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feat: Add Trend Reversal Detector with multi-signal analysis
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Browse Source 
New features:
- Reversal Detector with 5 detection signals:
  - RSI Divergence (bearish/bullish)
  - EMA Slope Change detection
  - Volume Spike analysis
  - Candlestick patterns (Doji, Engulfing, Hammer, Pin Bar)
  - Break of Structure detection
- Integrated into enhanced_trading_check_wrapper (SCHRITT 2.5)
- Defensive mode: blocks trades at 70%+ reversal score
- Lot size reduction at 30-69% reversal score
- Enable Overlap session (13:00-16:00 UTC)

Files added:
- reversal_detector.py: Core detection algorithms
- reversal_integration.py: Bot integration wrapper
- REVERSAL_DETECTOR_INTEGRATION.md: Documentation

Modified:
- TradingBot notebook: Added reversal check integration
- session_filter_patch.py: Enabled overlap session

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
cbazza
2026-01-30 09:46:40 +01:00
co-authored by Claude Opus 4.5
parent b5b91224df
commit ce4e961541
5 changed files with 1623 additions and 177 deletions
Download Patch File Download Diff File Expand all files Collapse all files
REVERSAL_DETECTOR_INTEGRATION.md
+221
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@@ -0,0 +1,221 @@
# 🔄 Reversal Detector Integration Guide
## Schnell-Integration
### Schritt 1: Import hinzufügen (neue Cell nach den Imports)
```python
# ==========================================
# 🔄 REVERSAL DETECTOR INTEGRATION
# ==========================================
from reversal_integration import (
reversal_detector,
check_reversal_risk,
get_reversal_status,
enable_reversal_check,
disable_reversal_check,
REVERSAL_CONFIG
)
print(get_reversal_status())
```
### Schritt 2: In `enhanced_trading_check_wrapper` einfügen
Füge nach **SCHRITT 2: Signal Analysis** und vor **SCHRITT 3: ENHANCED SIGNAL SCORING** folgenden Code ein:
```python
# ==========================================
# ⭐ SCHRITT 2.5: REVERSAL CHECK (NEU!)
# ==========================================
from reversal_integration import check_reversal_risk
reversal_result = check_reversal_risk(signal_info, symbol)
print(f"\n🔄 Reversal Check: {reversal_result['action']}")
print(f" Score: {reversal_result['reversal_score']}%")
print(f" Reason: {reversal_result['reason']}")
if not reversal_result['should_trade']:
print(f"⛔ TRADE BLOCKIERT durch Reversal Detector!")
return None
# Reversal Lot Multiplier mit Equity Curve kombinieren
if reversal_result['lot_multiplier'] < 1.0:
lot_multiplier *= reversal_result['lot_multiplier']
print(f"📉 Reversal: Lot Multiplier angepasst auf {lot_multiplier:.0%}")
# ==========================================
```
---
## Vollständige enhanced_trading_check_wrapper mit Reversal Check
```python
def enhanced_trading_check_wrapper(symbol="XAUUSD", debug=False):
"""
Enhanced wrapper around execute_trade_v2_adaptive
Adds multi-factor signal scoring before execution
+ Reversal Detection (NEU!)
"""
try:
# ⭐ SCHRITT 0: SESSION CHECK
from session_filter_patch import is_session_allowed
current_session = rhythm_manager.get_current_session()
session_allowed, session_reason = is_session_allowed(current_session)
if not session_allowed:
print(f"⛔ SESSION BLOCKED: {current_session.upper()}")
print(f" Reason: {session_reason}")
return None
print(f"✅ Session OK: {current_session.upper()}")
# SCHRITT 1: Position Check
max_positions = TRADING_CONFIG['risk']['max_positions']
has_position, position_info = check_existing_positions(symbol)
if position_info['count'] >= max_positions:
if debug:
print(f"🛑 TRADE BLOCKIERT: {position_info['count']}/{max_positions} Positionen aktiv")
return None
print(f"✅ Position-Check OK: {position_info['count']}/{max_positions}")
# SCHRITT 1.5: EQUITY CURVE CHECK
ec_allowed, ec_reason, lot_multiplier = equity_curve_manager.should_trade()
print(f"📈 Equity Curve: {ec_reason}")
if not ec_allowed:
print(f"⛔ TRADE BLOCKIERT durch Equity Curve Filter")
return None
# SCHRITT 2: Signal Analysis
signal_info = extended_top_down_v2_adaptive(symbol)
if signal_info is None:
print("❌ Signal-Analyse fehlgeschlagen")
return None
entry_signal = signal_info["entry_signal"]
base_confidence = signal_info["confidence"]
adaptive_threshold = signal_info["adaptive_threshold"]
print(f"\n📊 Base Signal Analysis:")
print(f" Direction: {entry_signal}")
print(f" Base Confidence: {base_confidence:.1f}%")
print(f" Adaptive Threshold: {adaptive_threshold:.1f}%")
