cb41bfe5ba
feat: apply #33B impulse trail + #34A skip hours 9,21 WIB
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#33B Impulse Trail (position_manager.py):
- Tighten trailing SL to 1.5x ATR when candle range > 1.5x ATR
- Locks profit faster during volatile spikes (+$59, Sharpe 4.03)
#34A Time-of-Hour Filter (main_live.py):
- Skip entries at WIB hours 9 (02:00 UTC) and 21 (14:00 UTC)
- Hour 9 = end NY session (low liquidity), Hour 21 = London-NY transition (whipsaw)
- +$356 vs #31B, WR 82.6%, Sharpe 4.41, PF 2.43, DD 2.4%
Cumulative live: $3,163 net, 614 trades, 82.6% WR, Sharpe 4.41
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-08 12:55:34 +07:00
214b64945d
feat: apply #28B smart breakeven + #31B H1 EMA20 filter, add backtests #26-#32
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Live trading optimizations (cumulative: $2,807 net, 81.8% WR, Sharpe 3.97):
- #28B: Smart breakeven locks profit at entry + 0.5x ATR instead of fixed $2
- #31B: H1 Price vs EMA20 filter — BUY only when H1 bullish, SELL only when bearish
Backtests #26-#32 (7 scripts testing sell improvement, regime-aware entry,
confluence scoring, dynamic RR, multi-TF H1, and ML exit optimizer).
Winners: #28B (+$229), #31B (+$343). Failed: #26 , #27 , #29 , #30 , #32 .
Also includes: web dashboard redesign, Docker setup, startup scripts.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-08 10:33:24 +07:00
20dc1385c3
optimize: improve win rate with SELL filter and reduced cooldown
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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
d99df49dfc
sync: backtest_live_sync.py with all critical/major fixes
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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
7af9183af3
feat: Smart AI Trading Bot for XAUUSD with ML and SMC
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- 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
GifariKemal