XauBot/docs/arsitektur-ai/06-Session-Filter.md

Session Filter

File: src/session_filter.py Class: SessionFilter Timezone: WIB (Waktu Indonesia Barat / GMT+7)

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Apa Itu Session Filter?

Session Filter menentukan kapan bot boleh trading berdasarkan sesi pasar global. Setiap sesi memiliki karakteristik berbeda — volatilitas, likuiditas, dan spread. Bot menyesuaikan perilaku berdasarkan sesi yang sedang aktif.

Analogi: Session Filter adalah jadwal kerja — bot tahu kapan harus bekerja keras, kapan santai, dan kapan istirahat.

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7 Sesi yang Didefinisikan

Sesi	Enum	Waktu (WIB)	Volatilitas	Multiplier
Sydney	SYDNEY	06:00 - 13:00	Low	0.5x
Tokyo	TOKYO	07:00 - 16:00	Medium	0.7x
London	LONDON	15:00 - 23:59	High	1.0x
New York	NEW_YORK	20:00 - 23:59	Extreme	1.0x
Tokyo-London Overlap	OVERLAP_TOKYO_LONDON	15:00 - 16:00	High	1.0x
London-NY Overlap	OVERLAP_LONDON_NY	20:00 - 23:59	Extreme	1.2x
Off Hours	OFF_HOURS	Diluar sesi	-	0.0x

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Visualisasi Timeline (WIB)

JAM WIB:  00  02  04  06  08  10  12  14  16  18  20  22  24
          |---|---|---|---|---|---|---|---|---|---|---|---|---|
DANGER:   [=========]   <- Dead Zone (00-04)
DANGER:       [===]     <- Rollover (04-06)
SYDNEY:           [===========]                     0.5x
TOKYO:                [=============]               0.7x
OVERLAP T-L:                      [=]               1.0x
LONDON:                       [===================] 1.0x
NEW YORK:                                 [=======] 1.0x
GOLDEN:                                   [=======] 1.2x ★
          |---|---|---|---|---|---|---|---|---|---|---|---|---|
          00  02  04  06  08  10  12  14  16  18  20  22  24

★ GOLDEN TIME (20:00-23:59 WIB): Waktu terbaik — likuiditas tertinggi, London & NY overlap.

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Zona Bahaya (Danger Zones)

Zona	Waktu (WIB)	Alasan	Aksi
Dead Zone	00:00 - 04:00	Likuiditas rendah, spread tinggi	Block trading
Rollover	04:00 - 06:00	Spread melebar saat rollover broker	Block trading

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Logika can_trade() — Keputusan Utama

can_trade() -> (bool, str, float)
               bisa?  alasan  multiplier

Langkah pengecekan (urut prioritas):

1. Weekend?
   |-- Sabtu / Minggu -> (False, "Market tutup", 0.0)

2. Jumat >= 23:00?
   |-- Ya -> (False, "Hindari gap weekend", 0.0)

3. Danger Zone?
   |-- 00:00-04:00 -> (False, "Likuiditas rendah", 0.0)
   |-- 04:00-06:00 -> (False, "Spread melebar", 0.0)

4. Sesi saat ini?
   |-- Cek overlap dulu (prioritas tertinggi)
   |-- Lalu cek sesi utama

5. allow_trading flag?
   |-- False -> (False, "Tidak diizinkan", 0.0)

6. Aggressive Mode?
   |-- Sydney -> (True, "SAFE MODE 0.5x", 0.5)
   |-- Low volatility -> (False, "Tunggu sesi volatile", mult)
   |-- High/Extreme -> (True, "Trading OK", mult)

7. Default
   |-- (True, "Trading OK - {sesi}", multiplier)

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Prioritas Deteksi Sesi

# Overlap dicek PERTAMA (prioritas tertinggi)
1. London-NY Overlap (20:00-23:59)  -> GOLDEN TIME 1.2x
2. Tokyo-London Overlap (15:00-16:00)

# Lalu sesi utama
3. London (15:00-23:59)
4. New York (20:00-23:59)
5. Tokyo (07:00-16:00)
6. Sydney (06:00-13:00)

# Terakhir
7. Off Hours (default)

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Dampak ke Position Sizing

Session multiplier diterapkan setelah kalkulasi lot dari SmartRiskManager:

Lot dasar dari Risk Manager: 0.02
    |
    v
Session multiplier:
  Sydney (0.5x):     0.02 * 0.5 = 0.01
  Tokyo (0.7x):      0.02 * 0.7 = 0.014 -> 0.01 (rounded)
  London (1.0x):     0.02 * 1.0 = 0.02
  Golden (1.2x):     0.02 * 1.2 = 0.024 -> 0.02 (capped)
    |
    v
Final lot (min 0.01, max 0.02)

