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
b2dc2dacd7
commit
e8355b3f62
@@ -1,276 +1,210 @@
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# Entry Trade — Proses Masuk Posisi
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# *Entry Trade* — Proses Masuk Posisi
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> **File utama:** `main_live.py`
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> **File pendukung:** `src/smc_polars.py`, `src/ml_model.py`, `src/smart_risk_manager.py`, `src/session_filter.py`
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---
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## Apa Itu Entry Trade?
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## Apa Itu *Entry Trade*?
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Entry Trade adalah keseluruhan proses dari **mendeteksi peluang** hingga **mengirim order ke broker**. Bot menggunakan **10+ filter** yang harus SEMUA lolos sebelum satu trade dieksekusi.
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*Entry Trade* adalah keseluruhan proses dari **mendeteksi peluang** hingga **mengirim *order* ke *broker***. Bot menggunakan **14 filter** yang harus **SEMUA lolos** sebelum satu *trade* dieksekusi.
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**Analogi:** Entry Trade seperti **proses boarding pesawat** — harus punya tiket (signal), passport valid (confirmation), lulus security check (risk), tepat waktu (session), dan gate terbuka (position limit).
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**Analogi:** *Entry Trade* seperti **proses *boarding* pesawat** — harus punya tiket (*signal*), *passport* valid (*confirmation*), lulus *security check* (risiko), tepat waktu (sesi), dan *gate* terbuka (*position limit*).
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---
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## Checklist Entry (Semua Harus PASS)
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## Daftar *Checklist Entry* (Semua Harus PASS)
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```
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1. [SESSION] Session filter izinkan trading?
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2. [RISK MODE] Trading mode bukan STOPPED?
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3. [SMC SIGNAL] Ada signal dari SMC Analyzer?
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4. [ML CONFIRM] XGBoost confidence >= 50%?
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5. [ML AGREE] ML tidak strongly disagree (>65% berlawanan)?
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6. [QUALITY] Market quality bukan AVOID/CRISIS?
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7. [CONFIRM] Signal konsisten 2 bar berturut?
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8. [PULLBACK] Bukan sedang pullback/retrace?
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9. [COOLDOWN] Sudah 5 menit sejak trade terakhir?
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10. [POS LIMIT] Posisi terbuka < 2?
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11. [LOT SIZE] Lot > 0 setelah semua adjustment?
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| # | Filter | Keterangan | Status |
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|---|--------|------------|--------|
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| 1 | ***Flash Crash Guard*** | Apakah ada pergerakan harga ekstrem? | **Aktif** |
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| 2 | ***Regime Filter*** | Apakah *regime* HMM bukan SLEEP? | **Aktif** |
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| 3 | ***Risk Check*** | Apakah `risk_metrics.can_trade` = `true`? | **Aktif** |
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| 4 | ***Session Filter*** | Apakah sesi perdagangan mengizinkan *trading*? | **Aktif** |
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| 5 | ***SMC Signal*** | Apakah ada sinyal valid dari SMC *Analyzer*? | **Aktif** |
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| 6 | ***Signal Combination*** | Apakah kombinasi SMC + ML menghasilkan sinyal akhir? | **Aktif** |
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| 7 | **H1 *Bias* (#31B)** | Apakah *bias* H1 EMA20 sejalan dengan sinyal? | **Aktif** |
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| 8 | **Filter Waktu (#34A)** | Apakah bukan jam 9 atau 21 WIB? | **Aktif** |
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| 9 | ***Trade Cooldown*** | Sudah 5 menit sejak *trade* terakhir? | **Aktif** |
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| 10 | ***Pullback Filter*** | Apakah bukan sedang *pullback/retrace*? | **Nonaktif** |
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| 11 | ***Smart Risk Gate*** | Mode *trading* bukan STOPPED/COOLDOWN? | **Aktif** |
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| 12 | **Kalkulasi *Lot*** | Apakah *lot size* > 0 setelah semua *adjustment*? | **Aktif** |
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| 13 | ***Spread* Validasi** | Apakah *spread* tidak terlalu lebar? | **Aktif** |
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| 14 | **Batas Posisi** | Posisi terbuka < 2? | **Aktif** |
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SEMUA PASS -> Execute Trade
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SATU GAGAL -> Skip, tunggu loop berikutnya
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```
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> **Semua PASS** → Eksekusi *Trade*
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> **Satu GAGAL** → *Skip*, tunggu *loop* berikutnya
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---
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## Step-by-Step Flow
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## *Step-by-Step Flow*
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### Step 1: Session Filter
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### Filter 1: *Flash Crash Guard*
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```python
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# main_live.py
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is_flash, move_pct = self.flash_crash.detect(df.tail(5))
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if is_flash:
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return # Pergerakan harga ekstrem terdeteksi
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```
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**Bisa *block*:** Pergerakan harga > 2.5% dalam 1 menit (*flash crash threshold* dari `config.py`).
