feat: add 5 dashboard features — dark mode, trade history, backtests, model insights, alerts
- Dark mode: class-based theme toggle with localStorage persistence and flash prevention - Trade History (/trades): paginated table, stats cards, equity curve chart with DB API endpoints - Backtest Viewer (/backtests): log parser for 35 backtest results, sidebar + detail + comparison tabs - Model Insights: dashboard card + dialog showing feature importance, regime distribution, training history - Alert/Signal Log (/alerts): signal stats, filterable table with execution tracking - API: 8 new endpoints with psycopg2 DB connection pool - Dark mode sweep across books page, about dialog, and all dashboard components - Architecture docs rewritten with Mermaid diagrams (23 docs) - README and FEATURES.md rewritten bilingual (Indonesian + English) - main_live.py: write model_metrics.json on startup and retrain Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
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commit
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# SMC Analyzer (Smart Money Concepts)
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# SMC Analyzer (*Smart Money Concepts*)
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> **File:** `src/smc_polars.py`
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> **Framework:** Pure Polars (vectorized, tanpa loop)
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---
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## Pipeline Analisis SMC
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Berikut adalah alur lengkap pipeline analisis *Smart Money Concepts*, dari data OHLCV mentah hingga menghasilkan sinyal trading:
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```mermaid
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flowchart TD
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A["Data OHLCV\n(Polars DataFrame)"] --> B["calculate_all(df)"]
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B --> C["calculate_swing_points()\nDeteksi swing points\n(fractal high/low)"]
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C --> D["calculate_fvg()\nDeteksi Fair Value Gap\n(imbalance harga)"]
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D --> E["calculate_order_blocks()\nDeteksi Order Block\n(zona institusi)\n-- butuh swing points --"]
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E --> F["calculate_bos_choch()\nDeteksi BOS dan CHoCH\n(struktur pasar)\n-- butuh swing points --"]
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F --> G["DataFrame + semua kolom SMC"]
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G --> H["generate_signal(df)"]
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H --> I["Cek struktur & zona\ndalam 10 candle terakhir"]
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I --> J["Hitung entry, stop loss, take profit\n(ATR-based, min 1:2 R:R)"]
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J --> K["calculate_confidence()\nScoring 40% – 85%"]
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K --> L["SMCSignal\n(signal_type, entry, SL, TP,\nconfidence, reason)"]
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L --> M["Dikombinasikan dengan\nXGBoost + HMM"]
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style A fill:#1a1a2e,stroke:#e94560,color:#fff
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style B fill:#16213e,stroke:#0f3460,color:#fff
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style G fill:#16213e,stroke:#0f3460,color:#fff
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style H fill:#16213e,stroke:#0f3460,color:#fff
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style L fill:#1a1a2e,stroke:#e94560,color:#fff
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style M fill:#0f3460,stroke:#e94560,color:#fff
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```
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---
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## Apa Itu SMC?
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Smart Money Concepts adalah metode analisis berdasarkan **cara institusi besar (bank, hedge fund) trading**. SMC membaca **struktur pasar** dan **jejak uang besar** untuk menemukan zona entry yang presisi.
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*Smart Money Concepts* adalah metode analisis berdasarkan **cara institusi besar (bank, hedge fund) trading**. SMC membaca **struktur pasar** dan **jejak uang besar** untuk menemukan zona *entry* yang presisi.
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**Analogi:** SMC adalah **peta jalan** — menunjukkan zona penting, rambu lalu lintas, dan rute terbaik.
