Integrate Multi-TF Filter into Notebook
- Cell 25: Info Markdown über neue Lösung - Cell 26: Alter Filter deaktiviert (auskommentiert) - Cell 27: Neuer Multi-TF Filter aktiviert - Cell 28: Test-Cell zum Verifizieren Ready to run!
This commit is contained in:
@@ -1207,6 +1207,50 @@
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"print(\"✅ V1.6 Adaptive Complete Execute Trade defined\")"
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"print(\"✅ V1.6 Adaptive Complete Execute Trade defined\")"
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]
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]
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},
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# 📊 Multi-Timeframe Ranging Filter - AKTIVIERT",
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"",
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"## ✅ Was wurde geändert?",
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"",
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"**Problem gelöst**: Alter Filter nutzte nur H1 (ADX 9.90) und blockierte Trades trotz starkem Trend auf D1 (ADX 28.25)",
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"",
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"**Neue Lösung**:",
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"- **Cell 25**: Alter Filter DEAKTIVIERT (auskommentiert)",
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"- **Cell 26**: Neuer Multi-TF Filter AKTIVIERT",
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"- **Cell 27**: Test-Cell (optional)",
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"",
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"## 🎯 Wie der neue Filter funktioniert:",
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"",
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"1. Prüft **3 Timeframes**: H1, H4, D1",
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"2. **Gewichtung**: D1 (3x) > H4 (2x) > H1 (1x)",
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"3. **Entscheidung**:",
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" - D1 ADX > 30 → ERLAUBT",
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" - H4+D1 beide > 25 → ERLAUBT",
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" - Weighted ADX > 25 → ERLAUBT",
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" - Sonst → BLOCKIERT",
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"",
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"## 🚀 Nächste Schritte:",
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"",
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"1. **Führen Sie Cell 26 aus** (Multi-TF Filter aktivieren)",
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"2. **Führen Sie Cell 27 aus** (Testen - optional)",
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"3. **Warten Sie 1-2 Stunden** auf ersten Trade",
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"",
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"## 📝 Erwartete Ausgabe Cell 27:",
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"",
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"",
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"",
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"→ Trades sollten wieder laufen! 🎉",
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"",
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"---",
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"",
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"**Installiert**: 2025-12-20",
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"**Entwickelt von**: Claude Code Analysis",
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""
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]
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},
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{
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{
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": null,
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"execution_count": null,
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@@ -1218,72 +1262,143 @@
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"# ==========================================\n",
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"# ==========================================\n",
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"\n",
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"\n",
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"# Original function wird wrapped\n",
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"# Original function wird wrapped\n",
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"_original_execute_trade_v2_adaptive = execute_trade_v2_adaptive\n",
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"# [DEAKTIVIERT 20.12.2025] _original_execute_trade_v2_adaptive = execute_trade_v2_adaptive\n",
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"\n",
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"\n",
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"def execute_trade_v2_adaptive_with_ranging_filter(\n",
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"# [DEAKTIVIERT 20.12.2025] def execute_trade_v2_adaptive_with_ranging_filter(\n",
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" symbol=\"XAUUSD\",\n",
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"# [DEAKTIVIERT 20.12.2025] symbol=\"XAUUSD\",\n",
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" atr_mult=1.5,\n",
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"# [DEAKTIVIERT 20.12.2025] atr_mult=1.5,\n",
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" base_confidence=60,\n",
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"# [DEAKTIVIERT 20.12.2025] base_confidence=60,\n",
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" max_risk_per_trade=0.01,\n",
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"# [DEAKTIVIERT 20.12.2025] max_risk_per_trade=0.01,\n",
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" risk_filter=True,\n",
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"# [DEAKTIVIERT 20.12.2025] risk_filter=True,\n",
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" min_atr=0.0008,\n",
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"# [DEAKTIVIERT 20.12.2025] min_atr=0.0008,\n",
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" use_pullback_entry=False,\n",
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"# [DEAKTIVIERT 20.12.2025] use_pullback_entry=False,\n",
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" max_positions=1,\n",
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"# [DEAKTIVIERT 20.12.2025] max_positions=1,\n",
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" strategy_name=\"TradingBot_V1.6\",\n",
