Commit Graph
3 Commits
Author SHA1 Message Date
GifariKemalandClaude Opus 4.6 757b499033 docs: sync architecture docs with v5 major issues fix
5 major issues reflected in documentation:

1. Confidence calibration (03-SMC, 00-ARSITEKTUR):
   - Base 55% + 10% each → base 40% + weighted scoring
   - Structure +15%, BOS/CHoCH +12%, FVG +8%, OB +10%, Trend +10%

2. ATR-based pullback filter (09-Entry, 00-ARSITEKTUR):
   - Hardcoded $2/$1.5 → bounce 15% ATR, consolidation 10% ATR

3. Smarter time-based exit (10-Exit, 05-Risk, 00-ARSITEKTUR):
   - 4h: check profit growth, not just profit<$5
   - 6h: extend to 8h if profit>$10 and growing + ML agrees

4. Slippage validation (09-Entry, 23-Main, 00-ARSITEKTUR):
   - Check actual vs expected price, log if >0.15%

5. Partial fill handling (09-Entry, 23-Main, 00-ARSITEKTUR):
   - Check filled volume, use actual values for tracking

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-06 10:06:43 +07:00
GifariKemalandClaude Opus 4.5 092926415c chore: add training data, backups, and research docs
- Add model backups from training sessions
- Add training data parquet file
- Add risk state persistence file
- Add research documents (Gemini analysis)
- Update architecture docs

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-06 09:44:49 +07:00
GifariKemalandClaude Opus 4.6 a240d974f6 docs: add architecture documentation for remaining 8 components (16-23)
New documentation files:
- 16-MT5-Connector: Broker bridge with auto-reconnect & Polars native
- 17-Configuration: 6 sub-configs with capital mode auto-adjustment
- 18-Trade-Logger: Dual storage (PostgreSQL + CSV), thread-safe
- 19-Position-Manager: 7 action conditions, trailing SL, market close handler
- 20-Risk-Engine: Kelly Criterion sizing, circuit breaker, order validation
- 21-Database: PostgreSQL integration with 6 repositories
- 22-Train-Models: Initial training script (HMM + XGBoost)
- 23-Main-Live-Orchestrator: Main loop coordinating 15+ components

Updated README.md with complete index of all 23 components.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-06 09:17:20 +07:00