GifariKemalandClaude Opus 4.6
757b499033
5 major issues reflected in documentation: 1. Confidence calibration (03-SMC, 00-ARSITEKTUR): - Base 55% + 10% each → base 40% + weighted scoring - Structure +15%, BOS/CHoCH +12%, FVG +8%, OB +10%, Trend +10% 2. ATR-based pullback filter (09-Entry, 00-ARSITEKTUR): - Hardcoded $2/$1.5 → bounce 15% ATR, consolidation 10% ATR 3. Smarter time-based exit (10-Exit, 05-Risk, 00-ARSITEKTUR): - 4h: check profit growth, not just profit<$5 - 6h: extend to 8h if profit>$10 and growing + ML agrees 4. Slippage validation (09-Entry, 23-Main, 00-ARSITEKTUR): - Check actual vs expected price, log if >0.15% 5. Partial fill handling (09-Entry, 23-Main, 00-ARSITEKTUR): - Check filled volume, use actual values for tracking Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
264 lines
11 KiB
Markdown
264 lines
11 KiB
Markdown
# Main Live — Orchestrator Utama
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> **File:** `main_live.py`
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> **Class:** `TradingBot`
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> **Runtime:** Async event loop (asyncio)
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> **Mode:** Candle-based (analisis penuh hanya saat candle baru M15)
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> **Target:** < 0.05 detik per iterasi analisis
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---
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## Apa Itu Main Live?
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Main Live adalah **otak pusat** yang mengorkestrasi semua komponen bot. Menjalankan loop **candle-based** — analisis penuh hanya dijalankan saat candle M15 baru terbentuk, dengan pengecekan posisi setiap 10 detik di antara candle. Mengkoordinasikan 15+ komponen dari data fetching hingga order execution.
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**Analogi:** Main Live seperti **konduktor orkestra** — tidak memainkan alat musik sendiri, tapi mengarahkan semua pemain (komponen) agar bermain harmonis pada waktu yang tepat.
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---
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## Komponen yang Dimuat
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```python
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class TradingBot:
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def __init__(self):
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# Koneksi
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self.mt5 = MT5Connector(...) # Jembatan ke broker
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self.telegram = TelegramNotifier(...) # Notifikasi
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# AI Models
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self.ml_model = TradingModel(...) # XGBoost predictor
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self.regime_detector = MarketRegimeDetector(...) # HMM regime
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self.smc = SMCAnalyzer(...) # Smart Money Concepts
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# Analisis
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self.features = FeatureEngineer() # 40+ fitur
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self.dynamic_confidence = DynamicConfidenceManager(...) # Threshold
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self.session_filter = SessionFilter(...) # Waktu trading
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self.news_agent = NewsAgent(...) # Monitor berita
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# Risiko
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self.smart_risk = SmartRiskManager(...) # Risk management
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self.risk_engine = RiskEngine(...) # Kelly criterion
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self.position_manager = SmartPositionManager(...) # Position mgmt
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# Logging & Training
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self.trade_logger = TradeLogger(...) # Pencatat trade
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self.auto_trainer = AutoTrainer(...) # Retraining otomatis
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# State
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self.flash_crash_detector = FlashCrashDetector(...) # Proteksi
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```
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---
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## Main Loop (Candle-Based)
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```
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STARTUP:
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Load models → Connect MT5 → Send Telegram startup
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v
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LOOP UTAMA (cek setiap ~5 detik, analisis pada candle baru):
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├── Fetch 2 bar terakhir → cek apakah candle baru terbentuk
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|===[CANDLE BARU? YA → FULL ANALYSIS]=================
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| |===[PHASE 1: DATA]================================
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| ├── Fetch 200 bar M15 XAUUSD dari MT5
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| ├── Feature Engineering (40+ fitur)
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| ├── SMC Analysis (Swing, FVG, OB, BOS, CHoCH)
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| ├── HMM Regime Detection
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| └── XGBoost Prediction
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| |
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| |===[PHASE 2: MONITORING]===========================
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| ├── Cek posisi terbuka
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| │ └── Untuk setiap posisi:
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| │ ├── Update profit & momentum
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| │ ├── 10 kondisi exit (smart_risk.evaluate_position)
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| │ └── Jika should_close → tutup → log → Telegram
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| ├── Position Manager (trailing SL, breakeven)
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| │ └── Smart Market Close Handler
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| |===[PHASE 3: ENTRY]================================
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| ├── [1] Session Filter → boleh trading?
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| ├── [2] Risk Mode → bukan STOPPED?
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| ├── [3] SMC Signal → ada setup?
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| ├── [4] ML Confidence → >= threshold?
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| ├── [5] ML Agreement → tidak strongly disagree?
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| ├── [6] Dynamic Quality → bukan AVOID?
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| ├── [7] Confirmation → 2x candle berturut?
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| ├── [8] Pullback Filter → momentum selaras? (v5: ATR-based)
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| ├── [9] Cooldown → 5 menit sejak trade terakhir?
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| ├── [10] Position Limit → < 2 posisi?
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| ├── [11] Lot Size → > 0?