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---
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### Filter 2: *Regime Filter*
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```python
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regime_sleep = regime_state and regime_state.recommendation == "SLEEP"
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if regime_sleep:
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return # HMM mendeteksi kondisi krisis
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```
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**Bisa *block*:** *Regime* HIGH_VOLATILITY / CRISIS — pasar terlalu bergejolak.
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---
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### Filter 3: *Risk Check*
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```python
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if not risk_metrics.can_trade:
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return # Risiko di luar batas
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```
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---
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### Filter 4: *Session Filter*
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```python
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# main_live.py Lines 472-483
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session_ok, session_reason, session_multiplier = self.session_filter.can_trade()
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if not session_ok:
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return # Skip — bukan waktu trading
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# Simpan multiplier untuk lot sizing nanti
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self._current_session_multiplier = session_multiplier
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return # Bukan waktu trading
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```
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**Bisa block:** Weekend, Friday >23:00, danger zone (00:00-06:00), low volatility session.
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**Bisa *block*:** *Weekend*, Jumat > 23:00, zona bahaya (00:00-06:00), sesi *low volatility*.
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**Tokyo-London *overlap*** (15:00-16:00 WIB) **diblokir** — hasil optimasi *backtest* #24B.
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---
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### Step 2: Risk Mode Check
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### Filter 5: *SMC Signal*
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```python
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# main_live.py Lines 537-542
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risk_rec = self.smart_risk.get_trading_recommendation()
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if not risk_rec["can_trade"]:
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return # STOPPED mode — daily/total limit tercapai
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```
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**Bisa block:** Mode STOPPED (daily loss >= $250, total loss >= $500).
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---
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### Step 3: SMC Signal Generation
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```python
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# main_live.py Lines 498-499
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smc_signal = self.smc.generate_signal(df)
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if smc_signal is None:
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return # Tidak ada setup SMC yang valid
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```
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**SMC membutuhkan:**
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- Market structure (bullish/bearish) ATAU BOS/CHoCH
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- DAN (FVG ATAU Order Block)
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- Minimum 2:1 risk/reward
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- Struktur pasar (*bullish/bearish*) ATAU BOS/CHoCH
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- DAN (FVG ATAU *Order Block*)
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- Minimum 2:1 *risk/reward*
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**Output:** Entry price, SL, TP, confidence (55-85%), reason.
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**Output:** *Entry price*, SL, TP, *confidence* (55-85%), alasan.
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---
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### Step 4: ML Confidence Check
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### Filter 6: *Signal Combination*
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```python
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# main_live.py Lines 419-425
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ml_prediction = self.ml_model.predict(df, feature_cols)
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# Lines 664-669
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if ml_prediction.confidence < 0.50:
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return # ML terlalu tidak yakin
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final_signal = self._combine_signals(smc_signal, ml_prediction, regime_state)
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if final_signal is None:
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return # Sinyal terfilter
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```
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Menggabungkan **SMC + ML + *Regime*** menjadi satu sinyal akhir. ML harus *agree* atau minimal tidak *strongly disagree* (> 65% *confidence* berlawanan).