# ==========================================
# ⭐ SCHRITT 2.5: REVERSAL CHECK (NEU!)
# ==========================================
from reversal_integration import check_reversal_risk
reversal_result = check_reversal_risk(signal_info, symbol)
print(f"\n🔄 Reversal Check: {reversal_result['action']}")
print(f" Score: {reversal_result['reversal_score']}%")
print(f" Reason: {reversal_result['reason']}")
if not reversal_result['should_trade']:
print(f"⛔ TRADE BLOCKIERT durch Reversal Detector!")
return None
# Reversal Lot Multiplier kombinieren
if reversal_result['lot_multiplier'] < 1.0:
lot_multiplier *= reversal_result['lot_multiplier']
print(f"📉 Reversal: Lot Multiplier angepasst auf {lot_multiplier:.0%}")
# ==========================================
# ⭐ SCHRITT 3: ENHANCED SIGNAL SCORING (HYBRID 60/40)
# ... (Rest des Codes bleibt unverändert)
```
---
## Kontroll-Befehle
Nach der Integration kannst du folgende Befehle nutzen:
```python
# Status anzeigen
print(get_reversal_status())
# Reversal Check deaktivieren
disable_reversal_check()
# Reversal Check aktivieren
enable_reversal_check()
# Thresholds anpassen
REVERSAL_CONFIG['block_threshold'] = 80 # Weniger strikt
REVERSAL_CONFIG['reduce_threshold'] = 60
REVERSAL_CONFIG['caution_threshold'] = 40
```
---
## Erwartetes Output
```
✅ Session OK: ASIAN
✅ Position-Check OK: 0/1
📈 Equity Curve: ✅ Equity $108,500.00 > MA $107,200.00 (+1.2%)
📊 Base Signal Analysis:
Direction: 1
Base Confidence: 87.5%
Adaptive Threshold: 60.0%
🔄 REVERSAL CHECK (UPTREND):
--------------------------------------------------
Rsi Divergence : ✅ No divergence
Ema Slope Change : ✅ Slope: 0.0045%
Volume Spike : ✅ Volume: 1.3x average
Candlestick : ✅ No reversal pattern
Break Of Structure : ✅ Structure intact
--------------------------------------------------
✅ Reversal Score: 15% (LOW)
Action: ALLOW | Lot Mult: 100%
🔄 Reversal Check: ALLOW
Score: 15%
Reason: No significant reversal risk (15%)
🎯 Calculating Enhanced Signal Score...
```
---
## Bei hohem Reversal-Risiko
```
🔄 REVERSAL CHECK (UPTREND):
--------------------------------------------------
Rsi Divergence : ⚠️ Bearish Divergence: Price HH, RSI LH (RSI diff: 8.5)
Strength: 65%
Ema Slope Change : ⚠️ Slope weakening: 0.0089% -> 0.0012%
Strength: 45%
Volume Spike : ⚠️ Volume: 2.8x average (SPIKE!)
Strength: 40%
Candlestick : ⚠️ Shooting Star: Potential bearish reversal
Strength: 60%
Break Of Structure : ✅ Structure intact
--------------------------------------------------
🔴 Reversal Score: 78% (CRITICAL)
Action: BLOCK | Lot Mult: 0%
🔄 Reversal Check: BLOCK
Score: 78%
Reason: High reversal risk (78% >= 70%)
⛔ TRADE BLOCKIERT durch Reversal Detector!
