docs: add profit momentum research artifacts
Added profit momentum feature research files from previous analysis: - docs/research/PROFIT_MOMENTUM_CODE_SNIPPET.py — Implementation code - docs/research/PROFIT_MOMENTUM_INTEGRATION.md — Integration guide - tests/test_profit_momentum.py — Test script These files document profit momentum feature exploration (unrelated to current HMM fix but kept for reference). Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
buckybonez
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"""
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Profit Momentum Tracker - Code Snippets for Integration
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========================================================
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Copy-paste these snippets into main_live.py for integration.
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"""
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# ============================================================
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# SNIPPET 1: Import Statement (add to top of main_live.py)
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# ============================================================
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from src.profit_momentum_tracker import ProfitMomentumTracker
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# ============================================================
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# SNIPPET 2: Initialize Tracker (add to TradingBot.__init__)
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# ============================================================
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# Initialize Profit Momentum Tracker (NEW)
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self.momentum_tracker = ProfitMomentumTracker(
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# Velocity thresholds
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velocity_reversal_threshold=-0.5, # Exit if velocity < -0.5 $/s
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deceleration_threshold=-1.0, # Exit if accel < -1.0 $/s²
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stagnation_threshold=0.1, # Velocity < 0.1 $/s = stagnant
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stagnation_count_max=8, # Exit after 8 stagnant samples (4s)
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# Drawdown protection
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peak_drawdown_threshold=40.0, # Exit if 40% drawdown from peak
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min_peak_to_protect=10.0, # Only protect peaks > $10
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# Anti-early-exit protection
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min_profit_for_momentum_exit=5.0, # Don't exit on momentum if profit < $5
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grace_period_seconds=10.0, # Minimum 10s in profit before momentum exit
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min_samples_required=6, # Minimum 6 samples (3s) before analyzing
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# Logging
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enable_logging=True,
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)
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# Pass tracker to Position Manager
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self.position_manager = SmartPositionManager(
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breakeven_pips=30.0,
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trail_start_pips=50.0,
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trail_step_pips=30.0,
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atr_be_mult=2.0,
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atr_trail_start_mult=4.0,
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atr_trail_step_mult=3.0,
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min_profit_to_protect=5.0,
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max_drawdown_from_peak=50.0,
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enable_market_close_handler=True,
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min_profit_before_close=10.0,
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max_loss_to_hold=100.0,
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momentum_tracker=self.momentum_tracker, # NEW: Pass tracker
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enable_momentum_exit=True, # NEW: Enable momentum exits
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)
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# Initialize momentum log throttle
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self._last_momentum_log = {}
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# ============================================================
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# SNIPPET 3: Monitoring Method (add to TradingBot class)
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# ============================================================
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async def _monitor_positions_momentum(self):
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"""
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Monitor open positions momentum every 500ms.
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Updates profit tracker for real-time momentum analysis.
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"""
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logger.info("🎯 Profit momentum monitoring started (500ms interval)")
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while self.running:
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try:
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# Get open positions
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positions_df = self.mt5.get_positions()
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if len(positions_df) > 0:
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# Update momentum tracker for each position
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for row in positions_df.iter_rows(named=True):
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ticket = row["ticket"]
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profit = row.get("profit", 0.0)
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current_price = row.get("price_current", 0.0)
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# Update tracker
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self.momentum_tracker.update(ticket, profit, current_price)
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# Log metrics every 2 seconds per ticket
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if self._should_log_momentum(ticket):
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summary = self.momentum_tracker.get_position_summary(ticket)
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if summary:
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logger.debug(
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f"#{ticket} | "
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f"Profit: ${summary['current_profit']:.2f} | "
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f"Peak: ${summary['peak_profit']:.2f} | "
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f"Vel: {summary['velocity']:.2f} $/s | "
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f"Momentum: {summary['momentum']} | "
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f"Drawdown: {summary['drawdown_pct']:.1f}%"
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)
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# Wait 500ms before next update
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await asyncio.sleep(0.5)
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except Exception as e:
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logger.error(f"Momentum monitoring error: {e}")
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await asyncio.sleep(0.5)
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def _should_log_momentum(self, ticket: int) -> bool:
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"""
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Throttle momentum logging to every 2 seconds per ticket.
