GifariKemal
e8355b3f62
- Dark mode: class-based theme toggle with localStorage persistence and flash prevention - Trade History (/trades): paginated table, stats cards, equity curve chart with DB API endpoints - Backtest Viewer (/backtests): log parser for 35 backtest results, sidebar + detail + comparison tabs - Model Insights: dashboard card + dialog showing feature importance, regime distribution, training history - Alert/Signal Log (/alerts): signal stats, filterable table with execution tracking - API: 8 new endpoints with psycopg2 DB connection pool - Dark mode sweep across books page, about dialog, and all dashboard components - Architecture docs rewritten with Mermaid diagrams (23 docs) - README and FEATURES.md rewritten bilingual (Indonesian + English) - main_live.py: write model_metrics.json on startup and retrain Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
163 lines
4.5 KiB
Markdown
163 lines
4.5 KiB
Markdown
# Manajemen Risiko — *Smart Risk Manager*
|
|
|
|
> **File utama:** `src/smart_risk_manager.py`
|
|
> **File pendukung:** `src/risk_engine.py`, `src/position_manager.py`
|
|
> **Konfigurasi:** `src/config.py`
|
|
|
|
---
|
|
|
|
## Gambaran Umum
|
|
|
|
Manajemen risiko adalah **fondasi terpenting** dari sistem *trading*. Bot menggunakan pendekatan berlapis — dari kalkulasi ukuran posisi hingga perlindungan otomatis saat kondisi pasar memburuk.
|
|
|
|
---
|
|
|
|
## 4 Mode *Trading*
|
|
|
|
```mermaid
|
|
graph LR
|
|
A["NORMAL<br/>🟢 Trading normal"] -->|"Kerugian > 50% batas harian"| B["PROTECTED<br/>🟡 Lot dikurangi 50%"]
|
|
B -->|"Kerugian > 80% batas harian"| C["RECOVERY<br/>🟠 Lot minimal, sangat ketat"]
|
|
C -->|"Kerugian = batas harian"| D["COOLDOWN/STOPPED<br/>🔴 Berhenti total"]
|
|
D -->|"Hari baru (reset)"| A
|
|
B -->|"Profit pulih"| A
|
|
```
|
|
|
|
| Mode | Kondisi | Efek |
|
|
|------|---------|------|
|
|
| **NORMAL** | Kerugian < 50% batas harian | *Lot* normal, semua filter standar |
|
|
| **PROTECTED** | Kerugian 50-80% batas harian | *Lot* dikurangi 50%, *entry* lebih ketat |
|
|
| **RECOVERY** | Kerugian 80-100% batas harian | *Lot* minimal, hanya sinyal sangat kuat |
|
|
| **COOLDOWN / STOPPED** | Kerugian = batas harian | **Berhenti total** — tidak boleh *trading* |
|
|
|
|
---
|
|
|
|
## Batas Risiko (Akun *Small* $5.000)
|
|
|
|
| Batas | Nilai | Kalkulasi |
|
|
|-------|-------|-----------|
|
|
| **Risiko per *trade*** | 1.0% | $50 |
|
|
| **Kerugian harian** | 3.0% | $150 |
|
|
| **Posisi bersamaan** | Max 3 | Terbatas oleh risiko |
|
|
| **Max *lot*** | 0.05 | Batas keras |
|
|
| **Min *lot*** | 0.01 | *Lot* paling kecil |
|
|
| ***Cooldown*** | 5 menit | Antar *trade* |
|
|
|
|
---
|
|
|
|
## Kalkulasi Ukuran Posisi
|
|
|
|
Bot menggunakan **metode *Half-Kelly Criterion***:
|
|
|
|
```python
|
|
# 1. Hitung jumlah risiko
|
|
risk_amount = balance * risk_per_trade / 100
|
|
# $5.000 * 1% = $50
|
|
|
|
# 2. Hitung jarak SL
|
|
sl_distance = abs(entry - stop_loss)
|
|
sl_pips = sl_distance / 0.1 # XAUUSD
|
|
|
|
# 3. Hitung lot
|
|
lot = risk_amount / (sl_pips * pip_value)
|
|
|
|
# 4. Half-Kelly (keamanan)
|
|
lot *= 0.5
|
|
|
|
# 5. Apply multiplier
|
|
lot *= session_multiplier # 0.5x - 1.2x
|
|
lot *= regime_multiplier # Dikurangi saat volatile
|
|
|
|
# 6. Batasi
|
|
lot = max(0.01, min(lot, 0.05))
|
|
```
|
|
|
|
---
|
|
|
|
## Proteksi Berlapis
|
|
|
|
### Lapis 1: *Entry Filter* (Sebelum *Trade*)
|
|
|
|
14 filter *entry* harus lolos — termasuk *session filter*, *regime check*, dan *smart risk gate*.