```
---
## Dateien
- `reversal_detector.py` - Haupt-Modul mit allen Algorithmen
- `reversal_integration.py` - Integration für den Trading Bot
- `REVERSAL_DETECTOR_INTEGRATION.md` - Diese Anleitung
TradingBot_V1.6_Adaptive_Complete_CORRECTED.ipynb
+478 -173
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@@ -3022,6 +3022,7 @@
"from enhanced_trailing_stop import EnhancedTrailingStopManager, create_enhanced_position_monitor\n", "from enhanced_trailing_stop import EnhancedTrailingStopManager, create_enhanced_position_monitor\n",
"from equity_curve_trading import EquityCurveManager\n", "from equity_curve_trading import EquityCurveManager\n",
"from demo_test_tracker import DemoTestTracker\n", "from demo_test_tracker import DemoTestTracker\n",
"from reversal_integration import check_reversal_risk, get_reversal_status, REVERSAL_CONFIG\n",
"\n", "\n",
"print(\"🚀 INITIALIZING ADVANCED OPTIMIZATIONS...\")\n", "print(\"🚀 INITIALIZING ADVANCED OPTIMIZATIONS...\")\n",
"print(\"=\" * 70)\n", "print(\"=\" * 70)\n",
@@ -3114,6 +3115,10 @@
"print(\"✅ Demo Test Tracker initialized\")\n", "print(\"✅ Demo Test Tracker initialized\")\n",
"print()\n", "print()\n",
"\n", "\n",
"# 6. Reversal Detector\n",
"print(\"✅ Reversal Detector initialized\")\n",
"print(get_reversal_status())\n",
"\n",
"# 4. Run initial threshold optimization\n", "# 4. Run initial threshold optimization\n",
"print(\"🔄 Running initial threshold optimization...\")\n", "print(\"🔄 Running initial threshold optimization...\")\n",
"try:\n", "try:\n",
@@ -3133,6 +3138,7 @@
"print(\" • Enhanced Trailing: ✅ (multi-tier protection)\")\n", "print(\" • Enhanced Trailing: ✅ (multi-tier protection)\")\n",
"print(\" • Equity Curve Trading: ✅ (auto-pause on drawdown)\")\n", "print(\" • Equity Curve Trading: ✅ (auto-pause on drawdown)\")\n",
"print(\" • Demo Test Tracker: ✅ (go-live readiness check)\")\n", "print(\" • Demo Test Tracker: ✅ (go-live readiness check)\")\n",
"print(\" • Reversal Detector: ✅ (multi-signal protection)\")\n",
"print()\n", "print()\n",
"print(\"💡 Tip: Use 'threshold_optimizer.generate_report()' for details\")" "print(\"💡 Tip: Use 'threshold_optimizer.generate_report()' for details\")"
] ]
@@ -3719,6 +3725,26 @@
" print(f\" Base Confidence: {base_confidence:.1f}%\")\n", " print(f\" Base Confidence: {base_confidence:.1f}%\")\n",
" print(f\" Adaptive Threshold: {adaptive_threshold:.1f}%\")\n", " print(f\" Adaptive Threshold: {adaptive_threshold:.1f}%\")\n",
"\n", "\n",
" # ==========================================\n",
" # ⭐ SCHRITT 2.5: REVERSAL CHECK (NEU!)\n",
" # ==========================================\n",
" from reversal_integration import check_reversal_risk\n",
"\n",
" reversal_result = check_reversal_risk(signal_info, symbol)\n",
"\n",
" print(f\"🔄 Reversal Check: {reversal_result['action']}\")\n",
" print(f\" Score: {reversal_result['reversal_score']}%\")\n",
" print(f\" Reason: {reversal_result['reason']}\")\n",
"\n",
" if not reversal_result['should_trade']:\n",
" print(f\"⛔ TRADE BLOCKIERT durch Reversal Detector!\")\n",
" return None\n",
"\n",
" # Reversal Lot Multiplier mit Equity Curve kombinieren\n",
" if reversal_result['lot_multiplier'] < 1.0:\n",
" lot_multiplier *= reversal_result['lot_multiplier']\n",
" print(f\"📉 Reversal: Lot Multiplier angepasst auf {lot_multiplier:.0%}\")\n",
"\n",
" # ⭐ SCHRITT 3: ENHANCED SIGNAL SCORING (HYBRID 60/40)\n", " # ⭐ SCHRITT 3: ENHANCED SIGNAL SCORING (HYBRID 60/40)\n",
" print(f\"\\n🎯 Calculating Enhanced Signal Score...\")\n", " print(f\"\\n🎯 Calculating Enhanced Signal Score...\")\n",
"\n", "\n",
@@ -3899,99 +3925,10 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 74, "execution_count": null,
"id": "a5c25689", "id": "a5c25689",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [],
{
"name": "stdout",
"output_type": "stream",
"text": [
"\n",
"======================================================================\n",
"📊 DEMO TEST TRACKER\n",
"======================================================================\n",
"\n",
"======================================================================\n",
"📊 DEMO TEST TRACKER - PERFORMANCE REPORT\n",
"======================================================================\n",
"\n",
"📅 Demo Period:\n",
" Start: 2026-01-28\n",
" Days Running: 1\n",
" Last Trade: 2026-01-29\n",
"\n",
"📈 PERFORMANCE METRICS:\n",
" Total Trades: 348\n",
" Wins/Losses: 177/171\n",
" Win Rate: 50.9%\n",
" Profit Factor: 1.42\n",
"\n",
"💰 PROFIT/LOSS:\n",
" Total Profit: $4,598.21\n",
" Avg Win: $88.50\n",
" Avg Loss: $64.72\n",
" Avg Trade: $13.21\n",
" Best Trade: $915.60\n",
" Worst Trade: $-345.70\n",
"\n",
"📉 RISK METRICS:\n",
" Max Drawdown: 100.0% ($1,972.65)\n",
" Current Equity: $4,598.21\n",
" Peak Equity: $4,914.21\n",
"\n",
"⏱️ TIMING:\n",
" Avg Duration: 49 min\n",