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@@ -17,16 +49,16 @@ Smart Money Concepts adalah metode analisis berdasarkan **cara institusi besar (
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| # | Konsep | Fungsi | Lines |
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|---|--------|--------|-------|
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| 1 | Swing Points | Puncak & lembah penting | 185-261 |
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| 2 | Fair Value Gap (FVG) | Imbalance/gap harga | 84-183 |
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| 3 | Order Block (OB) | Zona order institusi | 263-368 |
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| 4 | Break of Structure (BOS) | Kelanjutan tren | 370-457 |
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| 5 | Change of Character (CHoCH) | Pembalikan tren | 370-457 |
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| 6 | Liquidity Zones | Kumpulan stop loss | 459-551 |
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| 1 | *Swing Points* | Puncak & lembah penting | 185-261 |
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| 2 | *Fair Value Gap* (FVG) | Imbalance/gap harga | 84-183 |
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| 3 | *Order Block* (OB) | Zona order institusi | 263-368 |
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| 4 | *Break of Structure* (BOS) | Kelanjutan tren | 370-457 |
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| 5 | *Change of Character* (CHoCH) | Pembalikan tren | 370-457 |
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| 6 | *Liquidity Zones* | Kumpulan *stop loss* | 459-551 |
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---
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## 1. Swing Points (Fractal High/Low)
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## 1. *Swing Points* (Fractal High/Low)
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**Fungsi:** Mendeteksi puncak dan lembah penting di chart.
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@@ -44,7 +76,7 @@ Swing High: High di center point = Maximum dalam window 11 bar ke belakang
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Swing Low: Low di center point = Minimum dalam window 11 bar ke belakang
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Catatan: Deteksi terlambat swing_length bar (5 bar), tapi
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TIDAK menggunakan data masa depan (zero lookahead).
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TIDAK menggunakan data masa depan (zero *lookback*).
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```
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### Visualisasi
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@@ -61,16 +93,16 @@ Catatan: Deteksi terlambat swing_length bar (5 bar), tapi
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### Output
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| Kolom | Nilai | Keterangan |
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|-------|-------|-----------|
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| `swing_high` | 1 / 0 | 1 jika swing high |
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| `swing_low` | -1 / 0 | -1 jika swing low |
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| `swing_high_level` | float | Harga di swing high |
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| `swing_low_level` | float | Harga di swing low |
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| `last_swing_high` | float | Swing high terakhir (forward fill) |
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| `last_swing_low` | float | Swing low terakhir (forward fill) |
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| `swing_high` | 1 / 0 | 1 jika *swing high* |
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| `swing_low` | -1 / 0 | -1 jika *swing low* |
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| `swing_high_level` | float | Harga di *swing high* |
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| `swing_low_level` | float | Harga di *swing low* |
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| `last_swing_high` | float | *Swing high* terakhir (forward fill) |
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| `last_swing_low` | float | *Swing low* terakhir (forward fill) |
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---
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## 2. Fair Value Gap (FVG)
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## 2. *Fair Value Gap* (FVG)
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**Fungsi:** Mendeteksi **imbalance/gap** di harga — zona yang belum "diisi" oleh pasar.
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@@ -110,11 +142,11 @@ Bullish FVG Zone:
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| `fvg_bottom` | float | Batas bawah gap |
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| `fvg_mid` | float | Titik tengah (target retracement) |
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**Peran:** Zona entry ideal — harga cenderung **kembali mengisi gap** sebelum melanjutkan.
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**Peran:** Zona *entry* ideal — harga cenderung **kembali mengisi gap** sebelum melanjutkan.
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---
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## 3. Order Block (OB)
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## 3. *Order Block* (OB)
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**Fungsi:** Mendeteksi candle terakhir sebelum pergerakan besar — zona dimana institusi menaruh order.
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@@ -163,9 +195,9 @@ Bullish OB: Bearish OB:
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---
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## 4. Break of Structure (BOS)
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## 4. *Break of Structure* (BOS)
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**Fungsi:** Mendeteksi **kelanjutan tren** — harga menembus swing point searah tren.
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**Fungsi:** Mendeteksi **kelanjutan tren** — harga menembus *swing point* searah tren.
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### Algoritma
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@@ -204,9 +236,9 @@ Bearish BOS:
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---
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## 5. Change of Character (CHoCH)
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## 5. *Change of Character* (CHoCH)
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**Fungsi:** Mendeteksi **pembalikan tren** — harga menembus swing point berlawanan tren.
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**Fungsi:** Mendeteksi **pembalikan tren** — harga menembus *swing point* berlawanan tren.
