buckybonez and Claude Opus 4.6
8b6b7822e0
feat: apply #33B impulse trail + #34A skip hours 9,21 WIB
...
#33B Impulse Trail (position_manager.py):
- Tighten trailing SL to 1.5x ATR when candle range > 1.5x ATR
- Locks profit faster during volatile spikes (+$59, Sharpe 4.03)
#34A Time-of-Hour Filter (main_live.py):
- Skip entries at WIB hours 9 (02:00 UTC) and 21 (14:00 UTC)
- Hour 9 = end NY session (low liquidity), Hour 21 = London-NY transition (whipsaw)
- +$356 vs #31B, WR 82.6%, Sharpe 4.41, PF 2.43, DD 2.4%
Cumulative live: $3,163 net, 614 trades, 82.6% WR, Sharpe 4.41
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-08 12:55:34 +07:00
buckybonez and Claude Opus 4.6
82eca84230
feat: apply #28B smart breakeven + #31B H1 EMA20 filter, add backtests #26-#32
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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 >
2026-02-08 10:33:24 +07:00
buckybonez and Claude Opus 4.6
a8d01995ab
feat: apply #24B optimizations — ATR-adaptive exit, skip Tokyo-London, relaxed early cut
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Backtest #24B results: 739 trades, 80.4% WR, $2,235 PnL, 3.4% DD, Sharpe 2.87, PF 1.77 (+$785 vs baseline)
Three proven improvements:
- Skip Tokyo-London overlap session (15:00-16:00 WIB) — backtest +$345
- Relax early cut momentum threshold from -30 to -50 — backtest +$125
- ATR-adaptive breakeven/trail (BE=2.0x ATR, trail_start=4.0x ATR, trail_step=3.0x ATR) — backtest +$373
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-07 22:34:24 +07:00
buckybonez and Claude Opus 4.5
538d3ae50b
feat: Smart AI Trading Bot for XAUUSD with ML and SMC
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- XGBoost ML model with 37 features for market direction prediction
- Smart Money Concepts (SMC): Order Blocks, FVG, BOS, CHoCH
- HMM market regime detection (trending/ranging/volatile)
- ATR-based stop loss with 1.5 ATR minimum distance
- Broker-level SL protection with fallback
- Time-based exit (max 6 hours per trade)
- Session-aware trading optimized for London/NY overlap
- Auto-retraining based on market conditions
- Telegram notifications and web dashboard
- Backtest results: 63.9% win rate, 2.64 profit factor, 4.83 Sharpe
Backtest period: Jan 2025 - Feb 2026, 654 trades, $4,189 net P/L
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com >
2026-02-06 09:01:35 +07:00
