xau-ai-trading-bot/backtests/comparison_results/simple_backtest.log at c0976c45189a3bff5b8bdbb1a153c1379241428f

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buckybonez c0976c4518 feat: implement Professor AI recommendations v0.2.2 (5 critical fixes)

Exit Strategy v6.6 "Professor AI Validated" - All recommendations implemented

FIX #1: Remove Misleading Debug Code
- Removed manual trajectory calculation (line 1262-1269)
- Trajectory predictor was CORRECT, debug comparison was WRONG
- Cleaned up false "bug found" warnings

FIX #2: Peak Detection Logic (CHECK 0A.4)
- Detects approaching peak (vel > 0, accel < 0)
- Holds position if peak within 30s and 15%+ profit ahead
- Suppresses fuzzy exits during peak approach
- Target: Peak capture 38% -> 70%+
- Added peak_hold_active field to PositionGuard

FIX #3: London False Breakout Filter
- London session + ATR ratio < 1.2 = whipsaw risk
- Requires ML confidence 70% (instead of 60%)
- Prevents false breakouts during low volatility
- Implemented in main_live.py before signal logic

FIX #4: Enhanced Kelly Partial Exit Strategy
- Active for all profits >= tp_min * 0.5 (not just >$8)
- Recommends partial exits for better peak capture
- Full exit when Kelly suggests >70% close
- Note: Actual partial close needs MT5 volume parameter (TODO)

FIX #5: Unicode Encoding Fixes
- Added UTF-8 encoding to file logger
- Replaced all emoji (⚠️ -> [WARNING]) and arrows (-> -> ->)
- No more UnicodeEncodeError on Windows console
- Fixed in 11 src/*.py files

Expected Performance:
- Peak Capture: 38% -> 70%+ (+84%)
- Avg Profit: $2.00 -> $4.50 (+125%)
- Risk/Reward: 0.49 -> 1.2+ (+145%)
- Win Rate: Maintain 76%

Files Modified:
- src/smart_risk_manager.py (peak detection, Kelly, unicode)
- src/trajectory_predictor.py (unicode arrows)
- main_live.py (London filter, UTF-8 encoding)
- src/*.py (unicode cleanup: 11 files)
- VERSION (0.2.1 -> 0.2.2)
- CHANGELOG.md (comprehensive v0.2.2 docs)

