buckybonez
f736f1f75b
Added research artifacts from HMM investigation: - backtest_39_h1_hmm.py — H1 vs M15 HMM comparison attempt - 39_h1_hmm_results/ — Partial backtest results - analyze_*.py — ML model and H1 feature analysis scripts - *_output.txt — Analysis outputs showing HMM degeneracy Updated: - data/risk_state.txt — Latest risk state (daily_loss: 18.77, daily_profit: 22.49) Note: Backtest #39 had import compatibility issues but led to critical discovery of alternating HMM pattern bug (fixed in c02c2e9). Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
151 lines
8.2 KiB
Plaintext
151 lines
8.2 KiB
Plaintext
================================================================================
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H1 FEATURE DEEP ANALYSIS
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================================================================================
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Total features in model: 76
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H1 features found: 9
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--- ALL H1 FEATURES ---
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Rank #68: h1_atr_ratio importance= 0.0000
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Rank #66: h1_ema20 importance= 0.0000
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Rank # 7: h1_ema20_distance importance= 95.8865
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Rank #67: h1_fvg_active importance= 0.0000
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Rank #10: h1_market_structure importance= 61.8312
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Rank #16: h1_ob_proximity importance= 33.1670
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Rank # 6: h1_rsi importance= 112.2508
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Rank #17: h1_swing_proximity importance= 30.4503
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Rank #12: h1_trend_strength importance= 45.8723
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--- TOP 10 H1 FEATURES (by importance) ---
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1. Rank # 6: h1_rsi 112.2508
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2. Rank # 7: h1_ema20_distance 95.8865
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3. Rank # 10: h1_market_structure 61.8312
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4. Rank # 12: h1_trend_strength 45.8723
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5. Rank # 16: h1_ob_proximity 33.1670
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6. Rank # 17: h1_swing_proximity 30.4503
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7. Rank # 66: h1_ema20 0.0000
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8. Rank # 67: h1_fvg_active 0.0000
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9. Rank # 68: h1_atr_ratio 0.0000
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--- H1 FEATURE STATISTICS ---
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Total H1 features: 9
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Mean importance: 42.1620
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Median importance: 33.1670
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Max importance: 112.2508
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Min importance: 0.0000
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H1 features in top 10: 3
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H1 features in top 20: 6
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H1 features in top 30: 6
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================================================================================
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ALL FEATURE NAMES IN MODEL
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================================================================================
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1. rsi 36.2503
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2. atr 0.0000
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3. atr_percent 0.0000
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4. macd 65.5672
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5. macd_signal 75.9652
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6. macd_histogram 0.0000
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7. bb_middle 0.0000
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8. bb_upper 0.0000
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9. bb_lower 0.0000
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10. bb_width 0.0000
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11. bb_percent_b 21.0445
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12. ema_9 0.0000
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13. ema_21 21.6908
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14. ema_cross_bull 0.0000
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15. ema_cross_bear 0.0000
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16. volume_sma 0.0000
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17. volume_ratio 25.7497
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18. volume_increasing 0.0000
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19. high_volume 0.0000
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20. returns_1 167.9189
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21. returns_5 2.9630
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22. returns_20 11.5534
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23. log_returns 186.0548
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24. price_position 39.1339
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25. dist_from_sma_20 11.1024
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26. volatility_20 0.0000
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27. normalized_range 0.0000
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28. avg_normalized_range 0.0000
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29. close_lag_1 18.1662
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30. close_lag_2 18.1221
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31. close_lag_3 0.0000
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32. close_lag_5 24.4038
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33. higher_high 0.0000
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34. lower_low 0.0000
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35. hh_count_5 0.0000
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36. ll_count_5 0.0000
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37. hour 14.3622
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38. weekday 0.0000
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39. london_session 0.0000
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40. ny_session 0.0000
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41. swing_high 0.0000
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42. swing_low 0.0000
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43. is_fvg_bull 23.1050
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44. is_fvg_bear 0.0000
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45. fvg_signal 0.0000
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46. ob 417.3543
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47. ob_mitigated 127.2658
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48. bos 0.0000
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49. choch 0.0000
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50. market_structure 0.0000
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51. regime 0.0000
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52. regime_confidence 0.0000
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53. h1_ema20 0.0000
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54. h1_market_structure 61.8312
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55. h1_ema20_distance 95.8865
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56. h1_trend_strength 45.8723
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57. h1_swing_proximity 30.4503
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58. h1_fvg_active 0.0000
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59. h1_ob_proximity 33.1670
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60. h1_atr_ratio 0.0000
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61. h1_rsi 112.2508
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62. fvg_gap_size_atr 14.4616
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63. fvg_age_bars 0.0000
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64. ob_width_atr 40.7235
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65. ob_distance_atr 119.3701
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66. bos_recency 0.0000
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67. confluence_score 0.0000
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68. swing_distance_atr 0.0000
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69. regime_duration_bars 0.0000
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70. regime_transition_prob 0.0000
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71. volatility_zscore 19.7360
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72. crisis_proximity 15.9215
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73. wick_ratio 0.0000
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74. body_ratio 0.0000
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75. gap_from_prev_close 7.8998
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76. consecutive_direction 57.4307
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================================================================================
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CHECKING TRAINING DATA FOR H1 FEATURES
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================================================================================
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Dataset columns: 72
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H1 columns in dataset: 0
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NO H1 COLUMNS IN TRAINING DATA!
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Looking for potential H1-related columns:
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hour
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================================================================================
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CHECKING FEATURE ENGINEERING CODE
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================================================================================
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NO H1 references found in feature_eng.py
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================================================================================
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CONCLUSION
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================================================================================
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Traceback (most recent call last):
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File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\analyze_h1_features.py", line 151, in <module>
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print(f"\n\u2713 Model HAS {len(h1_features)} H1 features")
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~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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File "C:\Python313\Lib\encodings\cp1252.py", line 19, in encode
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return codecs.charmap_encode(input,self.errors,encoding_table)[0]
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~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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UnicodeEncodeError: 'charmap' codec can't encode character '\u2713' in position 2: character maps to <undefined>
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