"\n",
"🌍 SESSION BREAKDOWN:\n",
" ASIAN | Trades: 155 | Win Rate: 54.2% | Profit: $3,270.77\n",
" LONDON | Trades: 81 | Win Rate: 46.9% | Profit: $654.12\n",
" NY | Trades: 112 | Win Rate: 49.1% | Profit: $673.32\n",
"\n",
"🎯 SIGNAL QUALITY BREAKDOWN:\n",
" UNKNOWN | Trades: 348 | Win Rate: 50.9% | Profit: $4,598.21\n",
"\n",
"======================================================================\n",
"\n",
"\n",
"\n",
"======================================================================\n",
"🚦 GO-LIVE READINESS CHECK\n",
"======================================================================\n",
" ✅ Trades: 348/50\n",
" ⬜ Win Rate: 50.9% (min 55%)\n",
" ✅ Profit Factor: 1.42 (min 1.3)\n",
" ⬜ Max Drawdown: 100.0% (max 15%)\n",
" ⬜ Days Running: 1/14\n",
" ✅ Errors: 0 (max 5)\n",
" ✅ Sessions Tested: 3/2\n",
"----------------------------------------------------------------------\n",
" Passed: 4/7\n",
"\n",
" ⏳ STATUS: NOT READY YET\n",
" Still needed:\n",
" • Win Rate: 50.9% (min 55%)\n",
" • Max Drawdown: 100.0% (max 15%)\n",
" • Days Running: 1/14\n",
"======================================================================\n",
"\n",
"📊 Daily Summary - 2026-01-29\n",
"━━━━━━━━━━━━━━━━━━━━━━━━━━━\n",
"Today: 16 trades | 9 wins | WR: 56% | P/L: $+1111.80\n",
"Overall: 348 trades | WR: 50.9% | Total: $+4598.21\n",
"━━━━━━━━━━━━━━━━━━━━━━━━━━━\n",
"\n",
"⏳ Weiter testen... Der Bot sammelt noch Daten.\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-29 10:46:29,000 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n"
]
}
],
"source": [ "source": [
"# ==========================================\n", "# ==========================================\n",
"# 📊 DEMO TEST TRACKER - REPORTS & GO-LIVE CHECK\n", "# 📊 DEMO TEST TRACKER - REPORTS & GO-LIVE CHECK\n",
@@ -4561,90 +4498,11 @@
"id": "cf605503", "id": "cf605503",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"================================================================================\n",
"💰 MT5 P&L TRACKER - LIVE PERFORMANCE DASHBOARD\n",
"================================================================================\n",
"\n",
"Generated: 2026-01-29 10:46:35\n",
"\n",
"================================================================================\n",
"📊 ALL TIME PERFORMANCE\n",
"================================================================================\n",
"\n",
"Total Trades: 408\n",
"Winning Trades: 202 (49.5%)\n",
"Losing Trades: 206\n",
"\n",
"Net Profit: $3513.54\n",
"Total Profit: $12873.24\n",
"Total Loss: $9359.70\n",
"Profit Factor: 1.38\n",
"\n",
"Average Win: $63.73\n",
"Average Loss: $-45.44\n",
"Largest Win: $499.30\n",
"Largest Loss: $-151.75\n",
"\n",
"Max Drawdown: $-1981.78\n",
"Avg Duration: 1.0 hours\n",
"Total Pips: 5626600.0\n",
"\n",
"================================================================================\n",
"📅 THIS MONTH\n",
"================================================================================\n",
"\n",
"Trades: 332 (50.6% WR)\n",
"Net Profit: $3486.41\n",
"Profit/Loss: +$12558.73 / -$9072.32\n",
"\n",
"================================================================================\n",
"📅 THIS WEEK\n",
"================================================================================\n",
"\n",
"Trades: 166 (58.4% WR)\n",
"Net Profit: $3545.17\n",
"Profit/Loss: +$9536.97 / -$5991.80\n",
"\n",
"================================================================================\n",
"📅 TODAY\n",
"================================================================================\n",
"\n",
"❌ No trades today\n",
"\n",
"================================================================================\n",
"\n",
"================================================================================\n",
"📜 RECENT TRADES (Last 10)\n",
"================================================================================\n",
"\n",
" position_id symbol type entry_time exit_time net_profit pips duration_hours status\n",
" 719790790 XAUUSD LONG 2026-01-28 18:31 2026-01-28 21:24 499.30 499300.0 2.9 ✅ WIN\n",
" 719088260 XAUUSD LONG 2026-01-28 17:07 2026-01-28 17:58 153.20 306400.0 0.9 ✅ WIN\n",
" 718932869 XAUUSD LONG 2026-01-28 16:39 2026-01-28 17:06 -59.05 -118100.0 0.5 ❌ LOSS\n",
" 718905388 XAUUSD LONG 2026-01-28 16:35 2026-01-28 16:38 -87.76 -109700.0 0.1 ❌ LOSS\n",
" 718788969 XAUUSD LONG 2026-01-28 16:12 2026-01-28 16:34 34.45 68900.0 0.4 ✅ WIN\n",
" 718746714 XAUUSD LONG 2026-01-28 16:05 2026-01-28 16:11 -106.10 -106100.0 0.1 ❌ LOSS\n",
" 718592815 XAUUSD LONG 2026-01-28 15:29 2026-01-28 16:04 131.10 262200.0 0.6 ✅ WIN\n",
" 718467996 XAUUSD LONG 2026-01-28 15:03 2026-01-28 15:28 15.00 30000.0 0.4 ✅ WIN\n",
" 718377011 XAUUSD LONG 2026-01-28 14:38 2026-01-28 15:03 15.00 30000.0 0.4 ✅ WIN\n",
