feat: apply #28B smart breakeven + #31B H1 EMA20 filter, add backtests #26-#32

Live trading optimizations (cumulative: $2,807 net, 81.8% WR, Sharpe 3.97):
- #28B: Smart breakeven locks profit at entry + 0.5x ATR instead of fixed $2
- #31B: H1 Price vs EMA20 filter — BUY only when H1 bullish, SELL only when bearish

Backtests #26-#32 (7 scripts testing sell improvement, regime-aware entry,
confluence scoring, dynamic RR, multi-TF H1, and ML exit optimizer).
Winners: #28B (+$229), #31B (+$343). Failed: #26, #27, #29, #30, #32.

Also includes: web dashboard redesign, Docker setup, startup scripts.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
buckybonez
2026-02-08 10:33:24 +07:00
co-authored by Claude Opus 4.6
parent a8d01995ab
commit 82eca84230
64 changed files with 11073 additions and 929 deletions
+6 -4
View File
@@ -4,12 +4,14 @@ Backtest Live Sync - 100% Identical to main_live.py
This backtest MUST be identical to live trading logic.
SYNCED with Critical & Major Fixes (Feb 2025):
1. SMC Signal: No lookahead bias, current_close entry, min RR 2.0
1. SMC Signal: No lookahead bias, current_close entry, Fixed RR 1:1.5
2. Pullback Filter: ATR-based thresholds (not hardcoded $2, $1.5)
3. Time-Based Exit: Checks profit_growing + ML agreement before exit
4. Trend Reversal: ATR-based momentum thresholds
4. Trend Reversal: ATR-based momentum thresholds (0.6x multiplier)
5. Signal Persistence: Index-based cleanup (prevents memory leak)
6. Calibrated Confidence: Uses SMC's weighted confidence calculation
7. Dynamic RR: 1.5 (ranging) to 2.0 (strong trend) based on market conditions
8. SELL Filter: Requires ML agreement + 55% confidence
Synchronized elements:
1. ML Model: XGBoost with same features, 50-bar train/test gap
@@ -25,9 +27,9 @@ Synchronized elements:
6. Position Sizing: Based on ML confidence tiers (0.01-0.02 lot)
7. Trade Cooldown: 20 bars (~5 hours on M15)
8. Exit Logic:
- TP hit (RR 1:2 enforced)
- TP hit (Dynamic RR 1.5-2.0)
- ML reversal (>65% opposite signal)
- Trend reversal (ATR-based momentum shift)
- Trend reversal (ATR * 0.6 momentum shift)
- Smart timeout (checks profit_growing before exit)
- Max loss per trade ($50 default)