fix: restore TRUE SMC-only logic (v0.2.4)
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
co-authored by
Claude Sonnet 4.5
Claude Sonnet 4.5
parent
3b069d370e
commit
7b751e4c41
+48
-65
@@ -1938,17 +1938,24 @@ class TradingBot:
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)
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# ============================================================
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# SIGNAL LOGIC v5 - SMC PRIMARY, ML SECONDARY
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# SIGNAL LOGIC v6 - SMC-ONLY (TRUE SMC MASTER)
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# ============================================================
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# Philosophy: SMC is the CORE strategy, ML is support/filter
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# - SMC confidence >= 75% -> EXECUTE (high conviction)
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# - SMC confidence 60-75% -> Require ML agreement to boost
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# - SMC confidence < 60% -> Skip (SMC not confident)
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# Philosophy: SMC is MASTER, ML is OPTIONAL boost/reference only
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# - SMC signal exists (>= 55% conf) -> EXECUTE
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# - ML agrees -> Boost confidence (average)
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# - ML disagrees -> Use SMC confidence (ML IGNORED)
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# - Exception: SELL requires ML >= 75% (safety filter)
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# ============================================================
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golden_marker = "[GOLDEN] " if is_golden_time else ""
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if smc_signal is not None:
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smc_conf = smc_signal.confidence
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# Skip if SMC confidence too low (< 55%)
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if smc_conf < 0.55:
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if self._loop_count % 120 == 0:
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logger.info(f"[SMC LOW] {smc_signal.signal_type} confidence {smc_conf:.0%} < 55% -> Skip")
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return None
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# Check ML agreement
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ml_agrees = (
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(smc_signal.signal_type == "BUY" and ml_prediction.signal == "BUY") or
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@@ -1956,75 +1963,51 @@ class TradingBot:
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)
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# ============================================================
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# SMC HIGH CONFIDENCE (>= 75%) - EXECUTE DIRECTLY
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# SELL-SPECIFIC SAFETY FILTER
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# ============================================================
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if smc_conf >= 0.75:
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# SMC is very confident -> Execute regardless of ML
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if ml_agrees:
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combined_confidence = (smc_conf + ml_prediction.confidence) / 2
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reason_suffix = f" | ML BOOST: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
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else:
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combined_confidence = smc_conf * 0.95 # Minor penalty for ML disagree
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reason_suffix = f" | ML disagree: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
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# Apply London penalty if applicable
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combined_confidence *= london_penalty
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logger.info(
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f"{golden_marker}[SMC PRIMARY] {smc_signal.signal_type} @ {smc_signal.entry_price:.2f} "
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f"(SMC={smc_conf:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%}, "
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f"Final={combined_confidence:.0%})"
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)
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return SMCSignal(
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signal_type=smc_signal.signal_type,
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entry_price=smc_signal.entry_price,
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stop_loss=smc_signal.stop_loss,
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take_profit=smc_signal.take_profit,
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confidence=combined_confidence,
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reason=f"SMC-PRIMARY: {smc_signal.reason}{reason_suffix}",
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)
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# ============================================================
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# SMC MEDIUM CONFIDENCE (60-75%) - REQUIRE ML AGREEMENT
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# ============================================================
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elif smc_conf >= 0.60:
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# SMC moderately confident -> Need ML confirmation
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if ml_agrees and ml_prediction.confidence >= 0.60:
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# Both agree -> Take the trade
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combined_confidence = (smc_conf + ml_prediction.confidence) / 2
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combined_confidence *= london_penalty
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logger.info(
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f"{golden_marker}[SMC+ML CONFIRM] {smc_signal.signal_type} @ {smc_signal.entry_price:.2f} "
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f"(SMC={smc_conf:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%}, "
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f"Final={combined_confidence:.0%})"
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)
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return SMCSignal(
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signal_type=smc_signal.signal_type,
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entry_price=smc_signal.entry_price,
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stop_loss=smc_signal.stop_loss,
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take_profit=smc_signal.take_profit,
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confidence=combined_confidence,
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reason=f"SMC+ML: {smc_signal.reason} | ML confirms",
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)
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else:
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# ML doesn't agree -> Skip (SMC not strong enough alone)
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# SELL signals require ML >= 75% (historically poor win rate)
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if smc_signal.signal_type == "SELL":
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if ml_prediction.signal != "SELL" or ml_prediction.confidence < 0.75:
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if self._loop_count % 60 == 0:
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logger.info(
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f"[SMC MEDIUM SKIP] SMC {smc_signal.signal_type} {smc_conf:.0%} needs ML confirm, "
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f"but ML says {ml_prediction.signal} {ml_prediction.confidence:.0%}"
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f"[SELL FILTER] SELL blocked: ML {ml_prediction.signal} "
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f"{ml_prediction.confidence:.0%} (need SELL >=75%)"
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)
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return None
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# ============================================================
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# SMC LOW CONFIDENCE (< 60%) - SKIP
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# CALCULATE FINAL CONFIDENCE (SMC-ONLY MODE)
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# ============================================================
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if ml_agrees:
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# ML boosts confidence (average SMC + ML)
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combined_confidence = (smc_conf + ml_prediction.confidence) / 2
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reason_suffix = f" | ML BOOST: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
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else:
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if self._loop_count % 120 == 0:
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logger.info(f"[SMC LOW] {smc_signal.signal_type} confidence {smc_conf:.0%} < 60% -> Skip")
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return None
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# ML ignored, use SMC confidence as-is
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combined_confidence = smc_conf
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reason_suffix = f" | ML: {ml_prediction.signal} ({ml_prediction.confidence:.0%})"
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# Apply London penalty if applicable
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combined_confidence *= london_penalty
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# Apply regime adjustment for high volatility
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if regime_state and regime_state.regime == MarketRegime.HIGH_VOLATILITY:
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combined_confidence *= 0.9
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logger.info(
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f"{golden_marker}[SMC-ONLY] {smc_signal.signal_type} @ {smc_signal.entry_price:.2f} "
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f"(SMC={smc_conf:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%}, "
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f"Final={combined_confidence:.0%})"
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)
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return SMCSignal(
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signal_type=smc_signal.signal_type,
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entry_price=smc_signal.entry_price,
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stop_loss=smc_signal.stop_loss,
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take_profit=smc_signal.take_profit,
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confidence=combined_confidence,
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reason=f"SMC-ONLY: {smc_signal.reason}{reason_suffix}",
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)
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# No valid signal
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return None
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