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---
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### Step 5: ML Agreement Check
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### Filter 7: H1 *Bias* (#31B)
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```python
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# main_live.py Lines 676-684
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# Jika SMC bilang BUY tapi ML bilang SELL dengan confidence > 65%:
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if smc_signal.signal_type == "BUY":
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if ml_prediction.signal == "SELL" and ml_prediction.confidence > 0.65:
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return # ML strongly disagrees — VETO
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if smc_signal.signal_type == "SELL":
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if ml_prediction.signal == "BUY" and ml_prediction.confidence > 0.65:
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return # ML strongly disagrees — VETO
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# Backtest #31B: H1 EMA20 filter menambah +$345 profit
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if h1_bias == "BULLISH" and final_signal.signal_type == "SELL":
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return # BUY signal vs H1 bullish = blokir
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if h1_bias == "BEARISH" and final_signal.signal_type == "BUY":
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return # SELL signal vs H1 bearish = blokir
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if h1_bias == "NEUTRAL":
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return # Tidak ada bias jelas = blokir
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```
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**Tujuan:** Hanya masuk posisi yang sejalan dengan *trend* H1.
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---
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### Step 6: Dynamic Market Quality
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### Filter 8: Filter Waktu (#34A)
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```python
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# main_live.py Lines 618-657
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# Analisis kualitas pasar berdasarkan:
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# - Session (London/NY = tinggi, Sydney = rendah)
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# - Regime (low vol = bagus, crisis = block)
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# - Volatility (medium = ideal)
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# - Trend strength
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# - SMC confluence
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# - ML signal alignment
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quality_score = analyze_market_quality(...)
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# EXCELLENT (80+), GOOD (60+), MODERATE (40+), POOR (20+), AVOID (<20), CRISIS
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if quality == "AVOID" or quality == "CRISIS":
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return # Pasar tidak layak untuk trading
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# Backtest #34A: skip jam 9 dan 21 WIB menambah +$356 profit
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wib_hour = datetime.now(ZoneInfo("Asia/Jakarta")).hour
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if wib_hour in (9, 21):
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return # Jam transisi — volatilitas tidak optimal
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```
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**Tujuan:** Menghindari jam transisi sesi yang berpotensi *whipsaw*.
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---
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### Step 7: Signal Confirmation (2 Bar Berturut)
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### Filter 9: *Trade Cooldown*
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```python
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# main_live.py Lines 686-709
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signal_key = f"{smc_signal.signal_type}_{smc_signal.entry_price:.0f}"
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if signal_key in self._signal_persistence:
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self._signal_persistence[signal_key] += 1
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else:
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self._signal_persistence[signal_key] = 1
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if self._signal_persistence[signal_key] < 2:
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return # Belum dikonfirmasi — tunggu 1 loop lagi
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# Signal sudah muncul 2x berturut -> CONFIRMED
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```
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**Tujuan:** Mencegah whipsaw — signal yang hanya muncul 1 detik kemungkinan noise.
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---
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### Step 8: Pullback Filter
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```python
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# main_live.py Lines 742-871
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can_enter, pullback_reason = self._check_pullback_filter(df, signal.signal_type)
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if not can_enter:
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return # Sedang pullback, tunggu momentum selaras
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```
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**v5: Threshold sekarang ATR-based (bukan hardcoded)**
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```
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ATR diambil dari data (default $12 untuk XAUUSD)
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bounce_threshold = ATR × 0.15 # ~$1.80 (sebelumnya: $2.00 fixed)
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consolidation_threshold = ATR × 0.10 # ~$1.20 (sebelumnya: $1.50 fixed)
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Kenapa ATR-based?
