Trade #162626070 lost -$6.07 despite 78% conf prediction of +$3.81 recovery.
Actual market showed +$5.05 profit would have been achieved 31 min later.
Changes:
- Golden Emergency: 45s → 60s threshold (align with grace floor)
- Trajectory Override: If pred>0, conf>75%, accel>0 → delay emergency exit
- Hybrid Hold: Enable trajectory hold for never-profitable IF Golden + strong signal
- Recovery time: 47s max → up to 15 min (if strong recovery detected)
Safety nets maintained: $15 NO_RECOVERY, $20 EMERGENCY_MAX_LOSS
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
- Fuzzy/Kelly grace threshold: 200 ($200) → 2.0 ($2) — was suppressing ALL loss exits
- Fuzzy/Kelly grace period: unified with dynamic grace_minutes (respects ever_profitable, Golden)
- NO_RECOVERY: 1500 ($1500) → 15.0 ($15) — safety net now actually triggers
- EMERGENCY_MAX_LOSS: 2000 ($2000) → 20.0 ($20) — safety net now actually triggers
- Golden emergency exit: never-profitable + loss >$5 + 45s → immediate cut
- Golden grace floor: 1.0 min (never-prof) / 1.5 min (ever-prof), was 2.0 min
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Trajectory HOLD now requires ever_profitable=True
- Never-profitable trades: trajectory recovery prediction ignored
- Trajectory OVERRIDE for fuzzy exit also requires ever_profitable
- Saves ~$2.50 per trade (close at -$3.97 instead of -$6.47)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Fix#3: Grace period capped at 2min for trades that NEVER saw profit
- Fix#4: effective_max_loss and max_atr_loss can only tighten (monotonic)
- Golden Session: loss_mult*0.70, profit_mult*0.85, grace*0.60
- market_context now includes is_golden, session_name, session_volatility
- Enhanced dynamic log with [GOLDEN] tag, ratchet values, ever_profitable
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
TypeError: unsupported operand type(s) for -: 'float' and 'datetime.datetime'
Line 1462: time.time() - guard.entry_time
Fixed to: time.time() - guard.entry_time.timestamp()
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Implement industrial-standard semantic versioning (SemVer 2.0.0) with
automated feature detection and comprehensive changelog management.
New Features:
- VERSION file: Single source of truth for base version (0.0.0)
- src/version.py: Centralized version manager with auto-detection
- CHANGELOG.md: Keep a Changelog format for all changes
- Auto-versioning: Features increment MINOR version automatically
- Version display: Shows in startup banner and logs
Predictive Intelligence (v6.3) Complete:
- src/trajectory_predictor.py: Forecast profit 1-5 minutes ahead
- src/momentum_persistence.py: Detect momentum continuation (0-1 score)
- src/recovery_detector.py: Analyze recovery strength from losses
- src/fuzzy_exit_logic.py: Fuzzy logic exit confidence (0-1)
- src/kalman_filter.py: Kalman filter for velocity smoothing
- src/kelly_position_scaler.py: Kelly criterion position scaling
Version Calculation:
Base 0.0.0 + Kalman(0.1) + Fuzzy(0.1) + Kelly(0.1) +
Trajectory(0.1) + Momentum(0.1) + Recovery(0.1) = v0.6.0
Modified:
- CLAUDE.md: Added comprehensive versioning documentation
- main_live.py: Display version in startup banner
- src/smart_risk_manager.py: Use centralized versioning
Documentation:
- CLAUDE.md: Full versioning guidelines (SemVer, workflows, examples)
- CHANGELOG.md: Initial release documentation with feature tracking
- VERSION: Base version 0.0.0
Benefits:
- Professional version management (industry standard)
- Automatic feature tracking and version updates
- Complete change history with Keep a Changelog format
- Clear upgrade paths (MAJOR.MINOR.PATCH)
Version: v0.6.0 (Kalman + Fuzzy + Kelly + Predictive)
Exit Strategy: v6.3 Predictive Intelligence
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Enhance PositionGuard in SmartRiskManager with real-time profit velocity
($/s) and acceleration ($/s²) tracking for smarter exit decisions.