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"# [DEAKTIVIERT 20.12.2025] strategy_name=\"TradingBot_V1.6\",\n",
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" debug=True):\n",
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"# [DEAKTIVIERT 20.12.2025] debug=True):\n",
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" \"\"\"\n",
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"# [DEAKTIVIERT 20.12.2025] \"\"\"\n",
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" Wrapper für execute_trade_v2_adaptive mit Ranging Filter\n",
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"# [DEAKTIVIERT 20.12.2025] Wrapper für execute_trade_v2_adaptive mit Ranging Filter\n",
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" Blocks trading in ranging markets - they cause 100% of losses!\n",
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"# [DEAKTIVIERT 20.12.2025] Blocks trading in ranging markets - they cause 100% of losses!\n",
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" \"\"\"\n",
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"# [DEAKTIVIERT 20.12.2025] \"\"\"\n",
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"\n",
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"\n",
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" # Quick check: Get signal info first\n",
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" # Quick check: Get signal info first\n",
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" signal_info = extended_top_down_v2_adaptive(symbol)\n",
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"# [DEAKTIVIERT 20.12.2025] signal_info = extended_top_down_v2_adaptive(symbol)\n",
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" if signal_info is None:\n",
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"# [DEAKTIVIERT 20.12.2025] if signal_info is None:\n",
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" return None\n",
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"# [DEAKTIVIERT 20.12.2025] return None\n",
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"\n",
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"\n",
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" market_regime = signal_info.get(\"market_regime\", {})\n",
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"# [DEAKTIVIERT 20.12.2025] market_regime = signal_info.get(\"market_regime\", {})\n",
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" regime = market_regime.get('regime', 'unknown')\n",
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"# [DEAKTIVIERT 20.12.2025] regime = market_regime.get('regime', 'unknown')\n",
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" adx = market_regime.get('adx', 0)\n",
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"# [DEAKTIVIERT 20.12.2025] adx = market_regime.get('adx', 0)\n",
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"\n",
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"\n",
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" # 🛑 RANGING FILTER - Block ALL ranging market trades\n",
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" # 🛑 RANGING FILTER - Block ALL ranging market trades\n",
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" if regime == 'ranging':\n",
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"# [DEAKTIVIERT 20.12.2025] if regime == 'ranging':\n",
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" if debug:\n",
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"# [DEAKTIVIERT 20.12.2025] if debug:\n",
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" print(f\"\\n🛑 TRADE BLOCKIERT: Ranging Market!\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(f\"\\n🛑 TRADE BLOCKIERT: Ranging Market!\")\n",
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" print(f\" ADX: {adx:.1f} (< 25 = Ranging)\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(f\" ADX: {adx:.1f} (< 25 = Ranging)\")\n",
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" print(f\" 📊 Ranging Performance: 0% Win Rate, 20 consecutive losses\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(f\" 📊 Ranging Performance: 0% Win Rate, 20 consecutive losses\")\n",
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" print(f\" ✅ Filter is protecting you from losses!\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(f\" ✅ Filter is protecting you from losses!\")\n",
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" return None\n",
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"# [DEAKTIVIERT 20.12.2025] return None\n",
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"\n",
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"\n",
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" # Additional safety: Even in trending, ADX must be > 25\n",
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" # Additional safety: Even in trending, ADX must be > 25\n",
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" if regime == 'trending' and adx < 25:\n",
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"# [DEAKTIVIERT 20.12.2025] if regime == 'trending' and adx < 25:\n",
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" if debug:\n",
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"# [DEAKTIVIERT 20.12.2025] if debug:\n",
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" print(f\"\\n🛑 TRADE BLOCKIERT: Weak Trend!\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(f\"\\n🛑 TRADE BLOCKIERT: Weak Trend!\")\n",
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" print(f\" ADX: {adx:.1f} (< 25 = too weak)\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(f\" ADX: {adx:.1f} (< 25 = too weak)\")\n",
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" return None\n",
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"# [DEAKTIVIERT 20.12.2025] return None\n",
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"\n",
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"\n",
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" # ✅ Regime check passed - execute original function\n",
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" # ✅ Regime check passed - execute original function\n",
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" if debug:\n",
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"# [DEAKTIVIERT 20.12.2025] if debug:\n",
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" print(f\"✅ REGIME CHECK PASSED: {regime.upper()} (ADX {adx:.1f})\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(f\"✅ REGIME CHECK PASSED: {regime.upper()} (ADX {adx:.1f})\")\n",
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"\n",
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"\n",
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" return _original_execute_trade_v2_adaptive(\n",
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"# [DEAKTIVIERT 20.12.2025] return _original_execute_trade_v2_adaptive(\n",