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Weekend & Friday Handling

Weekend

Sabtu (weekday=5): Market tutup -> tidak trading
Minggu (weekday=6): Market tutup -> tidak trading

Friday Close

Jumat >= 23:00 WIB:
  -> Block semua trade baru
  -> Alasan: Hindari gap weekend (harga bisa gap besar saat buka Senin)

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News Event Monitoring

Event yang Dipantau

Event	Waktu (WIB)	Buffer Sebelum	Buffer Sesudah
NFP (Non-Farm Payroll)	19:30	15 menit	30 menit
FOMC (Fed Decision)	01:00	15 menit	45 menit
CPI (Inflation)	19:30	15 menit	30 menit

Kebijakan News: MONITORING ONLY (Tidak Blocking)

Backtest menunjukkan:
  - Win rate saat news: 62.1%
  - Win rate normal: 64.9%
  - Selisih kecil, tapi BLOCKING news KEHILANGAN $178 profit

Keputusan: ML model sudah cukup menangani volatilitas news.
News hanya di-LOG, TIDAK memblokir trading.

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Aggressive Mode

Bot default menggunakan aggressive_mode=True:

create_wib_session_filter(aggressive=True)

Efek Aggressive Mode

Sesi	Tanpa Aggressive	Dengan Aggressive
Sydney	Block	Allow (0.5x, proven profitable)
Tokyo	Allow	Block (volatilitas kurang)
London	Allow	Allow
New York	Allow	Allow
Golden	Allow	Allow (boost 1.2x)

Alasan Sydney diizinkan: Backtest menunjukkan win rate 62% dan profit $5,934 di sesi Sydney.

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Golden Time (London-NY Overlap)

Waktu: 20:00 - 23:59 WIB
Multiplier: 1.2x (BOOSTED)
Volatilitas: Extreme

Kenapa spesial?
  - London dan New York sama-sama aktif
  - Likuiditas TERTINGGI sepanjang hari
  - Pergerakan harga paling signifikan
  - Volume trading terbesar

Aturan tambahan di main_live.py:
  - Require ML + SMC alignment (keduanya harus setuju)
  - Lot boleh lebih besar (1.2x multiplier)

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Integrasi dalam Main Loop

# 1. Inisialisasi
self.session_filter = create_wib_session_filter(aggressive=True)

# 2. Cek setiap loop
session_ok, session_reason, session_multiplier = self.session_filter.can_trade()

if not session_ok:
    # Log setiap 5 menit
    logger.info(f"Session: {session_reason}")
    next = self.session_filter.get_next_trading_window()
    logger.info(f"Next: {next['session']} in {next['hours_until']} hours")
    return  # Skip, tidak trading

# 3. Simpan multiplier untuk lot sizing
self._current_session_multiplier = session_multiplier

# 4. Apply ke lot size (setelah risk calculation)
safe_lot = max(0.01, safe_lot * session_multiplier)

---

Status Report

get_status_report() -> {
    "current_time_wib": "2026-02-06 20:15:00",
    "current_session": "London-NY Overlap",
    "volatility": "extreme",
    "can_trade": True,
    "reason": "Trading OK - GOLDEN TIME (1.2x)",
    "position_multiplier": 1.2,
    "is_weekend": False,
    "is_friday_close": False,
    "is_danger_zone": False,
}

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Contoh Skenario

Skenario 1: Golden Time

Waktu: 21:30 WIB (Rabu)
Sesi: London-NY Overlap
-> can_trade = True
-> multiplier = 1.2x
-> Lot 0.02 * 1.2 = 0.024 -> cap 0.02
-> Trading optimal!

Skenario 2: Sydney pagi

Waktu: 08:00 WIB (Selasa)
Sesi: Sydney
-> can_trade = True (aggressive mode)
-> multiplier = 0.5x
-> Lot 0.02 * 0.5 = 0.01
-> SAFE MODE: lot minimum

Skenario 3: Dead zone

Waktu: 02:30 WIB (Kamis)
Sesi: Off Hours (Danger Zone)
-> can_trade = False
-> Alasan: "Likuiditas rendah, spread tinggi"
-> Bot istirahat, tunggu sesi berikutnya

Skenario 4: Jumat malam

Waktu: 23:15 WIB (Jumat)
-> can_trade = False
-> Alasan: "Hindari gap weekend"
-> Tidak buka posisi baru