" 718312889 XAUUSD LONG 2026-01-28 14:22 2026-01-28 14:37 15.00 30000.0 0.3 ✅ WIN\n",
"\n",
"================================================================================\n",
"✅ Dashboard refresh complete!\n",
"Last updated: 2026-01-29 10:46:35\n",
"================================================================================\n"
]
},
{ {
"name": "stderr", "name": "stderr",
"output_type": "stream", "output_type": "stream",
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"2026-01-29 10:46:49,067 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n"
] ]
} }
], ],
@@ -4691,8 +4549,455 @@
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [
"source": [] {
"name": "stdout",
"output_type": "stream",
"text": [
"🧪 Testing Reversal Detector...\n",
"============================================================\n",
"✅ Import erfolgreich\n",
"\n",
"============================================================\n",
"🔄 REVERSAL DETECTOR STATUS\n",
"============================================================\n",
" Enabled: True\n",
" Mode: defensive\n",
" Block Threshold: 70%\n",
" Reduce Threshold: 50%\n",
" Caution Threshold: 30%\n",
"============================================================\n",
"\n",
"🔍 Testing with live market data...\n",
"🔍 Analyzing XAUUSD with V1.6 ADAPTIVE COMPLETE parameters...\n",
"\n",
"📊 V1.6 ADAPTIVE COMPLETE Trend-Analyse für XAUUSD\n",
"⚡ Adaptive Interval: 5 min | Session: LONDON\n",
"🎯 Market Regime: RANGING (Strength: 21%)\n",
"🎚️ Adaptive Threshold: 70% (RELAXED)\n",
"\n",
"+------+-----------+------------+----------+----------+---------+\n",
"| TF | Trend | Strength | ATR | Slope | Price |\n",
"|------+-----------+------------+----------+----------+---------|\n",
"| D1 | uptrend | 463.42 | 157.145 | 10.9236 | 5069.5 |\n",
"| H4 | uptrend | 362.48 | 116.225 | 6.31934 | 5069.18 |\n",
"| H1 | uptrend | 349.09 | 82.1467 | 4.30149 | 5069.18 |\n",
"| M30 | uptrend | 228.93 | 63.3682 | 2.17604 | 5069.18 |\n",
"| M15 | downtrend | 273.87 | 44.4494 | -1.82601 | 5068.79 |\n",
"| M5 | downtrend | 490.87 | 25.6075 | -1.88549 | 5068.66 |\n",
"+------+-----------+------------+----------+----------+---------+\n",
"\n",
"➡️ Standard-Trend: uptrend (Strength: 423.04)\n",
"➡️ Fast-Trend: uptrend (Required: 2/4)\n",
"➡️ Top-Down-Trend: uptrend\n",
"➡️ Confidence: 83.69% (Threshold: 70%)\n",
"➡️ Risk-Adjusted Strength: 79947.2 (Min: 80)\n",
"➡️ Signal Quality: EXCELLENT\n",
"\n",
"🚀 V1.6 Adaptive Complete: Full Features + Adaptive Rhythm\n",
"\n",
"📊 Signal Info:\n",
" Entry Signal: 1\n",
" Standard Trend: uptrend\n",
" Confidence: 83.69%\n",
"\n",
"🔄 Running Reversal Check...\n",
"\n",
"🔄 REVERSAL CHECK (UPTREND):\n",
"--------------------------------------------------\n",
" Rsi Divergence : ✅ No divergence\n",
" Ema Slope Change : ⚠️ Slope weakening: -0.1010% -> -0.4427%\n",
" Strength: 100%\n",
" Volume Spike : ✅ Volume: 0.4x average\n",
" Candlestick : ⚠️ Bearish Engulfing: Strong reversal signal\n",
" Strength: 70%\n",
" Break Of Structure : ✅ Structure intact\n",
"--------------------------------------------------\n",
" ⚠️ Reversal Score: 30% (MODERATE)\n",
" Action: CAUTION | Lot Mult: 75%\n",
"\n",
"📊 Reversal Check Result:\n",
" Should Trade: True\n",
" Reversal Score: 30%\n",
" Action: CAUTION\n",
" Lot Multiplier: 75%\n",
" Reason: Low reversal risk (30%), lot reduced to 75%\n",
"\n",
"🔍 Signal Details:\n",
" rsi_divergence: ✅ No divergence\n",
" ema_slope_change: ⚠️ Slope weakening: -0.1010% -> -0.4427%\n",
" volume_spike: ✅ Volume: 0.4x average\n",
" candlestick: ⚠️ Bearish Engulfing: Strong reversal signal\n",
" break_of_structure: ✅ Structure intact\n",
"\n",
"============================================================\n",
"✅ Reversal Detector Test Complete\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:35:18,013 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:35:28,040 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:35:38,065 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:35:48,079 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:35:54,233 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:36:54 CET)\" (scheduled at 2026-01-30 09:35:54.085516+01:00)\n",
"2026-01-30 09:35:54,233 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:36:54 CET)\" executed successfully\n",
"2026-01-30 09:35:58,110 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:35:58,259 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:36:58 CET)\" (scheduled at 2026-01-30 09:35:58.257297+01:00)\n",
"2026-01-30 09:35:58,261 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:36:58 CET)\" executed successfully\n",
"2026-01-30 09:36:01,020 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:37:01 CET)\" (scheduled at 2026-01-30 09:36:01.013912+01:00)\n",
