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>
2026-02-06 09:01:35 +07:00
commit 7af9183af3
121 changed files with 43387 additions and 0 deletions
@@ -0,0 +1,124 @@
+# Arsitektur AI — Smart Trading Bot
+
+> Dokumentasi lengkap semua komponen AI dan sistem pendukung.
+
+---
+
+## Daftar Komponen
+
+### Inti AI & Analisis
+
+| # | Komponen | File Source | Fungsi |
+|---|----------|------------|--------|
+| 1 | [HMM Regime Detector](01-HMM-Regime-Detector.md) | `src/regime_detector.py` | Deteksi kondisi pasar (radar cuaca) |
+| 2 | [XGBoost Signal Predictor](02-XGBoost-Signal-Predictor.md) | `src/ml_model.py` | Prediksi arah harga (navigator AI) |
+| 3 | [SMC Analyzer](03-SMC-Analyzer.md) | `src/smc_polars.py` | Analisis struktur pasar institusi (peta jalan) |
+| 4 | [Feature Engineering](04-Feature-Engineering.md) | `src/feature_eng.py` | Pengolahan data mentah ke fitur ML (alat ukur) |
+
+### Proteksi & Manajemen Risiko
+
+| # | Komponen | File Source | Fungsi |
+|---|----------|------------|--------|
+| 5 | [Risk Management](05-Risk-Management.md) | `src/smart_risk_manager.py` | Perlindungan modal (sabuk pengaman) |
+| 6 | [Session Filter](06-Session-Filter.md) | `src/session_filter.py` | Pengaturan waktu trading (jadwal kerja) |
+| 7 | [Stop Loss (S/L)](07-Stop-Loss.md) | Multi-file | Proteksi 4 lapis dari kerugian |
+| 8 | [Take Profit (T/P)](08-Take-Profit.md) | Multi-file | Pengambilan profit cerdas 6 layer |
+
+### Proses Trading
+
+| # | Komponen | File Source | Fungsi |
+|---|----------|------------|--------|
+| 9 | [Entry Trade](09-Entry-Trade.md) | `main_live.py` | Proses masuk posisi (11 filter) |
+| 10 | [Exit Trade](10-Exit-Trade.md) | `main_live.py` | Proses keluar posisi (10 kondisi) |
+
+### Pendukung
+
+| # | Komponen | File Source | Fungsi |
+|---|----------|------------|--------|
+| 11 | [News Agent](11-News-Agent.md) | `src/news_agent.py` | Monitoring berita ekonomi |
+| 12 | [Telegram Notifications](12-Telegram-Notifications.md) | `src/telegram_notifier.py` | Notifikasi real-time ke Telegram |
+
+### Training & Validasi
+
+| # | Komponen | File Source | Fungsi |
+|---|----------|------------|--------|
+| 13 | [Auto Trainer](13-Auto-Trainer.md) | `src/auto_trainer.py` | Retraining model otomatis (pelatih malam) |
+| 14 | [Backtest](14-Backtest.md) | `backtests/backtest_live_sync.py` | Simulasi trading 100% sync dengan live |
+| 15 | [Dynamic Confidence](15-Dynamic-Confidence.md) | `src/dynamic_confidence.py` | Penyesuaian threshold otomatis (termometer) |
+
+---
+
+## Pipeline Lengkap
+
+```
+Raw OHLCV dari MT5
+       |
+       v
+[Feature Engineering]  ->  40+ fitur numerik (RSI, ATR, MACD, BB, EMA, ...)
+       |
+       v
+[SMC Analyzer]         ->  Swing, FVG, OB, BOS, CHoCH, Liquidity
+       |                   + Signal (entry, SL ATR-based, TP ATR-capped)
+       |
+   +---+---+
+   |       |
+   v       v
+ [HMM]  [XGBoost]
+Regime   Signal
+   |       |
+   +---+---+
+       |
+       v
+[Signal Combination]   ->  SMC + ML harus setuju
+       |
+       v
+[News Agent]           ->  Monitor berita (tidak blocking)
+       |
+       v
+[Session Filter]       ->  Cek waktu boleh trading?
+       |
+       v
+[ENTRY TRADE]          ->  11 filter harus PASS:
+  | Session, Risk Mode, SMC Signal, ML Confirm,
+  | ML Agree, Quality, Confirmation 2x, Pullback,
+  | Cooldown, Position Limit, Lot Size
+       |
+       v
+[Risk Management]      ->  Hitung lot aman, apply multiplier
+       |
+       v
+[Execute Order]        ->  Kirim ke MT5 dengan broker SL & TP
+       |
+       v
+[Telegram]             ->  Notifikasi trade open
+       |
+       v
+[EXIT MONITORING]      ->  Setiap 1 detik, 10 kondisi exit:
+  | Smart TP, Early Exit, Golden Hold, ML Reversal,
+  | Max Loss, Stall, Daily Limit, Weekend, Time-based, Hold
+       |
+       v
+[Close Position]       ->  Record result, update risk, notify
+```
+
+---
+
+## Ringkasan Peran Setiap Komponen
+
+| Komponen | Pertanyaan yang Dijawab |
+|----------|------------------------|
+| Feature Engineering | "Data mentah ini berarti apa?" |
+| SMC Analyzer | "Dimana institusi besar trading? Entry/SL/TP dimana?" |
+| HMM | "Kondisi pasar bagaimana sekarang?" |
+| XGBoost | "Harga akan naik atau turun?" |
+| Session Filter | "Sekarang waktu yang tepat untuk trading?" |
+| News Agent | "Ada berita high-impact yang perlu diperhatikan?" |
+| Risk Management | "Berapa besar boleh trading? Sudah aman?" |
+| Stop Loss | "Bagaimana melindungi dari kerugian?" |
+| Take Profit | "Kapan mengambil profit?" |
+| Entry Trade | "Apakah semua syarat terpenuhi untuk masuk?" |
+| Exit Trade | "Apakah sudah waktunya keluar?" |
+| Telegram | "Apa yang sedang terjadi?" |
+| Auto Trainer | "Apakah model AI masih akurat? Perlu dilatih ulang?" |
+| Backtest | "Apakah strategi ini profitable di data historis?" |
+| Dynamic Confidence | "Seberapa selektif bot harus trading saat ini?" |