GifariKemal
0f9548e5fb
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>
46 lines
5.9 KiB
Plaintext
46 lines
5.9 KiB
Plaintext
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m34[0m - [1m================================================================================[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m35[0m - [1mXAUBOT AI v0.6.0 FIXED - BACKTEST RUNNER[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m36[0m - [1m================================================================================[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m37[0m - [1m[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m38[0m - [1mPROFESSOR'S FIXES APPLIED:[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m39[0m - [1m [FIX 1] Fuzzy Thresholds: 70-90% tiered (was fixed 90%)[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m40[0m - [1m [FIX 2] Trajectory Calibration: regime penalty + uncertainty[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m41[0m - [1m [FIX 3] Session Filter: Sydney/Tokyo DISABLED (00:00-10:00)[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m42[0m - [1m [FIX 4] Unicode Fix: ASCII only (no emojis)[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m43[0m - [1m [FIX 5] Max Loss: $25/trade (was $50)[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m44[0m - [1m[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m45[0m - [1mBacktest Period: 90 days[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m46[0m - [1m================================================================================[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m47[0m - [1m[0m
|
|
[32m2026-02-11 08:51:24.748[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m61[0m - [1mStep 1/4: Connecting to MT5...[0m
|
|
[32m2026-02-11 08:51:27.252[0m | [1mINFO [0m | [36msrc.mt5_connector[0m:[36mconnect[0m:[36m177[0m - [1mConnected to MT5: FinexBisnisSolusi-Demo (Account: 61045904)[0m
|
|
[32m2026-02-11 08:51:27.753[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m77[0m - [1mStep 2/4: Loading XAUUSD M15 data (last 90 days, ~8640 bars)...[0m
|
|
[32m2026-02-11 08:51:27.958[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m84[0m - [1m Loaded 8640 bars[0m
|
|
[32m2026-02-11 08:51:27.962[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m85[0m - [1m Date range: 2025-09-29 16:30:00 to 2026-02-11 03:45:00[0m
|
|
[32m2026-02-11 08:51:27.962[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m88[0m - [1mStep 3/4: Engineering features...[0m
|
|
[32m2026-02-11 08:51:27.981[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m91[0m - [1m Added 56 features[0m
|
|
[32m2026-02-11 08:51:27.981[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m94[0m - [1mStep 4/4: Running backtest with FIXED logic...[0m
|
|
[32m2026-02-11 08:51:27.981[0m | [1mINFO [0m | [36m__main__[0m:[36mmain[0m:[36m95[0m - [1m[0m
|
|
[32m2026-02-11 08:51:27.981[0m | [33m[1mWARNING [0m | [36msrc.regime_detector[0m:[36mload[0m:[36m642[0m - [33m[1mModel file not found: models\hmm_regime.pkl[0m
|
|
[32m2026-02-11 08:51:27.982[0m | [33m[1mWARNING [0m | [36msrc.ml_model[0m:[36mload[0m:[36m404[0m - [33m[1mModel file not found: models\xgboost_model.pkl[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m483[0m - [1m[BACKTEST FIXED v0.6.0][0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m484[0m - [1m Date range: 2025-09-30 18:30:00 to 2026-02-10 01:45:00[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m485[0m - [1m Total bars: 8440[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m486[0m - [1m FIXES APPLIED:[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m487[0m - [1m [FIX 1] Fuzzy thresholds: micro=70%, small=75%, medium=85%, large=90%[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m488[0m - [1m [FIX 2] Trajectory calibration: regime penalty + uncertainty[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m489[0m - [1m [FIX 3] Session filter: Sydney/Tokyo DISABLED[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m490[0m - [1m [FIX 4] Unicode: ASCII only[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m491[0m - [1m [FIX 5] Max loss: $25.0 (was $50)[0m
|
|
[32m2026-02-11 08:51:27.984[0m | [1mINFO [0m | [36mbacktest_v0_6_0_fixed[0m:[36mrun[0m:[36m492[0m - [1m[0m
|
|
Traceback (most recent call last):
|
|
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\v0.6.0_fixed\run_backtest.py", line 195, in <module>
|
|
main()
|
|
~~~~^^
|
|
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\v0.6.0_fixed\run_backtest.py", line 104, in main
|
|
stats = bt.run(df)
|
|
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\v0.6.0_fixed\backtest_v0_6_0_fixed.py", line 515, in run
|
|
smc_result = self.smc.analyze(df_slice)
|
|
^^^^^^^^^^^^^^^^
|
|
AttributeError: 'SMCAnalyzer' object has no attribute 'analyze'
|