"2026-01-30 09:36:01,020 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:37:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:36:08,139 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:36:18,153 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:36:28,187 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:36:38,216 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:36:48,244 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:36:54,086 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:37:54 CET)\" (scheduled at 2026-01-30 09:36:54.085516+01:00)\n",
"2026-01-30 09:36:54,090 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:37:54 CET)\" executed successfully\n",
"2026-01-30 09:36:58,280 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:36:58,808 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:37:58 CET)\" (scheduled at 2026-01-30 09:36:58.257297+01:00)\n",
"2026-01-30 09:36:58,809 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:37:58 CET)\" executed successfully\n",
"2026-01-30 09:37:01,074 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:38:01 CET)\" (scheduled at 2026-01-30 09:37:01.013912+01:00)\n",
"2026-01-30 09:37:01,076 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:38:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:37:01,731 - INFO - Running job \"Demo Tracker Sync (trigger: interval[0:05:00], next run at: 2026-01-30 09:42:01 CET)\" (scheduled at 2026-01-30 09:37:01.544620+01:00)\n",
"2026-01-30 09:37:01,842 - INFO - 📊 Trade logged: 🔴 #734745233 LONG XAUUSD | Profit: $-129.50\n",
"2026-01-30 09:37:01,844 - INFO - Job \"Demo Tracker Sync (trigger: interval[0:05:00], next run at: 2026-01-30 09:42:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"📊 Auto-synced #734745233: LONG XAUUSD | stop_loss | P/L: $-129.50\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:37:08,306 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:37:18,332 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:37:28,357 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:37:38,382 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:37:48,405 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:37:54,087 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:38:54 CET)\" (scheduled at 2026-01-30 09:37:54.085516+01:00)\n",
"2026-01-30 09:37:54,089 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:38:54 CET)\" executed successfully\n",
"2026-01-30 09:37:58,258 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:38:58 CET)\" (scheduled at 2026-01-30 09:37:58.257297+01:00)\n",
"2026-01-30 09:37:58,261 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:38:58 CET)\" executed successfully\n",
"2026-01-30 09:37:58,433 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:38:01,018 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:39:01 CET)\" (scheduled at 2026-01-30 09:38:01.013912+01:00)\n",
"2026-01-30 09:38:01,020 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:39:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:38:08,458 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:38:18,483 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:38:28,509 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:38:38,532 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:38:48,771 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:38:54,088 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:39:54 CET)\" (scheduled at 2026-01-30 09:38:54.085516+01:00)\n",
"2026-01-30 09:38:54,090 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:39:54 CET)\" executed successfully\n",
"2026-01-30 09:38:58,258 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:39:58 CET)\" (scheduled at 2026-01-30 09:38:58.257297+01:00)\n",
"2026-01-30 09:38:58,260 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:39:58 CET)\" executed successfully\n",
"2026-01-30 09:38:58,795 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:39:01,015 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:40:01 CET)\" (scheduled at 2026-01-30 09:39:01.013912+01:00)\n",
"2026-01-30 09:39:01,019 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:40:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:39:08,820 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:39:18,844 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:39:28,867 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:39:38,892 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:39:48,916 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:39:54,093 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:40:54 CET)\" (scheduled at 2026-01-30 09:39:54.085516+01:00)\n",
"2026-01-30 09:39:54,096 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:40:54 CET)\" executed successfully\n",