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Args:
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ticket: MT5 ticket number
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Returns:
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bool: True if should log now
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"""
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now = time.time()
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last_log = self._last_momentum_log.get(ticket, 0)
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if now - last_log >= 2.0: # Log every 2 seconds
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self._last_momentum_log[ticket] = now
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return True
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return False
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# ============================================================
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# SNIPPET 4: Start Monitoring Task (modify run() method)
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# ============================================================
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async def run(self):
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"""Main trading loop with momentum monitoring."""
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self.running = True
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logger.info("🚀 Starting trading bot...")
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logger.info(f"Capital Mode: {self.config.capital_mode.value}")
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logger.info(f"Risk per Trade: {self.risk_engine.risk_percent}%")
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logger.info(f"Symbol: {self.config.symbol}")
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# Start background tasks
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tasks = [
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asyncio.create_task(self._trading_loop(), name="trading_loop"),
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asyncio.create_task(self._monitor_positions_momentum(), name="momentum_monitor"), # NEW
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]
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try:
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# Wait for all tasks
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await asyncio.gather(*tasks)
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except KeyboardInterrupt:
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logger.warning("⚠️ Shutdown signal received")
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self.running = False
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except Exception as e:
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logger.error(f"❌ Critical error: {e}", exc_info=True)
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self.running = False
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finally:
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# Cleanup
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logger.info("🛑 Shutting down...")
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for task in tasks:
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if not task.done():
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task.cancel()
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# Disconnect MT5
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if not self.simulation:
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self.mt5.disconnect()
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logger.success("✅ Shutdown complete")
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# ============================================================
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# SNIPPET 5: Optional - Enhanced Position Summary Logging
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# ============================================================
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def log_position_summary_with_momentum(self):
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"""
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Log detailed position summary including momentum metrics.
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Call this periodically in trading loop.
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"""
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positions_df = self.mt5.get_positions()
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if len(positions_df) > 0:
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logger.info(f"\n{'='*60}")
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logger.info(f"OPEN POSITIONS: {len(positions_df)}")
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logger.info(f"{'='*60}")
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for row in positions_df.iter_rows(named=True):
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ticket = row["ticket"]
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pos_type = row.get("type", "UNKNOWN")
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profit = row.get("profit", 0.0)
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volume = row.get("volume", 0.0)
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# Get momentum summary
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momentum_summary = self.momentum_tracker.get_position_summary(ticket)
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if momentum_summary:
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logger.info(
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f" #{ticket} | {pos_type} {volume:.2f} lot | "
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f"Profit: ${profit:.2f} | "
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f"Peak: ${momentum_summary['peak_profit']:.2f} | "
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f"Velocity: {momentum_summary['velocity']:.2f} $/s | "
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f"Momentum: {momentum_summary['momentum']} | "
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f"Samples: {momentum_summary['samples']} | "
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f"Time in Profit: {momentum_summary['time_in_profit']:.1f}s"
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)
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else:
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logger.info(
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f" #{ticket} | {pos_type} {volume:.2f} lot | "
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f"Profit: ${profit:.2f} (no momentum data yet)"
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)
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logger.info(f"{'='*60}\n")
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# ============================================================
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# EXAMPLE USAGE IN MAIN
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# ============================================================
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if __name__ == "__main__":
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# Create bot instance
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bot = TradingBot(simulation=False)
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# Run with asyncio
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try:
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asyncio.run(bot.run())
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except KeyboardInterrupt:
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logger.warning("⚠️ Interrupted by user")
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except Exception as e:
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logger.error(f"❌ Fatal error: {e}", exc_info=True)
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sys.exit(1)
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@@ -0,0 +1,320 @@
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# Profit Momentum Tracker Integration Guide
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## 📋 Overview
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Profit Momentum Tracker adalah sistem monitoring real-time yang menganalisa pergerakan profit per 500ms untuk mendeteksi timing exit yang optimal. Sistem ini mencegah early exit sambil melindungi profit dari reversal.