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- Threshold menyesuaikan volatilitas pasar saat ini
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- Saat volatilitas tinggi (ATR=$20): bounce=$3, consolidation=$2
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- Saat volatilitas rendah (ATR=$8): bounce=$1.2, consolidation=$0.8
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- Lebih akurat daripada threshold tetap
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```
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**Untuk signal BUY, block jika:**
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- Harga turun > bounce_threshold (15% ATR) dalam 3 candle terakhir
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- MACD bearish + harga turun
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- Harga jauh di bawah EMA9 + terus turun
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**Untuk signal SELL, block jika:**
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- Harga naik > bounce_threshold (15% ATR) dalam 3 candle terakhir
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- MACD bullish + harga naik
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- Harga jauh di atas EMA9 + terus naik
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**Komponen yang dicek:**
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```
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1. Short-term Momentum (3 candle terakhir)
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-> Arah pergerakan harga terkini
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-> Block jika bounce > 15% ATR (v5: dinamis)
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2. MACD Histogram
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-> Rising = bullish momentum
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-> Falling = bearish momentum
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3. Harga vs EMA9
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-> Di atas = bullish bias
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-> Di bawah = bearish bias
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4. RSI Extreme
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-> RSI > 80 = overbought (block BUY)
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-> RSI < 20 = oversold (block SELL)
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5. Consolidation Check
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-> Jika movement < 10% ATR = consolidation → ALLOW
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-> v5: dinamis, bukan fixed $1.5
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```
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---
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### Step 9: Trade Cooldown
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```python
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# main_live.py Lines 520-524
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trade_cooldown = 300 # 5 menit
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if last_trade_time:
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elapsed = (now - last_trade_time).total_seconds()
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if elapsed < trade_cooldown:
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return # Tunggu cooldown selesai
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if last_trade_time and (now - last_trade_time).total_seconds() < 300:
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return # Tunggu cooldown selesai
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```
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**Tujuan:** Mencegah overtrading — minimal 5 menit antar trade.
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**Tujuan:** Mencegah *overtrading* — minimal 5 menit antar *trade*.
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---
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### Step 10: Position Limit
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### Filter 10: *Pullback Filter* (NONAKTIF)
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```python
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# main_live.py Lines 588-592
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can_open, limit_reason = self.smart_risk.can_open_position()
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if not can_open:
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return # Sudah 2 posisi terbuka (max)
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# DISABLED — mode SMC-only
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# Struktur SMC sudah memvalidasi zona entry
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```
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> Filter ini dinonaktifkan karena analisis SMC sudah mencakup validasi *pullback* dalam logika *Order Block* dan FVG.
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---
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### Step 11: Lot Size Calculation
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### Filter 11: *Smart Risk Gate*
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```python
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# main_live.py Lines 544-560
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safe_lot = self.smart_risk.calculate_lot_size(
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entry_price=signal.entry_price,
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confidence=signal.confidence, # SMC confidence
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regime=regime_name, # HMM regime
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ml_confidence=ml_prediction.confidence, # ML confidence
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)
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risk_rec = self.smart_risk.get_trading_recommendation()
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if not risk_rec["can_trade"]:
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return # Mode STOPPED/COOLDOWN
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```
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# Apply session multiplier
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**4 mode** *Smart Risk*: NORMAL → PROTECTED → RECOVERY → COOLDOWN/STOPPED.
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---
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### Filter 12-14: *Lot*, *Spread*, dan Batas Posisi
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```python
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# Kalkulasi lot
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safe_lot = self.smart_risk.calculate_lot_size(...)
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safe_lot = max(0.01, safe_lot * session_multiplier)
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if safe_lot <= 0:
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return # Lot 0 = tidak boleh trade
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# Validasi spread
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if spread > max_allowed:
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return # Spread terlalu lebar
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# Batas posisi (max 2)
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can_open, limit_reason = self.smart_risk.can_open_position()
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if not can_open:
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return # Sudah 2 posisi terbuka
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```
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---
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## Eksekusi Order
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## Eksekusi *Order*
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Setelah semua 11 filter lolos:
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Setelah semua **14 filter** lolos:
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```python
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# main_live.py Lines 985-1008
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# Step A: Ambil harga real-time
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tick = mt5.get_tick(symbol)
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current_price = tick.ask if BUY else tick.bid
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@@ -284,128 +218,93 @@ if jarak_terlalu_dekat:
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result = mt5.send_order(
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symbol="XAUUSD",
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order_type="BUY" / "SELL",
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volume=0.01 - 0.02, # Lot dari risk calculation
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sl=broker_sl, # ATR-based SL (v3)
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tp=signal.take_profit, # SMC TP (ATR-capped)
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magic=123456, # ID bot
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volume=0.01 - 0.05,
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sl=broker_sl, # SL berbasis ATR
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tp=signal.take_profit, # TP dari SMC (ATR-capped)
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magic=123456,
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comment="AI Safe v3",
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)
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# Step D: Fallback jika broker reject SL
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if gagal dan error 10016:
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result = mt5.send_order(sl=0, ...) # Tanpa broker SL
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result = mt5.send_order(sl=0, ...)
