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fix: restore TRUE SMC-only logic (v0.2.4)

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CRITICAL FIX: v0.2.3 was still blocking SMC signals!

Problem:
- v0.2.3 had 3-tier logic that BLOCKS SMC 60-75% if ML disagrees
- Signal BUY 63% + ML HOLD 50% was BLOCKED (wrong!)
- Original v4 intention: SMC-only, ML for boost only

Root Cause:
- v0.2.3 logic still required ML agreement for medium tier
- This contradicts "SMC patokan utama, ML pendukung"

Solution v0.2.4:
- Single threshold: SMC >= 55% executes ALWAYS
- ML role: OPTIONAL boost (average) or ignored
- SELL filter: Only exception (requires ML >= 75%)
- No more tiers, no more ML blocking

Impact:
- SMC BUY 63% + ML HOLD → Now EXECUTES (was blocked)
- True SMC-only mode restored
- ML is reference/boost only

Files:
- main_live.py: Logic v6 (SMC-only)
- VERSION: 0.2.3 → 0.2.4
- CHANGELOG.md: Full documentation

User feedback: "Perasaan tadi sebelum perbaikan, kita
mengabaikan ML dan fokus SMC saja" - NOW CORRECT!

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-11 20:07:22 +07:00
parent 3b069d370e
commit 7b751e4c41
5 changed files with 135 additions and 71 deletions
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CHANGELOG.md
+81
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@@ -9,6 +9,87 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
---
## [0.2.4] - 2026-02-11
### Fixed (CRITICAL: Restore TRUE SMC-Only Logic)
**User Discovery:** v0.2.3 logic was WRONG - still blocking SMC signals based on ML!
#### Problem Identified
- **User:** "Perasaan tadi sebelum perbaikan, kita mengabaikan ML dan fokus SMC saja"
- **Investigation:** v0.2.3 still had 3-tier logic that BLOCKS SMC 60-75% if ML disagrees
- **Original v4:** ML filters DISABLED - SMC signal = immediate trade (except SELL filter)
- **v0.2.3 mistake:** Added medium tier that requires ML agreement (WRONG!)
#### Root Cause Analysis
```python
# ORIGINAL v4 (CORRECT - SMC-Only):
if smc_signal:
if ml_agrees:
confidence = avg(smc, ml) # Boost
else:
confidence = smc # Use SMC as-is
execute() # ALWAYS execute
# v0.2.3 (WRONG - Still blocking):
if smc >= 75%:
execute()
elif smc 60-75%:
if ml_agrees: # ← WRONG! This blocks trades!
execute()
else:
skip() # ← Blocked signal 63% wrongly!
```
#### Example Impact
- **Signal:** SMC BUY 63%, ML HOLD 50%
- **v0.2.3 behavior:** ❌ BLOCKED (medium tier needs ML confirm)
- **Should be:** ✅ EXECUTE (SMC-only mode)
#### Solution Implemented
**Logic v6 - TRUE SMC-Only:**
```python
if smc_signal and smc_conf >= 0.55:
# SELL filter (only exception)
if signal == "SELL":
if ml_signal != "SELL" or ml_conf < 0.75:
skip() # SELL safety filter
# For all other signals: ML is OPTIONAL boost
if ml_agrees:
confidence = avg(smc, ml) # Boost
else:
confidence = smc # Use SMC as-is (ML IGNORED)
execute() # ALWAYS execute if SMC >= 55%
```
**Key Changes:**
- ❌ Removed: 3-tier logic (HIGH/MEDIUM/LOW)
- ✅ Added: Single threshold (>= 55%)
- ✅ ML role: OPTIONAL boost only (not blocker)
- ✅ SELL filter: Only exception (requires ML >= 75%)
**Expected Behavior:**
| SMC | ML | v0.2.3 (Wrong) | v0.2.4 (Correct) |
|-----|-----|----------------|------------------|
| BUY 63% | HOLD 50% | ❌ BLOCKED | ✅ EXECUTE (conf 63%) |
| BUY 75% | HOLD 50% | ✅ EXECUTE (conf 71%) | ✅ EXECUTE (conf 75%) |
| BUY 80% | BUY 70% | ✅ EXECUTE (conf 75%) | ✅ EXECUTE (conf 75%) |
| SELL 75% | HOLD 50% | ✅ EXECUTE | ❌ BLOCKED (safety) |
**Files Modified:**
- `main_live.py` - Signal logic v6 (line 1940-2010)
- `VERSION` - Updated to 0.2.4
- `CHANGELOG.md` - This entry
**User Feedback Integration:**
- ✅ "Mengabaikan ML" - ML truly ignored (except SELL safety)
- ✅ "Fokus SMC saja" - SMC >= 55% executes always
- ✅ Original v4 intention restored
---
## [0.2.3] - 2026-02-11
### Fixed (SMC Primary Strategy Restoration)
VERSION
+1 -1
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@@ -1 +1 @@
0.2.3
0.2.4
data/bot.lock
+1 -1
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@@ -1 +1 @@
14108
604
data/risk_state.txt
+4 -4
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@@ -1,6 +1,6 @@
date:2026-02-11
daily_loss:6.68
daily_loss:6.9799999999999995
daily_profit:37.12000000000001
consecutive_losses:0
total_loss:0
saved_at:2026-02-11T18:23:41.105395+07:00
consecutive_losses:1
total_loss:0.3
saved_at:2026-02-11T19:27:05.033750+07:00
main_live.py
+48 -65
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@@ -1938,17 +1938,24 @@ class TradingBot:
)