Changes:
- Add 7 velocity/acceleration fields to PositionGuard dataclass
- Add _calculate_velocity_acceleration(), _update_stagnation(), get_velocity_summary()
- Add 4 new exit checks: [VEL-EXIT], [DECEL], [VEL-WARN], [STAGNANT]
- Enhance early cut with velocity trigger alternative (vel < -0.4)
- Stricter profit_growing: requires momentum > 0 AND velocity > 0
- Reduce position check interval 10s → 5s for more data points
- Add per-ticket [MOMENTUM] log every 30s in main loop
- Revert unused momentum_tracker integration from position_manager
- Add deprecation note to profit_momentum_tracker.py
All velocity checks respect the 15-minute grace period.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add 15-min grace period before early cut (wait 1 M15 candle to develop)
- Replace equity chart with AI Assistant card (real-time insights in Indonesian)
- Merge filter toggles into EntryFilterCard (remove separate FiltersConfigCard)
- Fix filter config API URL typo (8001 → 8000)
- Fix tooltip blocking switch clicks (move Switch outside TooltipTrigger)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
**H1 Bias Fix:**
- Fixed cache check to ensure loop_count=1 always calculates H1 bias
- Changed exception log from DEBUG to WARNING for visibility
- Added log on first calculation (loop==1) in addition to every 4 loops
- Result: H1 bias now correctly calculated from first candle
**Filter Config Infrastructure (WIP):**
- Added FilterConfigManager (src/filter_config.py) for dynamic filter control
- Added data/filter_config.json with 11 entry filters (flash_crash, regime, risk, session, spread, h1_bias, ml_confidence, signal_combination, cooldown, time_filter, market_close)
- Added API endpoints: GET/POST /api/filters/config
- Note: Bot integration pending — requires wrapper around all filter checks
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- 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>
- Fix 'dict' has no attribute 'spread' by using .get("spread", 0)
- Add 3-retry loop to close_position() with fresh price each attempt
- Match retry pattern from send_order() for consistency
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Major Issue #1: Confidence Calculation Calibration
- Added calculate_confidence() method with weighted scoring
- Base 40% + Structure 15% + BOS/CHoCH 12% + FVG 8% + OB 10% + Trend 10%
- Capped at 85% (never 100% certain)
Major Issue #2: Pullback Filter ATR-based
- Replaced hardcoded $2, $1.5 thresholds
- Now uses bounce_threshold = 0.15 * ATR
- consolidation_threshold = 0.10 * ATR
Major Issue #3: Smarter Time-based Exit
- Don't cut winners short if profit growing
- Check ML agreement before timeout
- Extend time to 8h if profit > $10 and growing
Major Issue #4: Slippage Validation
- Check actual vs expected price after execution
- Log warning if slippage > 0.15% of price
- Use actual price for position tracking
Major Issue #5: Partial Fill Handling
- Check if filled volume < requested volume
- Log warning with fill ratio
- Use actual volume for position tracking
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
main_live.py:
- Switch main loop from time-based (1s) to candle-based (M15)
- Add position-only checks between candles (every 10s)
- Fix memory leak in signal persistence dict (cleanup stale entries)
- Raise auto-retrain rollback AUC threshold from 0.52 to 0.60
src/ml_model.py:
- Add 50-bar gap between train/test split to prevent temporal leakage
src/smart_risk_manager.py:
- Remove dangerous "Smart Hold" behavior (holding losers waiting for golden time)
- Replace with proper early cut logic (loss >30% + negative momentum)
src/smc_polars.py:
- Fix lookahead bias in FVG detection (remove shift(-1), use confirmed bars only)
- Fix lookahead bias in Swing Points (use center=False rolling window)
- Fix lookahead bias in Order Blocks (validate with current bar, not future)
- Enforce minimum 1:2 Risk:Reward ratio on all signals
- Always use current_close as entry price (no stale FVG/OB zone prices)
- Add ATR sanity check with realistic XAUUSD default ($12)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- XGBoost ML model with 37 features for market direction prediction
- Smart Money Concepts (SMC): Order Blocks, FVG, BOS, CHoCH
- HMM market regime detection (trending/ranging/volatile)
- ATR-based stop loss with 1.5 ATR minimum distance
- Broker-level SL protection with fallback
- Time-based exit (max 6 hours per trade)
- Session-aware trading optimized for London/NY overlap
- Auto-retraining based on market conditions
- Telegram notifications and web dashboard
- Backtest results: 63.9% win rate, 2.64 profit factor, 4.83 Sharpe
Backtest period: Jan 2025 - Feb 2026, 654 trades, $4,189 net P/L
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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