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# Step E: Slippage Validation (v5 BARU)
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# Step E: Validasi slippage
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if result.success:
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actual_price = result.price
|
||||
slippage = abs(actual_price - signal.entry_price)
|
||||
max_slippage = signal.entry_price * 0.0015 # 0.15% dari harga
|
||||
|
||||
slippage = abs(result.price - signal.entry_price)
|
||||
max_slippage = signal.entry_price * 0.0015 # 0.15%
|
||||
if slippage > max_slippage:
|
||||
log WARNING "HIGH SLIPPAGE" # Catat slippage tinggi
|
||||
# Gunakan harga AKTUAL untuk tracking, bukan harga expected
|
||||
log WARNING "HIGH SLIPPAGE"
|
||||
|
||||
# Step F: Partial Fill Check (v5 BARU)
|
||||
filled_volume = result.volume
|
||||
if filled_volume < requested_volume:
|
||||
log WARNING "PARTIAL FILL"
|
||||
# Update lot_size ke volume yang sebenarnya terisi
|
||||
position.lot_size = filled_volume
|
||||
|
||||
# Step G: Register posisi (gunakan nilai AKTUAL)
|
||||
# Step F: Register posisi (gunakan nilai AKTUAL)
|
||||
smart_risk.register_position(
|
||||
ticket=result.order_id,
|
||||
entry_price=actual_price, # v5: harga aktual (bukan expected)
|
||||
lot_size=filled_volume, # v5: volume aktual (bukan requested)
|
||||
entry_price=result.price, # Harga aktual
|
||||
lot_size=result.volume, # Volume aktual
|
||||
direction=signal.signal_type,
|
||||
)
|
||||
```
|
||||
|
||||
### Slippage & Partial Fill (v5 Detail)
|
||||
|
||||
```
|
||||
SLIPPAGE VALIDATION:
|
||||
expected_price = signal.entry_price
|
||||
actual_price = result.price (dari broker)
|
||||
slippage = |actual - expected|
|
||||
max_acceptable = 0.15% dari harga (~$4 untuk XAUUSD @$2650)
|
||||
|
||||
Jika slippage > max_acceptable:
|
||||
-> LOG WARNING (untuk monitoring & analisis)
|
||||
-> Tetap pakai harga aktual untuk position tracking
|
||||
|
||||
PARTIAL FILL HANDLING:
|
||||
requested_volume = lot dari risk calculation
|
||||
filled_volume = result.volume (dari broker)
|
||||
|
||||
Jika filled < requested:
|
||||
-> LOG WARNING dengan fill ratio (%)
|
||||
-> Update position.lot_size ke filled_volume
|
||||
-> Risk calculation tetap akurat (berdasarkan volume sebenarnya)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Post-Entry
|
||||
## *Post-Entry*
|
||||
|
||||
```python
|
||||
# Step H: Log trade detail
|
||||
trade_logger.log_trade_open(
|
||||
signal, ml_prediction, regime, market_quality, ...
|
||||
)
|
||||
# Log trade detail ke PostgreSQL
|
||||
trade_logger.log_trade_open(signal, ml_prediction, regime, market_quality, ...)