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" symbol=symbol,\n",
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"# [DEAKTIVIERT 20.12.2025] symbol=symbol,\n",
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" atr_mult=atr_mult,\n",
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"# [DEAKTIVIERT 20.12.2025] atr_mult=atr_mult,\n",
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" base_confidence=base_confidence,\n",
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"# [DEAKTIVIERT 20.12.2025] base_confidence=base_confidence,\n",
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" max_risk_per_trade=max_risk_per_trade,\n",
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"# [DEAKTIVIERT 20.12.2025] max_risk_per_trade=max_risk_per_trade,\n",
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" risk_filter=risk_filter,\n",
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"# [DEAKTIVIERT 20.12.2025] risk_filter=risk_filter,\n",
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" min_atr=min_atr,\n",
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"# [DEAKTIVIERT 20.12.2025] min_atr=min_atr,\n",
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" use_pullback_entry=use_pullback_entry,\n",
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"# [DEAKTIVIERT 20.12.2025] use_pullback_entry=use_pullback_entry,\n",
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" max_positions=max_positions,\n",
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"# [DEAKTIVIERT 20.12.2025] max_positions=max_positions,\n",
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" strategy_name=strategy_name,\n",
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"# [DEAKTIVIERT 20.12.2025] strategy_name=strategy_name,\n",
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" debug=debug\n",
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"# [DEAKTIVIERT 20.12.2025] debug=debug\n",
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" )\n",
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"# [DEAKTIVIERT 20.12.2025] )\n",
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"\n",
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"\n",
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"# Replace original with wrapped version\n",
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"# Replace original with wrapped version\n",
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"execute_trade_v2_adaptive = execute_trade_v2_adaptive_with_ranging_filter\n",
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"# [DEAKTIVIERT 20.12.2025] execute_trade_v2_adaptive = execute_trade_v2_adaptive_with_ranging_filter\n",
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"\n",
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"\n",
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"print(\"✅ Ranging Filter activated!\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(\"✅ Ranging Filter activated!\")\n",
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"print(\" 🛑 Blocks ALL ranging market trades\")\n",
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"# [DEAKTIVIERT 20.12.2025] print(\" 🛑 Blocks ALL ranging market trades\")\n",
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"print(\" ✅ Only allows trending markets with ADX > 25\")\n"
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"# [DEAKTIVIERT 20.12.2025] print(\" ✅ Only allows trending markets with ADX > 25\")\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# ==========================================",
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"# 🎯 MULTI-TIMEFRAME RANGING FILTER (20.12.2025)",
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"# ==========================================",
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"# Verbesserte Ranging-Erkennung basierend auf H1, H4, und D1",
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"",
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"from multi_timeframe_regime_filter import create_multi_timeframe_ranging_filter",
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"",
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"# Backup der Original-Funktion (falls noch nicht geschehen)",
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"if '_original_execute_trade_v2_adaptive' not in dir():",
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" _original_execute_trade_v2_adaptive = execute_trade_v2_adaptive",
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"",
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"# Ersetze mit Multi-TF Filter",
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"execute_trade_v2_adaptive = create_multi_timeframe_ranging_filter(",
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" _original_execute_trade_v2_adaptive",
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")",
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"",
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"print(\"✅ Multi-Timeframe Ranging Filter aktiviert!\")",
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"print(\" Prüft: H1, H4, D1\")",
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"print(\" Gewichtung: D1 (3x) > H4 (2x) > H1 (1x)\")",
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"print(\" Threshold: ADX > 25\")",
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"print(\"\")",
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"print(\"📊 Entscheidungslogik:\")",
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"print(\" 1. D1 ADX > 30 → ERLAUBT (starker Trend)\")",
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"print(\" 2. H4+D1 beide > 25 → ERLAUBT (bestätigter Trend)\")",
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"print(\" 3. Weighted ADX > 25 → ERLAUBT (Gesamtbild)\")",
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"print(\" 4. Sonst → BLOCKIERT (Ranging)\")",
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""
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# ==========================================",
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"# 🧪 TEST: Multi-Timeframe Regime Filter",
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"# ==========================================",
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"# Führe diese Cell aus um den Filter zu testen",
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"",
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"from multi_timeframe_regime_filter import detect_multi_timeframe_regime",
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"",
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"print(\"🧪 TESTING MULTI-TIMEFRAME REGIME FILTER\")",
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"print(\"=\" * 70)",