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## 🎯 Problem yang Diselesaikan
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1. **Early Cut** - Bot sering exit terlalu cepat ketika profit masih bisa grow
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2. **Late Exit** - Bot terlambat exit ketika profit sudah mulai reverse
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3. **Tidak Ada Visibility** - Tidak ada tracking real-time profit pattern per ticket
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4. **Exit Decision Tidak Optimal** - Exit hanya based on fixed levels (TP/SL), tidak adaptive
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## 🔧 How It Works
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### 1. Profit Tracking (500ms interval)
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```python
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tracker.update(ticket, current_profit, current_price)
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```
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- Track profit history dalam deque (max 40 samples = 20 detik)
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- Calculate peak profit
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- Track time in profit
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### 2. Momentum Metrics Calculation
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```python
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metrics = tracker.calculate_metrics(ticket)
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```
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Metrics yang dihitung:
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- **Velocity** - Rate of profit change ($/s)
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- **Acceleration** - Rate of velocity change ($/s²)
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- **Peak Profit** - Maximum profit achieved
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- **Drawdown from Peak** - % dan $ amount
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- **Momentum Direction** - INCREASING/STABLE/DECREASING
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- **Stagnation Count** - Consecutive low-velocity samples
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### 3. Exit Conditions
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#### A. Velocity Reversal
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```
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Trigger: velocity < -0.5 $/s
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Protection: Only if profit >= $5 OR time_in_profit >= 10s
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```
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Detect ketika profit mulai turn negative (momentum reversal).
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#### B. Strong Deceleration
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```
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Trigger: acceleration < -1.0 $/s²
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Protection: Only if profit >= $5
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```
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Detect ketika profit growth slowing down significantly.
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#### C. Peak Drawdown
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```
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Trigger: drawdown > 40% from peak
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Protection: Only if peak >= $10
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```
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Exit ketika profit pulled back signifikan dari peak.
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#### D. Stagnation
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```
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Trigger: 8 consecutive samples with velocity < 0.1 $/s
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Protection: Only if profit >= $5 AND time_in_profit >= 10s
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```
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Exit ketika profit flat terlalu lama (might reverse soon).
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## 🚀 Integration Steps
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### Step 1: Import & Initialize in `main_live.py`
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```python
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from src.profit_momentum_tracker import ProfitMomentumTracker
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class TradingBot:
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def __init__(self, ...):
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# ... existing init code ...
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# Initialize Profit Momentum Tracker (NEW)
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self.momentum_tracker = ProfitMomentumTracker(
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velocity_reversal_threshold=-0.5, # Exit if velocity < -0.5 $/s
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deceleration_threshold=-1.0, # Exit if accel < -1.0 $/s²
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stagnation_threshold=0.1, # Velocity < 0.1 $/s = stagnant
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stagnation_count_max=8, # 8 samples = 4 seconds
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peak_drawdown_threshold=40.0, # Exit if 40% drawdown from peak
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min_peak_to_protect=10.0, # Protect peaks > $10
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min_profit_for_momentum_exit=5.0, # Don't exit on momentum if < $5
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grace_period_seconds=10.0, # Min 10s in profit before momentum exit
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enable_logging=True,
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)
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# Pass tracker to Position Manager
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self.position_manager = SmartPositionManager(
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# ... existing params ...
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momentum_tracker=self.momentum_tracker, # NEW
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enable_momentum_exit=True, # NEW
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)
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```
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### Step 2: Add Monitoring Loop in Trading Loop
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Tambahkan async task untuk monitor profit setiap 500ms:
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```python
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async def _monitor_positions_momentum(self):
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"""
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Monitor open positions momentum every 500ms.
