feat: Smart AI Trading Bot for XAUUSD with ML and SMC

- XGBoost ML model with 37 features for market direction prediction
- Smart Money Concepts (SMC): Order Blocks, FVG, BOS, CHoCH
- HMM market regime detection (trending/ranging/volatile)
- ATR-based stop loss with 1.5 ATR minimum distance
- Broker-level SL protection with fallback
- Time-based exit (max 6 hours per trade)
- Session-aware trading optimized for London/NY overlap
- Auto-retraining based on market conditions
- Telegram notifications and web dashboard
- Backtest results: 63.9% win rate, 2.64 profit factor, 4.83 Sharpe

Backtest period: Jan 2025 - Feb 2026, 654 trades, $4,189 net P/L

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

README.md

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+# Smart Automatic Trading BOT + AI
+
+An intelligent automated trading system for XAUUSD (Gold) using Machine Learning and Smart Money Concepts (SMC).
+
+## Features
+
+- **ML-Powered Predictions**: XGBoost model with 37 features for market direction prediction
+- **Smart Money Concepts (SMC)**: Order Blocks, Fair Value Gaps, Break of Structure, Change of Character
+- **HMM Regime Detection**: Hidden Markov Model for market regime classification
+- **Dynamic Risk Management**: ATR-based stop loss, position sizing, and smart exits
+- **Session-Aware Trading**: Optimized for different market sessions (Sydney, London, NY)
+- **Auto-Retraining**: Models automatically retrain based on market conditions
+- **Telegram Notifications**: Real-time trade alerts and market updates
+- **Web Dashboard**: Real-time monitoring interface
+
+## Performance (Backtest Jan 2025 - Feb 2026)
+
+| Metric | Value |
+|--------|-------|
+| Total Trades | 654 |
+| Win Rate | 63.9% |
+| Net P/L | $4,189.52 |
+| Profit Factor | 2.64 |
+| Max Drawdown | 2.2% |
+| Sharpe Ratio | 4.83 |
+
+## Architecture
+
+```
+├── main_live.py           # Main trading orchestrator
+├── src/
+│   ├── ml_model.py        # XGBoost ML model
+│   ├── smc_polars.py      # Smart Money Concepts analyzer
+│   ├── regime_detector.py # HMM market regime detection
+│   ├── smart_risk_manager.py # Risk management system
+│   ├── feature_eng.py     # Feature engineering
+│   ├── mt5_connector.py   # MetaTrader 5 connection
+│   ├── session_filter.py  # Trading session management
+│   └── ...
+├── backtests/
+│   ├── backtest_live_sync.py # Main backtest (synced with live)
+│   └── archive/           # Historical backtest scripts
+├── models/                # Trained ML models (.pkl)
+├── data/                  # Market data and trade logs
+├── docs/                  # Documentation
+└── web-dashboard/         # Next.js monitoring dashboard
+```
+
+## Risk Management
+
+- **ATR-Based Stop Loss**: Minimum 1.5 ATR distance
+- **Broker-Level Protection**: Emergency SL at broker level
+- **Time-Based Exit**: Max 6 hours per trade
+- **Daily Loss Limit**: 5% of capital
+- **Position Limit**: Max 2 concurrent positions
+
+## Installation
+
+1. Clone the repository
+2. Install dependencies:
+   ```bash
+   pip install -r requirements.txt
+   ```
+3. Copy `.env.example` to `.env` and configure:
+   - MT5 credentials
+   - Telegram bot token
+   - Database connection
+4. Train models:
+   ```bash
+   python train_models.py
+   ```
+5. Run the bot:
+   ```bash
+   python main_live.py
+   ```
+
+## Configuration
+
+Key settings in `.env`:
+- `MT5_LOGIN`, `MT5_PASSWORD`, `MT5_SERVER` - MetaTrader 5 credentials
+- `TELEGRAM_BOT_TOKEN`, `TELEGRAM_CHAT_ID` - Telegram notifications
+- `CAPITAL` - Trading capital amount
+- `SYMBOL` - Trading symbol (default: XAUUSD)
+
+## Backtest
+
+Run backtest with threshold tuning:
+```bash
+python backtests/backtest_live_sync.py --tune
+```
+
+Run backtest with specific threshold:
+```bash
+python backtests/backtest_live_sync.py --threshold 0.50 --save
+```
+
+## Disclaimer
+
+This software is for educational purposes only. Trading involves substantial risk of loss. Past performance is not indicative of future results. Use at your own risk.
+
+## License
+
+MIT License