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"print()",
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"",
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"# Test-Run",
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"result = detect_multi_timeframe_regime(\"XAUUSD\", adx_threshold=25, debug=True)",
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"",
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"print()",
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"print(\"📋 ERGEBNIS:\")",
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"print(f\" Trading Allowed: {result['allowed']}\")",
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"print(f\" Regime: {result['regime']}\")",
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"print(f\" Weighted ADX: {result['weighted_adx']:.1f}\")",
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"print()",
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"",
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"if result['allowed']:",
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" print(\"✅ FILTER ERLAUBT TRADES!\")",
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" print(\" → Bot wird bei nächstem Scheduler-Run traden (wenn andere Bedingungen passen)\")",
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"else:",
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" print(\"🛑 FILTER BLOCKIERT TRADES\")",
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" print(f\" → Grund: {result['reason']}\")",
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""
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]
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]
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},
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},
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{
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{
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@@ -2311,6 +2426,63 @@
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" print(f\"{emoji} {session}: {reason}\")"
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" print(f\"{emoji} {session}: {reason}\")"
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]
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]
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},
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"📊 ADX auf verschiedenen Timeframes:\n",
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"\n",
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"M15 : ADX = 21.63 | Preis-Change (10 bars): -0.19%\n",
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"H1 : ADX = 9.90 | Preis-Change (10 bars): +0.27%\n",
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"H4 : ADX = 23.37 | Preis-Change (10 bars): +0.35%\n",
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"D1 : ADX = 28.25 | Preis-Change (10 bars): +3.53%\n",
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"\n",
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"💰 Aktueller Preis: 4338.47\n"
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"2025-12-20 19:12:54,206 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2025-12-20 19:13:54 CET)\" (scheduled at 2025-12-20 19:12:54.202603+01:00)\n",
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"2025-12-20 19:12:54,208 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2025-12-20 19:13:54 CET)\" executed successfully\n",
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"2025-12-20 19:12:54,209 - INFO - Running job \"<lambda> (trigger: interval[0:01:00], next run at: 2025-12-20 19:13:54 CET)\" (scheduled at 2025-12-20 19:12:54.203646+01:00)\n",
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"2025-12-20 19:12:54,223 - INFO - Job \"<lambda> (trigger: interval[0:01:00], next run at: 2025-12-20 19:13:54 CET)\" executed successfully\n",
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"2025-12-20 19:13:00,000 - INFO - Running job \"create_protected_trading_check.<locals>.protected_check (trigger: cron[minute='*'], next run at: 2025-12-20 19:14:00 CET)\" (scheduled at 2025-12-20 19:13:00+01:00)\n",
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"2025-12-20 19:13:00,014 - INFO - Job \"create_protected_trading_check.<locals>.protected_check (trigger: cron[minute='*'], next run at: 2025-12-20 19:14:00 CET)\" executed successfully\n",
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"2025-12-20 19:13:54,204 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2025-12-20 19:14:54 CET)\" (scheduled at 2025-12-20 19:13:54.202603+01:00)\n",
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"2025-12-20 19:13:54,204 - INFO - Running job \"<lambda> (trigger: interval[0:01:00], next run at: 2025-12-20 19:14:54 CET)\" (scheduled at 2025-12-20 19:13:54.203646+01:00)\n",
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"2025-12-20 19:13:54,213 - INFO - Job \"<lambda> (trigger: interval[0:01:00], next run at: 2025-12-20 19:14:54 CET)\" executed successfully\n",
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"2025-12-20 19:13:54,207 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2025-12-20 19:14:54 CET)\" executed successfully\n",
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"2025-12-20 19:14:00,012 - INFO - Running job \"create_protected_trading_check.<locals>.protected_check (trigger: cron[minute='*'], next run at: 2025-12-20 19:15:00 CET)\" (scheduled at 2025-12-20 19:14:00+01:00)\n",
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"2025-12-20 19:14:00,019 - INFO - Job \"create_protected_trading_check.<locals>.protected_check (trigger: cron[minute='*'], next run at: 2025-12-20 19:15:00 CET)\" executed successfully\n"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"# Verschiedene Timeframes checken\n",
|
||||||
|
"print(\"📊 ADX auf verschiedenen Timeframes:\\n\")\n",
|
||||||
|
"\n",
|
||||||
|
"for tf_name, tf in [('M15', mt.TIMEFRAME_M15), ('H1', mt.TIMEFRAME_H1), ('H4', mt.TIMEFRAME_H4), ('D1', mt.TIMEFRAME_D1)]:\n",
|
||||||
|
" rates = mt.copy_rates_from_pos(\"XAUUSD\", tf, 0, 100)\n",
|
||||||
|
" df = pd.DataFrame(rates)\n",
|
||||||
|
" adx_data = ta.adx(df['high'], df['low'], df['close'], length=14)\n",
|
||||||
|
" current_adx = adx_data['ADX_14'].iloc[-1]\n",
|
||||||
|
" \n",
|
||||||
|
" # Preis letzte 10 Bars\n",
|
||||||
|
" price_change = ((df['close'].iloc[-1] - df['close'].iloc[-10]) / df['close'].iloc[-10]) * 100\n",
|
||||||
|
" \n",
|
||||||
|
" print(f\"{tf_name:4s}: ADX = {current_adx:5.2f} | Preis-Change (10 bars): {price_change:+.2f}%\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Aktueller Preis\n",
|
||||||
|
"print(f\"\\n💰 Aktueller Preis: {mt.symbol_info_tick('XAUUSD').bid:.2f}\")"
|
||||||
|
]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
|
|||||||
Reference in New Issue
Block a user