Trade #162626070 lost -$6.07 despite 78% conf prediction of +$3.81 recovery.
Actual market showed +$5.05 profit would have been achieved 31 min later.
Changes:
- Golden Emergency: 45s → 60s threshold (align with grace floor)
- Trajectory Override: If pred>0, conf>75%, accel>0 → delay emergency exit
- Hybrid Hold: Enable trajectory hold for never-profitable IF Golden + strong signal
- Recovery time: 47s max → up to 15 min (if strong recovery detected)
Safety nets maintained: $15 NO_RECOVERY, $20 EMERGENCY_MAX_LOSS
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
- Fuzzy/Kelly grace threshold: 200 ($200) → 2.0 ($2) — was suppressing ALL loss exits
- Fuzzy/Kelly grace period: unified with dynamic grace_minutes (respects ever_profitable, Golden)
- NO_RECOVERY: 1500 ($1500) → 15.0 ($15) — safety net now actually triggers
- EMERGENCY_MAX_LOSS: 2000 ($2000) → 20.0 ($20) — safety net now actually triggers
- Golden emergency exit: never-profitable + loss >$5 + 45s → immediate cut
- Golden grace floor: 1.0 min (never-prof) / 1.5 min (ever-prof), was 2.0 min
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Fix#3: Grace period capped at 2min for trades that NEVER saw profit
- Fix#4: effective_max_loss and max_atr_loss can only tighten (monotonic)
- Golden Session: loss_mult*0.70, profit_mult*0.85, grace*0.60
- market_context now includes is_golden, session_name, session_volatility
- Enhanced dynamic log with [GOLDEN] tag, ratchet values, ever_profitable
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
CRITICAL FIX: v0.2.3 was still blocking SMC signals!
Problem:
- v0.2.3 had 3-tier logic that BLOCKS SMC 60-75% if ML disagrees
- Signal BUY 63% + ML HOLD 50% was BLOCKED (wrong!)
- Original v4 intention: SMC-only, ML for boost only
Root Cause:
- v0.2.3 logic still required ML agreement for medium tier
- This contradicts "SMC patokan utama, ML pendukung"
Solution v0.2.4:
- Single threshold: SMC >= 55% executes ALWAYS
- ML role: OPTIONAL boost (average) or ignored
- SELL filter: Only exception (requires ML >= 75%)
- No more tiers, no more ML blocking
Impact:
- SMC BUY 63% + ML HOLD → Now EXECUTES (was blocked)
- True SMC-only mode restored
- ML is reference/boost only
Files:
- main_live.py: Logic v6 (SMC-only)
- VERSION: 0.2.3 → 0.2.4
- CHANGELOG.md: Full documentation
User feedback: "Perasaan tadi sebelum perbaikan, kita
mengabaikan ML dan fokus SMC saja" - NOW CORRECT!
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
PHILOSOPHY: SMC = PRIMARY, ML = SECONDARY support (not blocker)
Changes:
1. London Filter: Penalty (10%) instead of block
- Before: Block trade if ML < 70% confidence
- After: Reduce confidence by 10%, still execute
2. Signal Logic v5: 3-tier SMC-primary hierarchy
- SMC >= 75%: Execute always (ML optional boost)
- SMC 60-75%: Require ML agreement
- SMC < 60%: Skip (low conviction)
3. Removed SELL confidence filter
- SMC confidence now determines execution
- No more blanket blocking of SELL signals
Impact:
- High SMC confidence trades (75-85%) execute
- No blocking from ML HOLD predictions
- ML still boosts when agrees
- Addresses user feedback: "SMC patokan utama, ML pendukung"
Files:
- main_live.py: Signal aggregation logic rewritten
- VERSION: 0.2.2 -> 0.2.3
- CHANGELOG.md: Full documentation
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Implement industrial-standard semantic versioning (SemVer 2.0.0) with
automated feature detection and comprehensive changelog management.
New Features:
- VERSION file: Single source of truth for base version (0.0.0)
- src/version.py: Centralized version manager with auto-detection
- CHANGELOG.md: Keep a Changelog format for all changes
- Auto-versioning: Features increment MINOR version automatically
- Version display: Shows in startup banner and logs
Predictive Intelligence (v6.3) Complete:
- src/trajectory_predictor.py: Forecast profit 1-5 minutes ahead
- src/momentum_persistence.py: Detect momentum continuation (0-1 score)
- src/recovery_detector.py: Analyze recovery strength from losses
- src/fuzzy_exit_logic.py: Fuzzy logic exit confidence (0-1)
- src/kalman_filter.py: Kalman filter for velocity smoothing
- src/kelly_position_scaler.py: Kelly criterion position scaling
Version Calculation:
Base 0.0.0 + Kalman(0.1) + Fuzzy(0.1) + Kelly(0.1) +
Trajectory(0.1) + Momentum(0.1) + Recovery(0.1) = v0.6.0
Modified:
- CLAUDE.md: Added comprehensive versioning documentation
- main_live.py: Display version in startup banner
- src/smart_risk_manager.py: Use centralized versioning
Documentation:
- CLAUDE.md: Full versioning guidelines (SemVer, workflows, examples)
- CHANGELOG.md: Initial release documentation with feature tracking
- VERSION: Base version 0.0.0
Benefits:
- Professional version management (industry standard)
- Automatic feature tracking and version updates
- Complete change history with Keep a Changelog format
- Clear upgrade paths (MAJOR.MINOR.PATCH)
Version: v0.6.0 (Kalman + Fuzzy + Kelly + Predictive)
Exit Strategy: v6.3 Predictive Intelligence
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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