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fix(v0.2.5): H1 override lowered to SMC>=70% + SELL filter uses H1 only

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- H1 Bias filter override: SMC >= 70% (was 80% + ML 65%)
- ML agreement no longer required for H1 override (SMC-Only)
- SELL filter: blocks only on H1 strong BULLISH (score > 0.50)
- Fix: SELL 75% was blocked by H1 filter despite SMC-Only philosophy

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-11 21:49:17 +07:00
parent cd9f58fe82
commit d92e89634d
1 changed files with 13 additions and 8 deletions
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main_live.py
+13 -8
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@@ -1671,6 +1671,7 @@ class TradingBot:
# 10.1 H1 Multi-Timeframe Filter (#31B: Price vs EMA20 — backtest +$343)
# BUY only when H1 is BULLISH, SELL only when H1 is BEARISH
# v0.2.5: Override lowered to SMC >= 70% (was 80% + ML 65%), SMC-Only philosophy
h1_enabled = self._is_filter_enabled("h1_bias")
h1_passed = True
h1_detail = f"H1={h1_bias}"
@@ -1688,12 +1689,13 @@ class TradingBot:
logger.info(f"H1 Filter: {final_signal.signal_type} aligned with H1={h1_bias}")
if h1_opposed:
# Strong signal override: if SMC >= 80% AND ML agrees >= 65%, bypass H1
smc_strong = smc_signal and smc_signal.confidence >= 0.80
# v0.2.5: SMC is MASTER — lower override threshold to SMC >= 70% (was 80%)
# ML agreement no longer required (SMC-Only philosophy)
smc_strong = smc_signal and smc_signal.confidence >= 0.70
ml_agrees = ml_prediction and ml_prediction.signal == final_signal.signal_type
ml_strong = ml_prediction and ml_prediction.confidence >= 0.65
if smc_strong and ml_agrees and ml_strong:
if smc_strong:
h1_passed = True
h1_detail = f"OVERRIDE: {final_signal.signal_type} vs H1={h1_bias} (SMC={smc_signal.confidence:.0%}+ML={ml_prediction.confidence:.0%})"
logger.info(f"H1 Filter: OVERRIDE — {final_signal.signal_type} allowed despite H1={h1_bias} (SMC={smc_signal.confidence:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%})")
@@ -1963,15 +1965,18 @@ class TradingBot:
)
# ============================================================
# SELL-SPECIFIC SAFETY FILTER
# SELL-SPECIFIC SAFETY FILTER (v0.2.5: H1 bias only, ML removed)
# ============================================================
# SELL signals require ML >= 75% (historically poor win rate)
# SMC is MASTER — SELL only blocked if H1 is STRONG BULLISH (score > 0.5)
# Weak bullish (score <= 0.5) or neutral/bearish → SELL allowed
if smc_signal.signal_type == "SELL":
if ml_prediction.signal != "SELL" or ml_prediction.confidence < 0.75:
_h1 = getattr(self, '_h1_bias_cache', 'NEUTRAL')
_h1_score = getattr(self, '_h1_bias_score', 0.0)
if _h1 == "BULLISH" and _h1_score > 0.50:
if self._loop_count % 60 == 0:
logger.info(
f"[SELL FILTER] SELL blocked: ML {ml_prediction.signal} "
f"{ml_prediction.confidence:.0%} (need SELL >=75%)"
f"[SELL FILTER] SELL blocked: H1={_h1} score={_h1_score:.2f} "
f"(strong bullish, SELL too risky)"
)
return None