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Updates profit tracker for real-time analysis.
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"""
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while self.running:
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try:
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# Get open positions
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positions_df = self.mt5.get_positions()
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if len(positions_df) > 0:
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# Update momentum tracker for each position
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for row in positions_df.iter_rows(named=True):
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ticket = row["ticket"]
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profit = row.get("profit", 0.0)
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current_price = row.get("price_current", 0.0)
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# Update tracker
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self.momentum_tracker.update(ticket, profit, current_price)
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# Optional: Log metrics every 2 seconds
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if self._should_log_momentum(ticket):
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summary = self.momentum_tracker.get_position_summary(ticket)
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if summary:
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logger.debug(
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f"#{ticket} | Profit: ${summary['current_profit']:.2f} | "
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f"Peak: ${summary['peak_profit']:.2f} | "
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f"Velocity: {summary['velocity']:.2f} $/s | "
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f"Momentum: {summary['momentum']}"
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)
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# Wait 500ms before next update
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await asyncio.sleep(0.5)
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except Exception as e:
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logger.error(f"Momentum monitoring error: {e}")
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await asyncio.sleep(0.5)
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def _should_log_momentum(self, ticket: int) -> bool:
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"""Throttle logging to every 2 seconds per ticket."""
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if not hasattr(self, "_last_momentum_log"):
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self._last_momentum_log = {}
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now = time.time()
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last_log = self._last_momentum_log.get(ticket, 0)
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if now - last_log >= 2.0: # Log every 2 seconds
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self._last_momentum_log[ticket] = now
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return True
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return False
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```
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### Step 3: Start Monitoring Task in Main Loop
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```python
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async def run(self):
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"""Main trading loop."""
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self.running = True
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# Start background tasks
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tasks = [
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asyncio.create_task(self._trading_loop()),
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asyncio.create_task(self._monitor_positions_momentum()), # NEW
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]
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try:
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await asyncio.gather(*tasks)
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except Exception as e:
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logger.error(f"Trading error: {e}")
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finally:
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self.running = False
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```
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### Step 4: Cleanup on Position Close
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Already handled automatically in `SmartPositionManager`:
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```python
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# In position_manager.py - execute_actions()
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if close_result["success"]:
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logger.info(f"CLOSED #{action.ticket}: {action.reason}")
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self._peak_profits.pop(action.ticket, None)
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# Clean up momentum tracker
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if self.momentum_tracker:
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self.momentum_tracker.cleanup_position(action.ticket) # ✅ Auto cleanup
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```
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## 📊 Usage Examples
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### Example 1: Check Exit Signal Manually
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```python
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should_exit, reason = tracker.should_exit(ticket, current_profit)
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if should_exit:
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logger.warning(f"Exit signal for #{ticket}: {reason}")
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# Close position
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```
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### Example 2: Get Position Summary
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```python
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summary = tracker.get_position_summary(ticket)
