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Author SHA1 Message Date
GifariKemal 20dc1385c3 optimize: improve win rate with SELL filter and reduced cooldown 
Changes:
- Add SELL filter: require ML agreement + 55% confidence for SELL signals
- Reduce trade cooldown: 300s -> 150s (more trade opportunities)
- Relax trend reversal threshold: 0.4 -> 0.6 (less premature exits)
- backtest_live_sync.py: add configurable params for optimization testing

Backtest Results (Jan 2025 - Feb 2026):
BASELINE: 535 trades, 44.1% WR, $994 profit, PF 1.31
OPTIMIZED: 459 trades, 49.2% WR, $1018 profit, PF 1.43

Improvements:
- Win Rate: +5.1% (44.1% -> 49.2%)
- Profit Factor: +0.12 (1.31 -> 1.43)
- Max Drawdown: -0.8% (5.7% -> 4.9%)
- Sharpe Ratio: +0.55 (1.28 -> 1.83)
- NY Session WR: +17.4% (41.6% -> 59.0%)

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-02-06 11:46:36 +07:00
GifariKemal d99df49dfc sync: backtest_live_sync.py with all critical/major fixes 
Synchronized elements:
- ATR-based pullback filter (no more hardcoded $2, $1.5)
- Smart time-based exit (checks profit_growing before exit)
- ATR-based trend reversal thresholds
- Signal persistence with index-based cleanup
- Matches main_live.py logic 100%

Backtest Results (Jan 2025 - Feb 2026):
- 534 trades, 44.2% WR
- Net P/L: +$1,056.94
- Profit Factor: 1.34
- Max Drawdown: 5.7%
- Expectancy: +$1.98/trade

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-02-06 10:25:17 +07:00
GifariKemal 7af9183af3 feat: Smart AI Trading Bot for XAUUSD with ML and SMC 
- 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>
 2026-02-06 09:01:35 +07:00