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>

2026-02-11 18:16:34 +07:00

7.9 KiB

Raw Blame History

2026-02-09 20:39:10.330 | INFO | __main__:main:32 - ============================================================
2026-02-09 20:39:10.330 | INFO | __main__:main:33 - SIMPLE BACKTEST: H1 Bias vs M5 Confirmation
2026-02-09 20:39:10.330 | INFO | __main__:main:34 - ============================================================
2026-02-09 20:39:12.837 | INFO | src.mt5_connector:connect:177 - Connected to MT5: FinexBisnisSolusi-Demo (Account: 61045904)
2026-02-09 20:39:13.338 | INFO | __main__:main:57 - Fetching 14 days of data...
2026-02-09 20:39:13.547 | DEBUG | src.mt5_connector:get_market_data:449 - Fetched 1344 bars for XAUUSD M15
2026-02-09 20:39:13.976 | DEBUG | src.mt5_connector:get_market_data:449 - Fetched 4032 bars for XAUUSD M5
2026-02-09 20:39:13.976 | INFO | src.mt5_connector:disconnect:203 - Disconnected from MT5
2026-02-09 20:39:13.976 | INFO | __main__:main:65 - M15 bars: 1344, M5 bars: 4032
2026-02-09 20:39:13.976 | INFO | __main__:main:68 - Calculating features and SMC...
2026-02-09 20:39:13.982 | DEBUG | src.feature_eng:calculate_rsi:130 - RSI calculated (period=14)
2026-02-09 20:39:13.984 | DEBUG | src.feature_eng:calculate_atr:185 - ATR calculated (period=14)
2026-02-09 20:39:13.985 | DEBUG | src.feature_eng:calculate_macd:243 - MACD calculated (12/26/9)
2026-02-09 20:39:13.986 | DEBUG | src.feature_eng:calculate_bollinger_bands:301 - Bollinger Bands calculated (period=20, std=2.0)
2026-02-09 20:39:13.988 | DEBUG | src.feature_eng:calculate_ema_crossover:357 - EMA crossover calculated (9/21)
2026-02-09 20:39:13.989 | DEBUG | src.feature_eng:calculate_volume_features:403 - Volume features calculated (period=20)
2026-02-09 20:39:13.992 | DEBUG | src.smc_polars:calculate_swing_points:401 - Swing points: 81 highs, 84 lows
2026-02-09 20:39:13.994 | DEBUG | src.smc_polars:calculate_fvg:312 - FVG calculation complete. Bullish: 178, Bearish: 107
2026-02-09 20:39:13.996 | DEBUG | src.smc_polars:calculate_order_blocks:511 - Order Blocks: 60 bullish, 56 bearish
2026-02-09 20:39:14.000 | DEBUG | src.smc_polars:calculate_bos_choch:599 - BOS: 20 bullish, 10 bearish
2026-02-09 20:39:14.000 | DEBUG | src.smc_polars:calculate_bos_choch:600 - CHoCH: 16 bullish, 17 bearish
2026-02-09 20:39:14.002 | DEBUG | src.feature_eng:calculate_rsi:130 - RSI calculated (period=14)
2026-02-09 20:39:14.005 | DEBUG | src.feature_eng:calculate_atr:185 - ATR calculated (period=14)
2026-02-09 20:39:14.007 | DEBUG | src.feature_eng:calculate_macd:243 - MACD calculated (12/26/9)
2026-02-09 20:39:14.009 | DEBUG | src.feature_eng:calculate_bollinger_bands:301 - Bollinger Bands calculated (period=20, std=2.0)
2026-02-09 20:39:14.011 | DEBUG | src.feature_eng:calculate_ema_crossover:357 - EMA crossover calculated (9/21)
2026-02-09 20:39:14.012 | DEBUG | src.feature_eng:calculate_volume_features:403 - Volume features calculated (period=20)
2026-02-09 20:39:14.015 | DEBUG | src.smc_polars:calculate_swing_points:401 - Swing points: 236 highs, 248 lows
2026-02-09 20:39:14.018 | DEBUG | src.smc_polars:calculate_fvg:312 - FVG calculation complete. Bullish: 539, Bearish: 383
2026-02-09 20:39:14.021 | DEBUG | src.smc_polars:calculate_order_blocks:511 - Order Blocks: 181 bullish, 170 bearish
2026-02-09 20:39:14.033 | DEBUG | src.smc_polars:calculate_bos_choch:599 - BOS: 68 bullish, 41 bearish
2026-02-09 20:39:14.033 | DEBUG | src.smc_polars:calculate_bos_choch:600 - CHoCH: 42 bullish, 42 bearish
2026-02-09 20:39:14.046 | INFO | __main__:main:87 - H1 bars: 337
2026-02-09 20:39:14.046 | INFO | __main__:main:90 -
============================================================
2026-02-09 20:39:14.046 | INFO | __main__:main:91 - BACKTEST 1: H1 BIAS
2026-02-09 20:39:14.047 | INFO | __main__:main:92 - ============================================================
2026-02-09 20:39:14.070 | INFO | __main__:main:191 -
============================================================
2026-02-09 20:39:14.070 | INFO | __main__:main:192 - BACKTEST 2: M5 CONFIRMATION
2026-02-09 20:39:14.070 | INFO | __main__:main:193 - ============================================================
2026-02-09 20:39:14.080 | INFO | __main__:main:279 -
============================================================
2026-02-09 20:39:14.080 | INFO | __main__:main:280 - RESULTS COMPARISON
2026-02-09 20:39:14.080 | INFO | __main__:main:281 - ============================================================

Metric H1 Bias M5 Confirm Improvement
-----------------------------------------------------------------
Total Trades 0 0 +0
Wins 0 0 +0
Losses 0 0 +0
Win Rate 0.0% 0.0% +0.0%
Total P/L $0.00 $0.00 $+0.00
Avg Win $0.00 $0.00 $+0.00
Avg Loss $0.00 $0.00 $+0.00
Traceback (most recent call last):
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\simple_h1_vs_m5.py", line 346, in <module>
main()
~~~~^^
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\simple_h1_vs_m5.py", line 322, in main
print(f"{'Profit Factor':<20} {m_h1['profit_factor']:.2f}{'':<12} {m_m5['profit_factor']:.2f}{'':<12} {m_m5['profit_factor']-m_h1['profit_factor']:+.2f}")
~~~~^^^^^^^^^^^^^^^^^
KeyError: 'profit_factor'

7.9 KiB Raw Blame History

7.9 KiB

Raw Blame History