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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Claude Opus 4.6
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@@ -199,33 +199,35 @@ Setiap posisi terbuka dievaluasi setiap loop:
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Jika peak_profit > $30 DAN current < 60% dari peak:
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-> TUTUP (lindungi profit)
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6. TIME-BASED EXIT (v3: BARU)
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Jika posisi terbuka >= 4 jam DAN profit < $5:
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- Jika profit >= $0 -> TUTUP (breakeven/profit kecil)
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- Jika profit > -$15 -> TUTUP (loss kecil, daripada makin besar)
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6. SMART TIME-BASED EXIT (v5: Don't Cut Winners)
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Jika posisi terbuka >= 4 jam:
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- profit < $5 DAN tidak growing -> TUTUP
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- profit >= $5 DAN growing + ML agrees -> HOLD (extend)
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Jika posisi terbuka >= 6 jam:
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-> FORCE EXIT (tutup apapun kondisinya)
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- profit < $10 ATAU tidak growing -> TUTUP
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- profit >= $10 DAN growing -> extend ke 8 jam
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Jika posisi terbuka >= 8 jam:
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-> TUTUP (take profit atau max time)
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```
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### Time-Based Exit Detail (v3 Update)
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### Smart Time-Based Exit Detail (v5 Update)
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```
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Jam 0 Jam 4 Jam 6
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|------------|------------------|-----> waktu
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| |
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| profit < $5? | FORCE EXIT
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| Ya -> evaluasi: | (apapun kondisinya)
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| profit >= 0 |
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| -> tutup OK |
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| loss > -$15 |
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| -> tutup |
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| loss <= -$15 |
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| -> tahan |
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Jam 0 Jam 4 Jam 6 Jam 8
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|------------|------------------|------------------|-----> waktu
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| | |
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| stuck? | profitable? | FINAL EXIT
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| (no growth) | (growing?) |
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| -> TUTUP | -> extend! |
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| | not growing? |
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| growing? | -> TUTUP |
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| -> HOLD | |
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Kenapa perlu time-based exit?
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- Trade yang stuck tanpa progress = buang waktu & margin
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- Lebih baik exit kecil daripada menunggu loss besar
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- Mencegah posisi "zombie" yang tidak kemana-mana
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v5 Perubahan dari v3:
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- 4h: Cek profit GROWTH (momentum), bukan hanya profit < $5
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- 6h: Bukan force close lagi — extend ke 8h jika profit > $10 + growing
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- ML agreement diperhitungkan sebelum timeout
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- Prinsip: jangan potong pemenang yang masih berjalan
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```
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### Broker Stop Loss (v3: ATR-Based Protection)
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@@ -428,14 +430,18 @@ Backtest menggunakan **logika exit yang identik** dengan live trading:
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```
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Exit reversal: 0.65 (65% ML confidence) <- synced dengan live
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Time-based exit:
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16 bars (4 jam M15) + profit < $5 -> exit
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24 bars (6 jam M15) -> force exit
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Smart time-based exit (v5):
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16 bars (4 jam M15) + no growth -> exit (stuck)
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16 bars + growing + ML agrees -> hold (extend)
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24 bars (6 jam M15) + profit<$10 -> exit
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24 bars + profit>$10 + growing -> extend ke 32 bars (8 jam)
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32 bars (8 jam M15) -> final exit
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Perhitungan bar:
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bars_since_entry = current_bar_index - entry_bar_index
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16 bars * 15 menit = 4 jam
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24 bars * 15 menit = 6 jam
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32 bars * 15 menit = 8 jam (v5: max extended time)
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```
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**Kenapa penting disinkronkan?** Agar hasil backtest akurat mewakili performa live trading.
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@@ -449,5 +455,5 @@ Perhitungan bar:
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3. **Multi-Layer Protection** — Per-trade, per-day, total limit, circuit breaker
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4. **Recovery First** — Setelah loss, otomatis masuk mode defensif
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5. **Profit Protection** — Jika profit sudah besar, lindungi dari drawback
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6. **Time-Bounded** — Tidak ada posisi "zombie", max 6 jam (v3 update)
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6. **Smart Time-Bounded** — Tidak ada posisi "zombie", max 6-8 jam, tapi jangan potong pemenang (v5 update)
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7. **Faster Reversal** — Exit lebih cepat di 65% ML confidence (v3 update)
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