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GifariKemal 0f9548e5fb feat: implement Professor AI recommendations v0.2.2 (5 critical fixes)

Exit Strategy v6.6 "Professor AI Validated" - All recommendations implemented

FIX #1: Remove Misleading Debug Code
- Removed manual trajectory calculation (line 1262-1269)
- Trajectory predictor was CORRECT, debug comparison was WRONG
- Cleaned up false "bug found" warnings

FIX #2: Peak Detection Logic (CHECK 0A.4)
- Detects approaching peak (vel > 0, accel < 0)
- Holds position if peak within 30s and 15%+ profit ahead
- Suppresses fuzzy exits during peak approach
- Target: Peak capture 38% -> 70%+
- Added peak_hold_active field to PositionGuard

FIX #3: London False Breakout Filter
- London session + ATR ratio < 1.2 = whipsaw risk
- Requires ML confidence 70% (instead of 60%)
- Prevents false breakouts during low volatility
- Implemented in main_live.py before signal logic

FIX #4: Enhanced Kelly Partial Exit Strategy
- Active for all profits >= tp_min * 0.5 (not just >$8)
- Recommends partial exits for better peak capture
- Full exit when Kelly suggests >70% close
- Note: Actual partial close needs MT5 volume parameter (TODO)

FIX #5: Unicode Encoding Fixes
- Added UTF-8 encoding to file logger
- Replaced all emoji (⚠️ -> [WARNING]) and arrows (-> -> ->)
- No more UnicodeEncodeError on Windows console
- Fixed in 11 src/*.py files

Expected Performance:
- Peak Capture: 38% -> 70%+ (+84%)
- Avg Profit: $2.00 -> $4.50 (+125%)
- Risk/Reward: 0.49 -> 1.2+ (+145%)
- Win Rate: Maintain 76%

Files Modified:
- src/smart_risk_manager.py (peak detection, Kelly, unicode)
- src/trajectory_predictor.py (unicode arrows)
- main_live.py (London filter, UTF-8 encoding)
- src/*.py (unicode cleanup: 11 files)
- VERSION (0.2.1 -> 0.2.2)
- CHANGELOG.md (comprehensive v0.2.2 docs)

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>

2026-02-11 18:16:34 +07:00

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FIX: Loss Exit Grace Period (v0.1.2)

Problem

Trade #161699163 exit terlalu cepat (18 detik) meskipun exit decision ternyata correct. User concern: Sistem tidak memberikan kesempatan recovery untuk micro swings.

Root Cause

No grace period for loss trades - langsung fuzzy check setelah entry
Profit retention bug - loss setelah profit kecil dianggap "collapsed" (trigger 95% exit)

Proposed Fix

FIX 1: Grace Period untuk Loss Trades

# Line ~1397 smart_risk_manager.py
# BEFORE:
if exit_confidence > 0.75:
    return True, ExitReason.POSITION_LIMIT, ...

# AFTER:
# Grace period: 60-120s tergantung regime
grace_period_sec = {
    "ranging": 120,
    "volatile": 90,
    "trending": 60
}.get(regime, 90)

time_since_entry = time.time() - guard.entry_time
if time_since_entry < grace_period_sec:
    # Suppress fuzzy exit during grace period
    logger.info(f"[GRACE PERIOD] Loss fuzzy={exit_confidence:.2%} suppressed (t={time_since_entry:.0f}s < {grace_period_sec}s)")
else:
    if exit_confidence > 0.75:
        return True, ExitReason.POSITION_LIMIT, ...

FIX 2: Profit Retention Fix untuk Small Loss After Small Profit

# fuzzy_exit_logic.py - evaluate() method
# BEFORE:
profit_retention_val = current_profit / peak_profit

# AFTER:
if current_profit < 0 and 0 < peak_profit < 3.0:
    # Small loss after small profit = micro swing, bukan collapse
    profit_retention_val = 0.50  # Medium retention (bukan collapsed)
else:
    profit_retention_val = current_profit / peak_profit

Expected Impact

Avg trade duration: 18s → 60-120s (lebih reasonable)
False early exits: -30% (grace period filtering)
Recovery opportunities: Lebih banyak micro swings yang bisa recovery

Testing

Backtest with grace period enabled
Monitor next 10 trades: avg duration harus >60s

Version

Bump to v0.1.2 (PATCH - bug fix)

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