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### Algoritma
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@@ -248,9 +280,9 @@ Bullish CHoCH (tren turun -> balik naik):
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---
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## 6. Liquidity Zones
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## 6. *Liquidity Zones*
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**Fungsi:** Mendeteksi kumpulan stop loss (equal highs/lows) yang bisa "disapu" oleh institusi.
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**Fungsi:** Mendeteksi kumpulan *stop loss* (equal highs/lows) yang bisa "disapu" oleh institusi.
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### Algoritma
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@@ -288,9 +320,52 @@ Buy Side Liquidity (BSL): Sell Side Liquidity (SSL):
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## Signal Generation
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### Logika Pembentukan Sinyal
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Sinyal trading dihasilkan dari kombinasi **struktur pasar** dan **zona harga**. Diagram berikut menunjukkan bagaimana komponen SMC digabungkan menjadi sinyal akhir:
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```mermaid
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flowchart LR
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subgraph Struktur["Struktur Pasar"]
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MS["market_structure\n(bullish / bearish)"]
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BOS["BOS\n(kelanjutan tren)"]
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CHoCH["CHoCH\n(pembalikan tren)"]
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end
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subgraph Zona["Zona Harga"]
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FVG["Fair Value Gap\n(imbalance)"]
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OB["Order Block\n(zona institusi)"]
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end
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MS --> COND{"Struktur ATAU\nBreak searah?"}
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BOS --> COND
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CHoCH --> COND
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FVG --> ZONE{"Ada FVG ATAU\nOrder Block?"}
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OB --> ZONE
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COND -->|Ya| COMBINE{"Struktur + Zona\n= Valid Setup?"}
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ZONE -->|Ya| COMBINE
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COMBINE -->|Bullish| BULL["BUY Signal"]
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COMBINE -->|Bearish| BEAR["SELL Signal"]
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COMBINE -->|Tidak lengkap| NONE["None\n(tidak ada sinyal)"]
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BULL --> CALC["Hitung entry, SL, TP\n(ATR-based)"]
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BEAR --> CALC
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CALC --> CONF["calculate_confidence()\nScoring 40%–85%"]
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CONF --> SIGNAL["SMCSignal"]
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style Struktur fill:#1a1a2e,stroke:#e94560,color:#fff
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style Zona fill:#16213e,stroke:#0f3460,color:#fff
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style SIGNAL fill:#0f3460,stroke:#e94560,color:#fff
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style NONE fill:#333,stroke:#666,color:#aaa
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```
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### ATR-Based Dynamic SL/TP (v4 Update)
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Sebelum menghitung SL dan TP, sistem mengambil nilai ATR untuk kalkulasi dinamis:
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Sebelum menghitung *stop loss* dan *take profit*, sistem mengambil nilai ATR untuk kalkulasi dinamis:
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```python
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atr = latest["atr"] # Dari Feature Engineering
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@@ -349,25 +424,15 @@ AND (ada FVG bearish ATAU Order Block bearish):
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### Perbandingan Evolusi SL/TP
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```
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┌────────────┬─────────────────────┬──────────────────────┬──────────────────────────┐
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│ Komponen │ v2 (lama) │ v3 │ v4 (sekarang) │
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├────────────┼─────────────────────┼──────────────────────┼──────────────────────────┤
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│ Entry │ Zone price (FVG/OB) │ Zone price (FVG/OB) │ SELALU current_close │
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├────────────┼─────────────────────┼──────────────────────┼──────────────────────────┤
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│ SL (BUY) │ entry * 0.995 │ MIN(swing, 1.5ATR) │ MIN(swing, 1.5ATR) │
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│ │ (bisa terlalu dekat)│ │ + enforce min distance │
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├────────────┼─────────────────────┼──────────────────────┼──────────────────────────┤
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│ TP │ risk * 2 │ MIN(risk*2, 4*ATR) │ risk * 2.0 (ENFORCED) │
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│ │ (tanpa batas) │ (dibatasi) │ SKIP jika RR < 2.0 │
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├────────────┼─────────────────────┼──────────────────────┼──────────────────────────┤
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│ ATR default│ close * 1% │ close * 1% │ $12 (realistis XAUUSD) │
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├────────────┼─────────────────────┼──────────────────────┼──────────────────────────┤