|
|
|
|
### Lapis 2: *Position Monitoring* (Saat *Trade* Aktif)
|
|
|
|
12 kondisi *exit* diperiksa setiap ~10 detik:
|
|
- *Smart Take Profit* (4 sub-kondisi)
|
|
- *Early Cut* (momentum negatif)
|
|
- *Trend Reversal* (ML sinyal balik)
|
|
- *Max Loss* per *trade*
|
|
- *Stall Detection*
|
|
- Batas harian
|
|
- *Weekend close*
|
|
- *Time-based exit* (4-8 jam)
|
|
- *Trailing SL* + *Breakeven*
|
|
|
|
### Lapis 3: *Broker-Level SL*
|
|
|
|
```python
|
|
# SL dikirim ke broker sebagai proteksi darurat
|
|
result = mt5.send_order(
|
|
sl=emergency_sl, # Berbasis ATR — proteksi server-side
|
|
tp=signal.take_profit,
|
|
)
|
|
```
|
|
|
|
Jika koneksi internet terputus, **SL di *broker* tetap aktif**.
|
|
|
|
### Lapis 4: *Circuit Breaker*
|
|
|
|
```python
|
|
# Flash crash detection — hentikan semua trading
|
|
flash_crash_threshold = 2.5 # Pergerakan 2.5% dalam 1 menit
|
|
if move_percent > threshold:
|
|
HALT_ALL_TRADING
|
|
```
|
|
|
|
---
|
|
|
|
## 7 Alasan *Exit* (*ExitReason*)
|
|
|
|
| Kode | Deskripsi |
|
|
|------|-----------|
|
|
| `TAKE_PROFIT` | Target profit tercapai atau profit diamankan |
|
|
| `TREND_REVERSAL` | ML mendeteksi pembalikan *trend* |
|
|
| `DAILY_LIMIT` | Batas kerugian harian tercapai |
|
|
| `POSITION_LIMIT` | Batas kerugian per posisi (S/L) |
|
|
| `TOTAL_LIMIT` | Batas kerugian total tercapai |
|
|
| `WEEKEND_CLOSE` | Mendekati penutupan *weekend* |
|
|
| `MANUAL` | Penutupan manual oleh pengguna |
|
|
|
|
---
|
|
|
|
## *State* Risiko Harian
|
|
|
|
```python
|
|
@dataclass
|
|
class RiskState:
|
|
mode: TradingMode # NORMAL/PROTECTED/RECOVERY/COOLDOWN
|
|
daily_profit: float # Total profit hari ini ($)
|
|
daily_loss: float # Total kerugian hari ini ($)
|
|
daily_trades: int # Jumlah trade hari ini
|
|
consecutive_losses: int # Kerugian berturut-turut
|
|
last_loss_amount: float # Kerugian terakhir ($)
|
|
can_trade: bool # Boleh trading atau tidak
|
|
```
|
|
|
|
*State* **di-reset setiap hari baru** (00:00 WIB) — hari baru, kesempatan baru.
|
|
|
|
---
|
|
|
|
## *Position Guard* (Per Posisi)
|
|
|
|
Setiap posisi yang terbuka memiliki *guard* sendiri yang melacak:
|
|
|
|
| Properti | Keterangan |
|
|
|----------|------------|
|
|
| `entry_price` | Harga masuk |
|
|
| `peak_profit` | Profit tertinggi yang pernah dicapai |
|
|
| `profit_history` | Riwayat profit (untuk *stall detection*) |
|
|
| `reversal_warnings` | Jumlah peringatan *reversal* dari ML |
|
|
| `stall_count` | Berapa kali harga *stuck* |
|
|
| `entry_time` | Waktu masuk (untuk *time-based exit*) |
|