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2 Commits
Author SHA1 Message Date
buckybonezandClaude Opus 4.6 a8d01995ab feat: apply #24B optimizations — ATR-adaptive exit, skip Tokyo-London, relaxed early cut
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
buckybonezandClaude Opus 4.5 538d3ae50b feat: Smart AI Trading Bot for XAUUSD with ML and SMC
- 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