10 Commits

Author SHA1 Message Date
romysaputrasihananda 9157c0d4f6 feat(backtest): ATR quality filter, pre-fill invalidation, entry zone config
Backtest improvements (XAUUSDm 20k candles vs baseline PF 1.12):
- ATR filter: FVG zone >= 0.3× ATR(14), impulse body >= 1.0× ATR(14) → PF 1.29, DD -3358
- Pre-fill invalidation: cancel pending FVG if price closes past impulse SL → PF 1.17
- ATR + pre-fill combined: PF 1.32, lowest DD -3230 (best overall)
- Entry zone config (ENTRY_ZONE_PCT): 0.0 aggressive / 0.5 midpoint / 1.0 conservative
  - Aggressive (0.0) hurts severely (PF 0.84), conservative (1.0) raises WR to 52.8%

New env vars: MIN_FVG_ATR_RATIO, MIN_IMPULSE_ATR_RATIO, PRE_FILL_INVALIDATE, ENTRY_ZONE_PCT
Rolling ATR(14) added to helpers using Wilder's RMA smoothing

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-12 01:44:58 +07:00
romysaputrasihananda 272fca4f65 feat: session filter, breakeven SL, daily loss limit, startup alert, multi-pair web
Bot improvements:
- Session filter (SESSION_FROM_UTC/TO_UTC) — backtest confirms 08-13 UTC optimal for XAU
- Breakeven SL management (BREAKEVEN_AT_RR) — disabled by default, hurts XAU momentum
- Daily loss limit circuit breaker (DAILY_LOSS_LIMIT_PCT)
- Telegram startup alert with symbol, session, risk, and balance
- MT5 modify_position (TRADE_ACTION_SLTP) support in mt5-client

Web updates:
- Version badge auto-fetched from GitHub Releases API
- GitHub icon link in Nav and footer
- Multi-pair general (not XAUUSDm-specific)
- BTCUSDm backtest results added, session params in params table
- Trades page uses rolling 90-day window instead of hardcoded date

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-12 00:48:45 +07:00
romysaputrasihananda 4fdc3da4ed feat: improve Telegram message formatting
- Consistent header: icon + bold status + symbol · side
- Prices wrapped in <code> for monospace rendering
- TP/SL shown on separate lines (Entry/TP/SL aligned)
- Closed trades: entry → exit with vol + balance on one line
- PnL summary: trades · wins/losses · WR% with bold net P&L
- Add fp() helper for f64 price without trailing zeros

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-11 02:11:27 +07:00
romysaputrasihananda 954cf6b8cf revert: remove chart generation (plotters approach dropped)
Chart image via plotters looked bad and TradingView webhook
can't send chart screenshots programmatically. Reverted to
text-only Telegram notifications.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-11 02:04:53 +07:00
romysaputrasihananda e285ab3ee0 feat: Telegram notifications for all 6 SSE events + hourly PnL summary
- Handle position_opened/closed/modified and order_placed/cancelled/modified
- Unified SsePayload struct (Option fields) for both position and order events
- Hourly PnL summary task (send_pnl_summary every 3600s, skip first tick)
- Add sim binary for testing TG notification flow without MT5
- Export telegram + helpers via lib.rs for bin access
- Update README with Telegram setup and event table
- Update .env.example with Telegram comment block

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-11 01:52:53 +07:00
romysaputrasihananda a49aee6ae0 feat: Telegram notifications + SSE position stream + PnL summary
- Add telegram.rs: send/edit messages via Bot API
- Add SSE position listener: position_opened → edit "Filled",
  position_closed → edit TP/SL result + send daily+alltime PnL summary
- Extend State with tg_message_id and trade details for notifications
- Add PosState to persist position info across SSE events
- Add Deal domain type and history_deals() client method
- New env: TELEGRAM_BOT_TOKEN, TELEGRAM_CHAT_ID, TELEGRAM_THREAD_ID

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-11 01:28:45 +07:00
romysaputrasihananda 7d094591b8 feat: live trading, multi-pair backtest, README, CI workflow
- Add live trading loop (live.rs) with MT5 pending order placement,
  state persistence, and per-symbol tokio task for multi-pair
- Extract backtest engine to backtest.rs and shared helpers to helpers.rs
- Multi-pair support via SYMBOLS env var (comma-separated)
- Add GitHub Actions workflow: Linux musl + Windows release binaries
- Add README with strategy docs, config reference, backtest results
- Clean up warnings, remove unused env vars, tighten .gitignore

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-10 13:31:53 +07:00
romysaputrasihananda ddd8c98af5 feat: add margin call / stop-out simulation
STOP_OUT_PCT env var (default 0.0 = Exness standard: stop at $0 equity).
- During open trade: checks worst-case equity (candle.low/high) each candle
- Before new trade: checks balance > stop_out_balance
- Prints STOP-OUT event in trade log and MARGIN CALL banner in summary

Portfolio simulator updated: checks combined balance vs stop-out level.

Findings:
  1% risk — never margin-called at any stop-out level
  5% XAUUSDm — MARGIN CALL at STOP_OUT_PCT=0.2 (balance hit $88.99 < $120)
  5% XAGUSDm/BTC/Oil — survive 20% stop-out (lower early drawdown)
  Portfolio 4 pairs — no margin call at 20% stop-out (diversification)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-09 20:24:56 +07:00
romysaputrasihananda a78dd26cf0 feat: make ares self-contained workspace with bundled domain/mt5-client crates
Vendor domain and mt5-client from hermes into crates/ so the repo can
be pushed to GitHub without external path dependencies.

Also includes all bug fixes from autonomous session:
- impulse SL fix (SL at impulse candle low/high, not zone edge)
- pip_size fix for 5-decimal pairs
- fill_ok premature cancellation fix
- TIMEOUT_CANDLES, MIN_FVG_PIPS, MIN_SL_PIPS env vars

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-09 20:03:09 +07:00
romysaputrasihananda e0e421ed05 feat: initial Ares scalping bot — momentum FVG strategy
Strategy: detect 3-candle momentum FVG on M5, enter on retrace fill.

Signal logic:
- Candle[i-1] must be a momentum candle: body ≥ BODY_PCT_MIN (default 60%)
  and close in top/bottom CLOSE_PCT_MIN (default 80%) of range
- FVG must exist between candle[i-2] and candle[i] (gap on momentum side)
- FVG zone midpoint = limit entry level
- SL: just outside FVG zone (+ optional SL_BUFFER)
- TP: entry ± SL_distance × MIN_RR

Features:
- EMA trend filter (EMA_PERIOD, same timeframe)
- FVG expiry (FVG_EXPIRY_CANDLES): stale setups auto-invalidate
- Currency conversion for non-USD profit pairs (JPY, CAD, CHF)
- Full friction model: spread, slippage, commission
- Date range filter (DATE_FROM / DATE_TO)
- Same stats output format as Hermes

Dependencies: domain + mt5-client from hermes/crates (path deps)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-09 04:01:40 +07:00