bullish, ada BOS + FVG + OB, trend kuat:
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= 40% + 15% + 12% + 8% + 10% + 10% = 95% → cap 85%
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BUY signal, structure bearish, ada CHoCH + FVG saja:
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= 40% + 0% + 12% + 8% + 0% + 0% = 60%
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```
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### Output Signal
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@@ -385,7 +406,7 @@ SMCSignal:
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entry_price: float
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stop_loss: float # ATR-based (min 1.5 ATR dari entry)
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take_profit: float # 2:1 RR, capped di 4 ATR
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confidence: 0.55 - 0.85
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confidence: 0.40 - 0.85 # v5: base diturunkan ke 40% (calibrated)
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reason: "Bullish BOS + FVG + OB"
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risk_reward: float # Minimum 2.0
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```
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