# ============================================================
# SIGNAL LOGIC v5 - SMC PRIMARY, ML SECONDARY
# SIGNAL LOGIC v6 - SMC-ONLY (TRUE SMC MASTER)
# ============================================================
# Philosophy: SMC is the CORE strategy, ML is support/filter
# - SMC confidence >= 75% -> EXECUTE (high conviction)
# - SMC confidence 60-75% -> Require ML agreement to boost
# - SMC confidence < 60% -> Skip (SMC not confident)
# Philosophy: SMC is MASTER, ML is OPTIONAL boost/reference only
# - SMC signal exists (>= 55% conf) -> EXECUTE
# - ML agrees -> Boost confidence (average)
# - ML disagrees -> Use SMC confidence (ML IGNORED)
# - Exception: SELL requires ML >= 75% (safety filter)
# ============================================================
golden_marker = "[GOLDEN] " if is_golden_time else ""
if smc_signal is not None:
smc_conf = smc_signal.confidence
# Skip if SMC confidence too low (< 55%)
if smc_conf < 0.55:
if self._loop_count % 120 == 0:
logger.info(f"[SMC LOW] {smc_signal.signal_type} confidence {smc_conf:.0%} < 55% -> Skip")
return None
# Check ML agreement
ml_agrees = (
(smc_signal.signal_type == "BUY" and ml_prediction.signal == "BUY") or
@@ -1956,75 +1963,51 @@ class TradingBot:
)
# ============================================================
# SMC HIGH CONFIDENCE (>= 75%) - EXECUTE DIRECTLY
# SELL-SPECIFIC SAFETY FILTER
# ============================================================
if smc_conf >= 0.75:
# SMC is very confident -> Execute regardless of ML
if ml_agrees:
combined_confidence = (smc_conf + ml_prediction.confidence) / 2
reason_suffix = f" | ML BOOST: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
else:
combined_confidence = smc_conf * 0.95 # Minor penalty for ML disagree
reason_suffix = f" | ML disagree: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
# Apply London penalty if applicable
combined_confidence *= london_penalty
logger.info(
f"{golden_marker}[SMC PRIMARY] {smc_signal.signal_type} @ {smc_signal.entry_price:.2f} "
f"(SMC={smc_conf:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%}, "
f"Final={combined_confidence:.0%})"
)
return SMCSignal(
signal_type=smc_signal.signal_type,
entry_price=smc_signal.entry_price,
stop_loss=smc_signal.stop_loss,
take_profit=smc_signal.take_profit,
confidence=combined_confidence,
reason=f"SMC-PRIMARY: {smc_signal.reason}{reason_suffix}",
)
# ============================================================
# SMC MEDIUM CONFIDENCE (60-75%) - REQUIRE ML AGREEMENT
# ============================================================
elif smc_conf >= 0.60:
# SMC moderately confident -> Need ML confirmation
if ml_agrees and ml_prediction.confidence >= 0.60:
# Both agree -> Take the trade
combined_confidence = (smc_conf + ml_prediction.confidence) / 2
combined_confidence *= london_penalty
logger.info(
f"{golden_marker}[SMC+ML CONFIRM] {smc_signal.signal_type} @ {smc_signal.entry_price:.2f} "
f"(SMC={smc_conf:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%}, "
f"Final={combined_confidence:.0%})"
)
return SMCSignal(
signal_type=smc_signal.signal_type,
entry_price=smc_signal.entry_price,
stop_loss=smc_signal.stop_loss,
take_profit=smc_signal.take_profit,
confidence=combined_confidence,
reason=f"SMC+ML: {smc_signal.reason} | ML confirms",
)
else:
# ML doesn't agree -> Skip (SMC not strong enough alone)
# SELL signals require ML >= 75% (historically poor win rate)
if smc_signal.signal_type == "SELL":
if ml_prediction.signal != "SELL" or ml_prediction.confidence < 0.75:
if self._loop_count % 60 == 0:
logger.info(
f"[SMC MEDIUM SKIP] SMC {smc_signal.signal_type} {smc_conf:.0%} needs ML confirm, "
f"but ML says {ml_prediction.signal} {ml_prediction.confidence:.0%}"
f"[SELL FILTER] SELL blocked: ML {ml_prediction.signal} "
f"{ml_prediction.confidence:.0%} (need SELL >=75%)"
)
return None
# ============================================================
# SMC LOW CONFIDENCE (< 60%) - SKIP
# CALCULATE FINAL CONFIDENCE (SMC-ONLY MODE)
# ============================================================
if ml_agrees:
# ML boosts confidence (average SMC + ML)
combined_confidence = (smc_conf + ml_prediction.confidence) / 2
reason_suffix = f" | ML BOOST: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
else:
if self._loop_count % 120 == 0:
logger.info(f"[SMC LOW] {smc_signal.signal_type} confidence {smc_conf:.0%} < 60% -> Skip")
return None
# ML ignored, use SMC confidence as-is
combined_confidence = smc_conf
reason_suffix = f" | ML: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
# Apply London penalty if applicable
combined_confidence *= london_penalty
# Apply regime adjustment for high volatility
if regime_state and regime_state.regime == MarketRegime.HIGH_VOLATILITY:
combined_confidence *= 0.9
logger.info(
f"{golden_marker}[SMC-ONLY] {smc_signal.signal_type} @ {smc_signal.entry_price:.2f} "
f"(SMC={smc_conf:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%}, "
f"Final={combined_confidence:.0%})"
)
return SMCSignal(
signal_type=smc_signal.signal_type,
entry_price=smc_signal.entry_price,
stop_loss=smc_signal.stop_loss,
take_profit=smc_signal.take_profit,
confidence=combined_confidence,
reason=f"SMC-ONLY: {smc_signal.reason}{reason_suffix}",
)
# No valid signal
return None