GifariKemalandClaude Opus 4.5
7af9183af3
- XGBoost ML model with 37 features for market direction prediction - Smart Money Concepts (SMC): Order Blocks, FVG, BOS, CHoCH - HMM market regime detection (trending/ranging/volatile) - ATR-based stop loss with 1.5 ATR minimum distance - Broker-level SL protection with fallback - Time-based exit (max 6 hours per trade) - Session-aware trading optimized for London/NY overlap - Auto-retraining based on market conditions - Telegram notifications and web dashboard - Backtest results: 63.9% win rate, 2.64 profit factor, 4.83 Sharpe Backtest period: Jan 2025 - Feb 2026, 654 trades, $4,189 net P/L Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
5.9 KiB
5.9 KiB
News Agent — Monitoring Berita Ekonomi
File:
src/news_agent.pyClass:NewsAgentStatus: Aktif tapi TIDAK MEMBLOKIR trading (monitoring only)
Apa Itu News Agent?
News Agent memonitor berita ekonomi high-impact (NFP, FOMC, CPI) yang bisa menyebabkan volatilitas ekstrem di pasar gold. Awalnya dirancang untuk memblokir trading saat news, tapi setelah backtest menunjukkan bahwa blocking justru kehilangan $178 profit, sekarang hanya berfungsi sebagai monitor dan logger.
Analogi: News Agent seperti stasiun cuaca — melaporkan badai yang datang, tapi pilot (bot) tetap terbang karena pesawat (ML model) sudah cukup tangguh menangani turbulensi.
Kenapa Tidak Blocking?
Hasil Backtest (29 trades):
- Win rate tanpa filter: 64.9%
- Win rate saat news: 62.1% (selisih hanya 2.8%)
- Profit yang hilang jika filter aktif: $178.15
Kesimpulan:
-> ML model sudah cukup menangani volatilitas news
-> Blocking justru kehilangan peluang profit
-> Monitoring cukup, tidak perlu blocking
Event yang Dipantau
3 Event High-Impact
| Event | Waktu (WIB) | Hari | Dampak ke Gold |
|---|---|---|---|
| NFP (Non-Farm Payroll) | 20:30 | Jumat pertama bulan | Sangat tinggi |
| FOMC (Fed Decision) | 02:00 | ~8x per tahun | Sangat tinggi |
| CPI (Inflation) | 20:30 | Tgl 10-15 (Sel/Rab/Kam) | Tinggi |
Deteksi Event
# NFP: Jumat pertama bulan
if weekday == 4 and day <= 7: # Friday, day 1-7
if 19 <= hour <= 21: # 19:00-21:00 WIB
return "NFP (Non-Farm Payroll) - HIGH IMPACT"
# FOMC: Tanggal spesifik (hardcoded schedule)
fomc_dates = [
(1,29), (3,19), (5,7), (6,18), (7,30), # 2025
(9,17), (11,5), (12,17),
(1,29), (3,18), (5,6), (6,17), (7,29), # 2026
]
if (month, day) in fomc_dates:
if 1 <= hour <= 3: # 01:00-03:00 WIB
return "FOMC Decision - HIGH IMPACT"
# CPI: Sekitar tanggal 10-15, hari kerja
if 10 <= day <= 15 and 19 <= hour <= 21:
if weekday in [1, 2, 3]: # Selasa-Kamis
return "CPI (Inflation) - HIGH IMPACT"
Buffer Times
| Parameter | Default | Aktif di Production |
|---|---|---|
news_buffer_minutes |
30 menit | 0 (disabled) |
high_impact_buffer_minutes |
60 menit | 0 (disabled) |
# Inisialisasi di main_live.py
self.news_agent = create_news_agent(
news_buffer_minutes=0, # No blocking
high_impact_buffer_minutes=0, # No blocking
)
Market Condition States
| Kondisi | Bisa Trade? | Lot Multiplier | Trigger |
|---|---|---|---|
SAFE |
Ya | 1.0x | Tidak ada news |
CAUTION |
Ya | 0.5x | News medium-impact |
DANGER_NEWS |
Tidak* | 0.0x | High-impact news |
DANGER_SENTIMENT |
Tidak* | 0.5x | Sentimen sangat bearish |
*Di production, DANGER tetap diizinkan trading (monitoring only)
Analisis Sentimen
News Agent juga bisa menganalisis headline berita berdasarkan keyword:
Keyword Bullish (untuk Gold)
Geopolitical: war, conflict, invasion, crisis, escalation
Economic: rate cut, dovish, easing, recession, stimulus
Market: safe haven, gold surge, gold rally, buy gold
Keyword Bearish (untuk Gold)
Geopolitical: peace deal, ceasefire, de-escalation
Economic: rate hike, hawkish, tightening, strong dollar
Market: risk on, stocks rally, sell gold, gold crash
Keyword Volatile
breaking, urgent, flash, sudden, unexpected, shock, crash, spike
Scoring
Setiap keyword match:
Bullish: +0.3
Bearish: -0.3
Volatile: -0.1 (penalty)
Score range: -1.0 (sangat bearish) sampai +1.0 (sangat bullish)
Confidence berdasarkan jumlah keyword yang match
Method should_trade()
def should_trade(headlines=None) -> (bool, str, float):
"""
Returns:
can_trade: bool <- Apakah aman trading
reason: str <- Alasan
lot_multiplier: float <- Pengali lot (0.0-1.0)
"""
# 1. Cek economic calendar (MT5 + hardcoded events)
# 2. Analisis sentimen (jika ada headlines)
# 3. Tentukan kondisi pasar
# 4. Return rekomendasi
Integrasi di Main Loop
# main_live.py Lines 485-496
# NEWS AGENT MONITORING (NO BLOCKING)
can_trade_news, news_reason, news_lot_mult = self.news_agent.should_trade()
# Hanya LOG, TIDAK block
if not can_trade_news and loop_count % 300 == 0: # Setiap 5 menit
logger.info(f"News Agent: HIGH IMPACT NEWS - {news_reason} (trading allowed)")
# Catatan:
# - news_lot_mult dihitung tapi TIDAK diterapkan
# - Trading tetap berjalan normal
# - Informasi digunakan untuk logging dan analisis
Sumber Data
| Sumber | Status | Keterangan |
|---|---|---|
| MT5 Calendar | Aktif | Cek economic calendar dari terminal |
| Hardcoded Events | Aktif (Fallback) | NFP, FOMC, CPI schedule |
| NewsAPI | Tersedia, tidak digunakan | External API (butuh API key) |
| ForexFactory | Tersedia, tidak diimplementasi | Placeholder untuk scraping |
Konfigurasi
NewsAgent(
news_buffer_minutes=30, # Buffer news biasa (disabled: 0)
high_impact_buffer_minutes=60, # Buffer high-impact (disabled: 0)
enable_mt5_calendar=True, # Cek MT5 calendar
enable_sentiment=True, # Analisis sentimen
)
# Cache
_cache_duration = 15 menit # Cache hasil calendar check
Contoh Output Log
[14:30] News Agent: HIGH IMPACT NEWS - NFP (Non-Farm Payroll) (trading allowed)
[14:35] News Agent: Market condition SAFE - no upcoming events
[20:25] News Agent: HIGH IMPACT NEWS - CPI (Inflation) (trading allowed)
Catatan: Meskipun terdeteksi "HIGH IMPACT NEWS", bot tetap trading. Log ini berguna untuk analisis post-trade — apakah trade yang terjadi saat news perform baik atau buruk.