"2026-01-30 09:39:58,258 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:40:58 CET)\" (scheduled at 2026-01-30 09:39:58.257297+01:00)\n",
"2026-01-30 09:39:58,260 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:40:58 CET)\" executed successfully\n",
"2026-01-30 09:39:58,939 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:40:01,016 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:41:01 CET)\" (scheduled at 2026-01-30 09:40:01.013912+01:00)\n",
"2026-01-30 09:40:01,020 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:41:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:40:08,963 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:40:18,987 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:40:29,011 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:40:39,039 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:40:49,063 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:40:54,089 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:41:54 CET)\" (scheduled at 2026-01-30 09:40:54.085516+01:00)\n",
"2026-01-30 09:40:54,091 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:41:54 CET)\" executed successfully\n",
"2026-01-30 09:40:58,259 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:41:58 CET)\" (scheduled at 2026-01-30 09:40:58.257297+01:00)\n",
"2026-01-30 09:40:58,261 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:41:58 CET)\" executed successfully\n",
"2026-01-30 09:40:59,086 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:41:01,018 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:42:01 CET)\" (scheduled at 2026-01-30 09:41:01.013912+01:00)\n",
"2026-01-30 09:41:01,020 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:42:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:41:09,111 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:41:19,137 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:41:29,164 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:41:39,187 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:41:49,210 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:41:54,087 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:42:54 CET)\" (scheduled at 2026-01-30 09:41:54.085516+01:00)\n",
"2026-01-30 09:41:54,089 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:42:54 CET)\" executed successfully\n",
"2026-01-30 09:41:58,257 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:42:58 CET)\" (scheduled at 2026-01-30 09:41:58.257297+01:00)\n",
"2026-01-30 09:41:58,259 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:42:58 CET)\" executed successfully\n",
"2026-01-30 09:41:59,259 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:42:01,017 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:43:01 CET)\" (scheduled at 2026-01-30 09:42:01.013912+01:00)\n",
"2026-01-30 09:42:01,019 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:43:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:42:01,545 - INFO - Running job \"Demo Tracker Sync (trigger: interval[0:05:00], next run at: 2026-01-30 09:47:01 CET)\" (scheduled at 2026-01-30 09:42:01.544620+01:00)\n",
"2026-01-30 09:42:01,553 - INFO - Job \"Demo Tracker Sync (trigger: interval[0:05:00], next run at: 2026-01-30 09:47:01 CET)\" executed successfully\n",
"2026-01-30 09:42:09,291 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:42:19,314 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:42:29,336 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:42:39,359 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:42:49,382 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:42:54,087 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:43:54 CET)\" (scheduled at 2026-01-30 09:42:54.085516+01:00)\n",
"2026-01-30 09:42:54,088 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:43:54 CET)\" executed successfully\n",
"2026-01-30 09:42:58,258 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:43:58 CET)\" (scheduled at 2026-01-30 09:42:58.257297+01:00)\n",
"2026-01-30 09:42:58,260 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:43:58 CET)\" executed successfully\n",
"2026-01-30 09:42:59,407 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:43:01,015 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:44:01 CET)\" (scheduled at 2026-01-30 09:43:01.013912+01:00)\n",
"2026-01-30 09:43:01,018 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:44:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:43:09,429 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:43:19,454 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:43:29,478 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:43:39,502 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:43:49,527 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:43:54,087 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:44:54 CET)\" (scheduled at 2026-01-30 09:43:54.085516+01:00)\n",