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print(f"Ticket: {summary['ticket']}")
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print(f"Current Profit: ${summary['current_profit']:.2f}")
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print(f"Peak Profit: ${summary['peak_profit']:.2f}")
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print(f"Velocity: {summary['velocity']:.2f} $/s")
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print(f"Momentum: {summary['momentum']}")
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print(f"Drawdown: {summary['drawdown_pct']:.1f}%")
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```
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### Example 3: Get All Summaries
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```python
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all_summaries = tracker.get_all_summaries()
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for summary in all_summaries:
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logger.info(
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f"#{summary['ticket']}: ${summary['current_profit']:.2f} | "
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f"Peak: ${summary['peak_profit']:.2f} | "
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f"Vel: {summary['velocity']:.2f} $/s"
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)
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```
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## 🧪 Testing
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Run test simulations:
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```bash
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python tests/test_profit_momentum.py
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```
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Test scenarios:
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1. **Pattern 1**: Steady growth → reversal (should exit at ~90-94% of peak)
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2. **Pattern 2**: Quick spike → sharp reversal (should exit fast on velocity reversal)
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3. **Pattern 3**: Healthy trend (should NOT exit, maintain position)
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## ⚙️ Tuning Parameters
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### Conservative (Protect Profit Aggressively)
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```python
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ProfitMomentumTracker(
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velocity_reversal_threshold=-0.3, # Exit sooner
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peak_drawdown_threshold=30.0, # Exit on smaller drawdown
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grace_period_seconds=5.0, # Shorter grace period
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)
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```
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### Aggressive (Let Profit Run)
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```python
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ProfitMomentumTracker(
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velocity_reversal_threshold=-1.0, # Exit later
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peak_drawdown_threshold=50.0, # Allow larger drawdown
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||||
grace_period_seconds=15.0, # Longer grace period
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)
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```
|
||||
|
||||
### Balanced (Default - Recommended)
|
||||
```python
|
||||
ProfitMomentumTracker(
|
||||
velocity_reversal_threshold=-0.5,
|
||||
deceleration_threshold=-1.0,
|
||||
peak_drawdown_threshold=40.0,
|
||||
grace_period_seconds=10.0,
|
||||
)
|
||||
```
|
||||
|
||||
## 📈 Expected Benefits
|
||||
|
||||
1. **Better Exit Timing** - Exit based on momentum analysis, not just fixed levels
|
||||
2. **Avoid Early Cuts** - Grace period & minimum profit protection
|
||||
3. **Protect from Reversals** - Detect momentum changes before profit turns to loss
|
||||
4. **Real-time Visibility** - Log profit patterns per ticket
|
||||
5. **Adaptive Exits** - Respond to actual market movement, not just static TP/SL
|
||||
|
||||
## 🔍 Monitoring & Logging
|
||||
|
||||
Enable detailed logging:
|
||||
```python
|
||||
tracker = ProfitMomentumTracker(enable_logging=True)
|
||||
```
|
||||
|
||||
Log output examples:
|
||||
```
|
||||
14:32:10 | WARNING | #123456 Momentum reversal detected (velocity: -0.8 $/s, profit: $45.20)
|
||||
14:32:10 | WARNING | 🚨 EXIT SIGNAL at $45.20: Momentum Exit: Momentum reversal detected
|
||||
14:32:10 | SUCCESS | ✅ Exit Summary: Peak $50.00 → Exit $45.20 (9.6% from peak)
|
||||
```
|
||||
|
||||
## 🎯 Integration Checklist
|
||||
|
||||
- [ ] Import `ProfitMomentumTracker` in `main_live.py`
|
||||
- [ ] Initialize tracker with tuned parameters
|
||||
- [ ] Pass tracker to `SmartPositionManager`
|
||||
- [ ] Add `_monitor_positions_momentum()` method
|
||||
- [ ] Start monitoring task in `run()` method
|
||||
- [ ] Test with `test_profit_momentum.py`
|
||||
- [ ] Monitor logs during live trading
|
||||
- [ ] Tune parameters based on results
|
||||
|
||||
## 📝 Notes
|
||||
|
||||
- Tracker menggunakan **deque with maxlen=40** (20 detik history)
|
||||
- **Minimal 6 samples** (3 detik) required untuk analisis
|
||||
- **Grace period** mencegah exit terlalu cepat di awal profit
|
||||
- **Peak drawdown** hanya aktif jika peak >= threshold
|
||||
- **Velocity & acceleration** calculated from recent samples untuk responsiveness
|
||||
|
||||
## 🚨 Important Warnings
|
||||
|
||||
1. **Jangan disable grace period** - Bisa cause excessive early exits
|
||||
2. **Jangan set threshold terlalu ketat** - Bisa exit di normal volatility
|
||||
3. **Monitor backtest results** - Tune parameters based on historical performance
|
||||
4. **Test di simulation dulu** - Jangan langsung live trading
|
||||
|
||||
## 📚 Related Files
|
||||
|
||||
- `src/profit_momentum_tracker.py` - Main tracker implementation
|
||||
- `src/position_manager.py` - Integration with exit logic
|
||||
- `tests/test_profit_momentum.py` - Simulation tests
|
||||
- `main_live.py` - Main integration point
|
||||
@@ -0,0 +1,263 @@
|
||||
"""
|
||||
Test Profit Momentum Tracker
|
||||
=============================
|
||||
Demo dan test untuk profit momentum tracking system.