|
||||
|
||||
# Step G: Kirim notifikasi Telegram
|
||||
# Kirim notifikasi Telegram
|
||||
await telegram.send_trade_open(trade_info)
|
||||
|
||||
# Step H: Update cooldown timer
|
||||
# Update cooldown timer
|
||||
last_trade_time = now
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Diagram Flow Lengkap
|
||||
## Diagram *Flow* Lengkap
|
||||
|
||||
```
|
||||
Loop setiap 1 detik
|
||||
|
|
||||
v
|
||||
Fetch 200 bar M15 -> Feature Eng -> SMC -> HMM -> XGBoost
|
||||
|
|
||||
v
|
||||
[1] Session OK? ----NO----> Skip
|
||||
|YES
|
||||
[2] Risk OK? -------NO----> Skip (STOPPED)
|
||||
|YES
|
||||
[3] SMC Signal? ----NO----> Skip (tidak ada setup)
|
||||
|YES
|
||||
[4] ML >= 50%? -----NO----> Skip (terlalu uncertain)
|
||||
|YES
|
||||
[5] ML Agree? ------NO----> Skip (ML veto)
|
||||
|YES
|
||||
[6] Quality OK? ----NO----> Skip (AVOID/CRISIS)
|
||||
|YES
|
||||
[7] Confirmed 2x? --NO----> Skip (tunggu konfirmasi)
|
||||
|YES
|
||||
[8] No Pullback? ---NO----> Skip (retrace)
|
||||
|YES
|
||||
[9] Cooldown OK? ---NO----> Skip (< 5 menit)
|
||||
|YES
|
||||
[10] Pos < 2? ------NO----> Skip (full)
|
||||
|YES
|
||||
[11] Lot > 0? ------NO----> Skip
|
||||
|YES
|
||||
v
|
||||
EXECUTE TRADE -> Register -> Log -> Telegram
|
||||
```mermaid
|
||||
graph TD
|
||||
A["Loop Setiap ~30 Detik"] --> B["Fetch 200 Bar M15"]
|
||||
B --> C["Feature Eng + SMC + HMM + XGBoost"]
|
||||
C --> F1{"1. Flash Crash?"}
|
||||
F1 -->|Ya| SKIP["Skip ↩"]
|
||||
F1 -->|Tidak| F2{"2. Regime SLEEP?"}
|
||||
F2 -->|Ya| SKIP
|
||||
F2 -->|Tidak| F3{"3. Risk OK?"}
|
||||
F3 -->|Tidak| SKIP
|
||||
F3 -->|Ya| F4{"4. Session OK?"}
|
||||
F4 -->|Tidak| SKIP
|
||||
F4 -->|Ya| F5{"5. SMC Signal?"}
|
||||
F5 -->|Tidak| SKIP
|
||||
F5 -->|Ya| F6{"6. Signal Combo?"}
|
||||
F6 -->|Tidak| SKIP
|
||||
F6 -->|Ya| F7{"7. H1 Bias OK?"}
|
||||
F7 -->|Tidak| SKIP
|
||||
F7 -->|Ya| F8{"8. Jam OK?"}
|
||||
F8 -->|Tidak| SKIP
|
||||
F8 -->|Ya| F9{"9. Cooldown OK?"}
|
||||
F9 -->|Tidak| SKIP
|
||||
F9 -->|Ya| F11{"10. Risk Gate?"}
|
||||
F11 -->|Tidak| SKIP
|
||||
F11 -->|Ya| F12{"11-14. Lot/Spread/Pos?"}
|
||||
F12 -->|Tidak| SKIP
|
||||
F12 -->|Ya| EXEC["EKSEKUSI TRADE"]
|
||||
EXEC --> POST["Register + Log + Telegram"]
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Statistik Filter
|
||||
|
||||
Dalam kondisi normal, dari ratusan loop per jam:
|
||||
- **~95%** diblokir oleh "tidak ada SMC signal" (pasar sideways)
|
||||
- **~3%** diblokir oleh ML disagreement atau low confidence
|
||||
- **~1%** diblokir oleh pullback filter atau session
|
||||
- **<1%** lolos semua filter dan menghasilkan trade
|
||||
Dalam kondisi normal, dari ratusan *loop* per jam:
|
||||
|
||||
**Rata-rata:** 3-8 trade per hari (sangat selektif).
|
||||
| Sumber *Block* | Persentase | Keterangan |
|
||||
|-----------------|-----------|------------|
|
||||
| Tidak ada sinyal SMC | **~95%** | Pasar *sideways*, tidak ada *setup* |
|
||||
| ML *disagreement* / *low confidence* | **~3%** | ML tidak yakin atau berlawanan |
|
||||
| *Pullback*, sesi, H1 *bias* | **~1%** | Filter waktu dan arah |
|
||||
| **Lolos semua → *Trade*** | **< 1%** | Sangat selektif |
|
||||
|
||||
**Rata-rata:** 3-8 *trade* per hari.
|
||||
|
||||
Reference in New Issue
Block a user