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│ Lookahead │ Ada (shift -1) │ Ada (shift -1) │ TIDAK ADA (zero future) │
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└────────────┴─────────────────────┴──────────────────────┴──────────────────────────┘
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```
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| Komponen | v2 (lama) | v3 | v4 (sekarang) |
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|----------|-----------|-----|---------------|
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| *Entry* | Zone price (FVG/OB) | Zone price (FVG/OB) | **SELALU** current_close |
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| *SL* (BUY) | entry × 0.995 (bisa terlalu dekat) | MIN(swing, 1.5 ATR) | MIN(swing, 1.5 ATR) + enforce min distance |
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| *TP* | risk × 2 (tanpa batas) | MIN(risk×2, 4×ATR) (dibatasi) | risk × 2.0 (**ENFORCED**), SKIP jika RR < 2.0 |
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| ATR *default* | close × 1% | close × 1% | $12 (realistis XAUUSD) |
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| *Lookahead* | Ada (shift -1) | Ada (shift -1) | **TIDAK ADA** (zero future) |
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### Sistem Confidence (v5: Calibrated Weighted Scoring)
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### Sistem *Confidence* (v5: Calibrated Weighted Scoring)
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```
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Sebelum (v4): Sesudah (v5):
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@@ -383,16 +448,16 @@ Sebelum (v4): Sesudah (v5):
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Kalkulasi confidence sekarang menggunakan metode calculate_confidence():
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1. Base = 40% (minimum, selalu ada)
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2. Structure aligned = +15% (market_structure searah sinyal)
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3. BOS/CHoCH = +12% (ada break of structure/character)
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4. FVG = +8% (ada Fair Value Gap)
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5. Order Block = +10% (ada Order Block)
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6. Trend strength = +10% (ada ≥2 BOS searah dalam 20 bar terakhir)
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3. BOS/CHoCH = +12% (ada *Break of Structure* / *Change of Character*)
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4. FVG = +8% (ada *Fair Value Gap*)
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5. Order Block = +10% (ada *Order Block*)
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6. Trend strength = +10% (ada >=2 BOS searah dalam 20 bar terakhir)
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7. Fresh level = +5% (first touch of key level)
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8. Cap di 85% (tidak pernah 100% yakin)
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Contoh:
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BUY signal, structure bullish, ada BOS + FVG + OB, trend kuat:
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= 40% + 15% + 12% + 8% + 10% + 10% = 95% → cap 85%
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= 40% + 15% + 12% + 8% + 10% + 10% = 95% -> cap 85%
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BUY signal, structure bearish, ada CHoCH + FVG saja:
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= 40% + 0% + 12% + 8% + 0% + 0% = 60%
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@@ -427,23 +492,17 @@ SMCConfig:
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## Integrasi dalam Pipeline
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```
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Data OHLCV
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v
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smc.calculate_all(df)
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|--- calculate_fair_value_gaps()
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|--- calculate_swing_points()
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|--- calculate_order_blocks() <- butuh swing points
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|--- calculate_structure_breaks() <- butuh swing points
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|--- calculate_liquidity_zones()
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v
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smc.generate_signal(df)
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v
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SMCSignal (entry, SL, TP, confidence)
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v
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Dikombinasikan dengan XGBoost + HMM
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```mermaid
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flowchart TD
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A["Data OHLCV"] --> B["smc.calculate_all(df)"]
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B --> B1["calculate_swing_points()"]
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B --> B2["calculate_fvg()"]
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B --> B3["calculate_order_blocks()\n(butuh swing points)"]
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B --> B4["calculate_bos_choch()\n(butuh swing points)"]
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B1 --> C["smc.generate_signal(df)"]
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B2 --> C
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B3 --> C
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B4 --> C
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C --> D["SMCSignal\n(entry, stop loss, take profit, confidence)"]
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D --> E["Dikombinasikan dengan\nXGBoost + HMM"]
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```
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Reference in New Issue
Block a user