|
||||
"""
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import random
|
||||
from pathlib import Path
|
||||
|
||||
# Add project root to path
|
||||
project_root = Path(__file__).parent.parent
|
||||
sys.path.insert(0, str(project_root))
|
||||
|
||||
from src.profit_momentum_tracker import ProfitMomentumTracker
|
||||
from loguru import logger
|
||||
|
||||
|
||||
def simulate_profit_pattern_1():
|
||||
"""
|
||||
Simulate Pattern 1: Steady Growth then Reversal
|
||||
- Profit grows steadily
|
||||
- Peaks at $50
|
||||
- Then reverses slowly
|
||||
|
||||
Expected: Should exit around $45-$47 (90-94% of peak)
|
||||
"""
|
||||
logger.info("=" * 60)
|
||||
logger.info("PATTERN 1: Steady Growth → Reversal")
|
||||
logger.info("=" * 60)
|
||||
|
||||
tracker = ProfitMomentumTracker(
|
||||
enable_logging=True,
|
||||
min_profit_for_momentum_exit=5.0,
|
||||
grace_period_seconds=3.0,
|
||||
)
|
||||
|
||||
ticket = 123456
|
||||
price = 2650.0
|
||||
|
||||
# Phase 1: Steady growth (0-10s)
|
||||
logger.info("\n📈 Phase 1: Steady Growth (0-10s)")
|
||||
for i in range(20): # 10 seconds at 500ms interval
|
||||
profit = i * 2.5 # Linear growth to $50
|
||||
price += 0.5
|
||||
|
||||
tracker.update(ticket, profit, price)
|
||||
time.sleep(0.5)
|
||||
|
||||
if i % 4 == 0: # Log every 2 seconds
|
||||
metrics = tracker.calculate_metrics(ticket)
|
||||
if metrics:
|
||||
logger.info(
|
||||
f" t={i*0.5:.1f}s | Profit: ${profit:.2f} | "
|
||||
f"Velocity: {metrics.velocity:.2f} $/s | "
|
||||
f"Momentum: {metrics.momentum_direction}"
|
||||
)
|
||||
|
||||
# Phase 2: Peak stagnation (10-13s)
|
||||
logger.info("\n⏸️ Phase 2: Peak Stagnation (10-13s)")
|
||||
for i in range(6): # 3 seconds
|
||||
profit = 50.0 + random.uniform(-0.5, 0.5) # Stagnant around $50
|
||||
price += random.uniform(-0.1, 0.1)
|
||||
|
||||
tracker.update(ticket, profit, price)
|
||||
should_exit, reason = tracker.should_exit(ticket, profit)
|
||||
|
||||
if should_exit:
|
||||
logger.warning(f"🚨 EXIT SIGNAL: {reason}")
|
||||
break
|
||||
|
||||
time.sleep(0.5)
|
||||
|
||||
# Phase 3: Slow reversal (13-20s)
|
||||
logger.info("\n📉 Phase 3: Slow Reversal (13-20s)")
|
||||
for i in range(14): # 7 seconds
|
||||
profit = 50.0 - (i * 1.5) # Decline from $50
|
||||
price -= 0.3
|
||||
|
||||
tracker.update(ticket, profit, price)
|
||||
should_exit, reason = tracker.should_exit(ticket, profit)
|
||||
|
||||
metrics = tracker.calculate_metrics(ticket)
|
||||
if metrics and i % 2 == 0:
|
||||
logger.info(
|
||||
f" t={13+i*0.5:.1f}s | Profit: ${profit:.2f} | "
|
||||
f"Velocity: {metrics.velocity:.2f} $/s | "
|
||||
f"Peak Drawdown: {metrics.drawdown_from_peak:.1f}%"
|
||||
)
|
||||
|
||||
if should_exit:
|
||||
logger.warning(f"🚨 EXIT SIGNAL at ${profit:.2f}: {reason}")
|
||||
summary = tracker.get_position_summary(ticket)
|
||||
logger.success(
|
||||
f"✅ Exit Summary: Peak ${summary['peak_profit']:.2f} → "