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| ├── SEMUA PASS → Execute trade
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| ├── Slippage validation (v5: cek harga aktual vs expected)
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| ├── Partial fill check (v5: cek volume aktual vs requested)
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| └── Register position (harga & volume AKTUAL) → Log → Telegram
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| |===[PHASE 4: PERIODIK]=============================
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| ├── Setiap 20 candle (~5 jam M15): Cek auto-retrain
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| ├── Setiap 30 menit: Market update (Telegram)
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| ├── Setiap 1 jam: Hourly analysis (Telegram)
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| ├── Pergantian hari: Daily summary + reset
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| └── News Agent: Monitor (non-blocking)
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|===[CANDLE BARU? TIDAK → POSITION CHECK ONLY]========
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├── Setiap 10 detik: cek posisi terbuka saja
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│ ├── Fetch 50 bar (minimal data)
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│ ├── Hitung fitur untuk ML check
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│ └── Evaluasi exit conditions per posisi
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Tunggu ~5 detik → Loop lagi
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```
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---
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## Startup Sequence
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```
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1. Load konfigurasi dari .env
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2. Connect ke MT5 (max 3 retry)
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3. Load model HMM dari models/hmm_regime.pkl
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4. Load model XGBoost dari models/xgboost_model.pkl
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5. Initialize SmartRiskManager (set balance, limits)
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6. Initialize SessionFilter (WIB timezone)
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7. Initialize TelegramNotifier
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8. Initialize TradeLogger
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9. Initialize AutoTrainer
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10. Send Telegram: "BOT STARTED" (config, balance, risk settings)
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11. Mulai main loop
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```
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---
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## Shutdown Sequence
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```
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1. Signal SIGINT/SIGTERM diterima
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2. Hentikan loop utama
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3. Kirim Telegram: "BOT STOPPED" (balance, trades, uptime)
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4. Disconnect MT5
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5. Close database connections
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6. Exit
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```
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---
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## Error Handling
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```
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Setiap iterasi loop dibungkus try-except:
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try:
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# Fetch data, analyze, trade
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except ConnectionError:
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# MT5 disconnected → reconnect()
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except Exception as e:
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# Log error → lanjut loop berikutnya
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# Bot TIDAK crash dari error tunggal
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Prinsip: NEVER STOP TRADING karena error non-kritis
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```
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---
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## Timer Periodik
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| Event | Interval | Aksi |
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|-------|----------|------|
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| Full analysis + entry | Setiap candle baru M15 | Saat candle terbentuk |
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| Position monitoring | ~10 detik | Di antara candle |
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| Performance logging | 4 candle (~1 jam) | `loop_count % 4` |
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| Auto-retrain check | 20 candle (~5 jam) | `loop_count % 20` |
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| Market update Telegram | 30 menit | Timer |
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| Hourly analysis Telegram | 1 jam | Timer |
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| Daily summary | Pergantian hari | Date check |
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---
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## Performa Target
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```
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Target: < 0.05 detik per iterasi analisis (50ms)
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Full Analysis (saat candle baru):
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├── MT5 data fetch: ~10ms (200 bar)
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├── Feature engineering: ~5ms (Polars, vectorized)
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├── SMC analysis: ~5ms (Polars native)
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├── HMM predict: ~2ms
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├── XGBoost predict: ~3ms
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├── Position monitoring: ~5ms
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├── Entry logic: ~5ms
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└── Overhead: ~15ms
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------
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~50ms total
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Position Check Only (di antara candle):
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├── MT5 data fetch: ~5ms (50 bar saja)
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├── Feature engineering: ~3ms
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├── ML prediction: ~3ms
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├── Position evaluation: ~5ms
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└── Overhead: ~5ms
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------
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~21ms total
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```
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---
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## Hubungan Semua Komponen
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```
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┌─────────────────────────────────────────────────────────┐
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│ main_live.py │
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│ (TradingBot) │
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│ │
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│ ┌─────────┐ ┌─────────┐ ┌──────────┐ ┌──────────┐ │
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│ │ MT5 │ │ Feature │ │ SMC │ │ HMM │ │
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│ │Connector│→ │ Eng │→ │ Analyzer │→ │ Detector │ │
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│ └─────────┘ └─────────┘ └──────────┘ └──────────┘ │
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│ ↑ ↓ ↓ │
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│ │ ┌──────────────────────┐ │
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│ │ │ Dynamic Confidence │ │
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│ │ └──────────────────────┘ │
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│ │ ↓ │
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│ │ ┌──────────────────┐ │
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│ │ │ XGBoost Model │ │
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│ │ └──────────────────┘ │
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│ │ ↓ │
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│ │ ┌─────────────────────────────────┐ │
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│ │ │ Entry Logic (11 Filters) │ │
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│ │ │ Session, Risk, SMC, ML, ... │ │
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│ │ └─────────────────────────────────┘ │
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│ │ ↓ │
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│ │ ┌────────────┐ ┌───────────────┐ │
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│ ├────│ Risk Engine│ │Smart Risk Mgr │ │
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│ │ └────────────┘ └───────────────┘ │
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│ │ ↓ │
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│ │←── Execute Order (BUY/SELL) │
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│ │ ↓ │
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│ │ ┌────────────┐ ┌───────────────┐ │
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│ │ │ Position │ │ Trade Logger │ │
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│ │ │ Manager │ │ (DB + CSV) │ │
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│ │ └────────────┘ └───────────────┘ │
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│ │ ↓ │
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│ │ ┌────────────┐ ┌───────────────┐ │
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│ │ │ Telegram │ │ Auto Trainer │ │
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│ │ │ Notifier │ │ (retraining) │ │
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│ │ └────────────┘ └───────────────┘ │
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│ │ │
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│ │ ┌────────────┐ ┌───────────────┐ │
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│ │ │News Agent │ │Session Filter │ │
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│ │ │(monitor) │ │(waktu trading)│ │
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│ │ └────────────┘ └───────────────┘ │
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└─────────────────────────────────────────────────────────┘
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```
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