|
||||
f"Exit ${profit:.2f} ({summary['drawdown_pct']:.1f}% from peak)"
|
||||
)
|
||||
break
|
||||
|
||||
time.sleep(0.5)
|
||||
|
||||
|
||||
def simulate_profit_pattern_2():
|
||||
"""
|
||||
Simulate Pattern 2: Quick Spike then Sharp Reversal
|
||||
- Profit spikes quickly to $40
|
||||
- Reverses sharply
|
||||
|
||||
Expected: Should exit quickly on velocity reversal
|
||||
"""
|
||||
logger.info("\n" + "=" * 60)
|
||||
logger.info("PATTERN 2: Quick Spike → Sharp Reversal")
|
||||
logger.info("=" * 60)
|
||||
|
||||
tracker = ProfitMomentumTracker(
|
||||
enable_logging=True,
|
||||
velocity_reversal_threshold=-1.0, # More sensitive
|
||||
min_profit_for_momentum_exit=5.0,
|
||||
)
|
||||
|
||||
ticket = 234567
|
||||
price = 2650.0
|
||||
|
||||
# Phase 1: Quick spike (0-4s)
|
||||
logger.info("\n🚀 Phase 1: Quick Spike (0-4s)")
|
||||
for i in range(8): # 4 seconds
|
||||
profit = i * 5.0 # Fast growth to $40
|
||||
price += 1.0
|
||||
|
||||
tracker.update(ticket, profit, price)
|
||||
time.sleep(0.5)
|
||||
|
||||
metrics = tracker.calculate_metrics(ticket)
|
||||
if metrics and i % 2 == 0:
|
||||
logger.info(
|
||||
f" t={i*0.5:.1f}s | Profit: ${profit:.2f} | "
|
||||
f"Velocity: {metrics.velocity:.2f} $/s"
|
||||
)
|
||||
|
||||
# Phase 2: Sharp reversal (4-8s)
|
||||
logger.info("\n💥 Phase 2: Sharp Reversal (4-8s)")
|
||||
for i in range(8): # 4 seconds
|
||||
profit = 40.0 - (i * 4.0) # Fast decline
|
||||
price -= 0.8
|
||||
|
||||
tracker.update(ticket, profit, price)
|
||||
should_exit, reason = tracker.should_exit(ticket, profit)
|
||||
|
||||
metrics = tracker.calculate_metrics(ticket)
|
||||
if metrics:
|
||||
logger.info(
|
||||
f" t={4+i*0.5:.1f}s | Profit: ${profit:.2f} | "
|
||||
f"Velocity: {metrics.velocity:.2f} $/s | "
|
||||
f"Accel: {metrics.acceleration:.2f} $/s²"
|
||||
)
|
||||
|
||||
if should_exit:
|
||||
logger.warning(f"🚨 EXIT SIGNAL at ${profit:.2f}: {reason}")
|
||||
summary = tracker.get_position_summary(ticket)
|
||||
logger.success(
|
||||
f"✅ Exit Summary: Peak ${summary['peak_profit']:.2f} → "
|
||||
f"Exit ${profit:.2f}"
|
||||
)
|
||||
break
|
||||
|
||||
time.sleep(0.5)
|
||||
|
||||
|
||||
def simulate_profit_pattern_3():
|
||||
"""
|
||||
Simulate Pattern 3: Healthy Trend (No Exit)
|
||||
- Profit grows steadily
|
||||
- Small pullbacks but momentum stays positive
|
||||
|
||||
Expected: Should NOT exit (healthy momentum)
|
||||
"""
|
||||
logger.info("\n" + "=" * 60)
|
||||
logger.info("PATTERN 3: Healthy Trend (No Exit Expected)")
|
||||
logger.info("=" * 60)
|
||||
|
||||
tracker = ProfitMomentumTracker(
|
||||
enable_logging=True,
|
||||
peak_drawdown_threshold=50.0, # Allow larger drawdown
|
||||
)
|
||||
|
||||
ticket = 345678
|
||||
price = 2650.0
|
||||
|
||||
# Simulate 15 seconds of healthy growth with small pullbacks
|
||||
logger.info("\n📊 Simulating healthy trend with pullbacks...")
|
||||
for i in range(30): # 15 seconds
|
||||
# Add some volatility but overall uptrend
|
||||
base_profit = i * 1.5
|
||||
noise = random.uniform(-2.0, 3.0) # Slight upward bias
|
||||
profit = base_profit + noise
|
||||
|
||||
price += random.uniform(-0.2, 0.5)
|
||||
|
||||
tracker.update(ticket, profit, price)
|
||||
should_exit, reason = tracker.should_exit(ticket, profit)
|
||||
|
||||
if i % 4 == 0: # Log every 2 seconds
|
||||
metrics = tracker.calculate_metrics(ticket)
|
||||
if metrics:
|
||||
logger.info(
|
||||
f" t={i*0.5:.1f}s | Profit: ${profit:.2f} | "
|
||||
f"Peak: ${metrics.peak_profit:.2f} | "
|
||||
f"Velocity: {metrics.velocity:.2f} $/s | "
|
||||
f"Status: {metrics.momentum_direction}"
|
||||
)
|
||||
|
||||
if should_exit:
|
||||
logger.warning(f"⚠️ Unexpected exit: {reason}")
|
||||
break
|
||||
|
||||
time.sleep(0.5)
|
||||
|
||||
if not should_exit:
|
||||
logger.success("✅ No exit triggered - Healthy trend maintained!")
|
||||
summary = tracker.get_position_summary(ticket)
|
||||
if summary:
|
||||
logger.info(
|
||||
f"Final Stats: Peak ${summary['peak_profit']:.2f}, "
|
||||
f"Current ${summary['current_profit']:.2f}, "
|
||||
f"Velocity {summary['velocity']:.2f} $/s"
|
||||
)
|
||||
|
||||
|
||||
def main():
|
||||
"""Run all simulation patterns."""
|
||||
logger.remove()
|
||||
logger.add(
|
||||
sys.stdout,
|
||||
format="<green>{time:HH:mm:ss.SSS}</green> | <level>{message}</level>",
|
||||
level="INFO",
|
||||
)
|
||||
|
||||
logger.info("🧪 Profit Momentum Tracker - Simulation Tests")
|
||||
logger.info("=" * 60)
|
||||
|
||||
try:
|
||||
# Run pattern simulations
|
||||
simulate_profit_pattern_1()
|
||||
time.sleep(2)
|
||||
|
||||
simulate_profit_pattern_2()
|
||||
time.sleep(2)
|
||||
|
||||
simulate_profit_pattern_3()
|
||||
|
||||
except KeyboardInterrupt:
|
||||
logger.warning("\n⚠️ Simulation interrupted by user")
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Error: {e}", exc_info=True)
|
||||
|
||||
logger.info("\n" + "=" * 60)
|
||||
logger.success("🎉 All simulations completed!")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in New Issue
Block a user