"2026-01-30 09:43:54,089 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:44:54 CET)\" executed successfully\n",
"2026-01-30 09:43:58,258 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:44:58 CET)\" (scheduled at 2026-01-30 09:43:58.257297+01:00)\n",
"2026-01-30 09:43:58,260 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:44:58 CET)\" executed successfully\n",
"2026-01-30 09:43:59,551 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:44:01,066 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:45:01 CET)\" (scheduled at 2026-01-30 09:44:01.013912+01:00)\n",
"2026-01-30 09:44:01,068 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:45:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:44:09,573 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:44:19,597 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:44:29,620 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:44:39,643 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:44:49,667 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:44:54,103 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:45:54 CET)\" (scheduled at 2026-01-30 09:44:54.085516+01:00)\n",
"2026-01-30 09:44:54,105 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:45:54 CET)\" executed successfully\n",
"2026-01-30 09:44:58,257 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:45:58 CET)\" (scheduled at 2026-01-30 09:44:58.257297+01:00)\n",
"2026-01-30 09:44:58,259 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:45:58 CET)\" executed successfully\n",
"2026-01-30 09:44:59,692 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:45:01,014 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:46:01 CET)\" (scheduled at 2026-01-30 09:45:01.013912+01:00)\n",
"2026-01-30 09:45:01,018 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:46:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:45:09,715 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:45:19,739 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:45:29,761 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:45:39,787 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:45:49,812 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:45:54,102 - INFO - Running job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:46:54 CET)\" (scheduled at 2026-01-30 09:45:54.085516+01:00)\n",
"2026-01-30 09:45:54,104 - INFO - Job \"PositionMonitor.check_open_positions (trigger: interval[0:01:00], next run at: 2026-01-30 09:46:54 CET)\" executed successfully\n",
"2026-01-30 09:45:58,258 - INFO - Running job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:46:58 CET)\" (scheduled at 2026-01-30 09:45:58.257297+01:00)\n",
"2026-01-30 09:45:58,260 - INFO - Job \"create_enhanced_position_monitor.<locals>.enhanced_position_monitor (trigger: interval[0:01:00], next run at: 2026-01-30 09:46:58 CET)\" executed successfully\n",
"2026-01-30 09:45:59,836 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:46:01,016 - INFO - Running job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:47:01 CET)\" (scheduled at 2026-01-30 09:46:01.013912+01:00)\n",
"2026-01-30 09:46:01,019 - INFO - Job \"Enhanced Adaptive Trading Check (trigger: interval[0:01:00], next run at: 2026-01-30 09:47:01 CET)\" executed successfully\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"⛔ SESSION BLOCKED: LONDON\n",
" Reason: London blocked: 12.5% win-rate, -$10/trade\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"2026-01-30 09:46:09,859 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:46:19,888 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
"2026-01-30 09:46:29,914 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n"
]
}
],
"source": [
"# ==========================================\n",
"# 🧪 REVERSAL DETECTOR TEST\n",
"# ==========================================\n",
"\n",
"print(\"🧪 Testing Reversal Detector...\")\n",
"print(\"=\" * 60)\n",
"\n",
"# Test 1: Import prüfen\n",
"try:\n",
" from reversal_integration import check_reversal_risk, get_reversal_status, REVERSAL_CONFIG\n",
" print(\"✅ Import erfolgreich\")\n",
"except Exception as e:\n",
" print(f\"❌ Import fehlgeschlagen: {e}\")\n",
"\n",
"# Test 2: Status anzeigen\n",
"print(\"\\n\" + get_reversal_status())\n",
"\n",
"# Test 3: Mit echten Marktdaten testen\n",
"print(\"\\n🔍 Testing with live market data...\")\n",
"\n",
"signal_info = extended_top_down_v2_adaptive(\"XAUUSD\")\n",
"\n",
"if signal_info:\n",
" print(f\"\\n📊 Signal Info:\")\n",
" print(f\" Entry Signal: {signal_info['entry_signal']}\")\n",
" print(f\" Standard Trend: {signal_info.get('standard_trend', 'N/A')}\")\n",
" print(f\" Confidence: {signal_info['confidence']}%\")\n",
" \n",
" # Reversal Check durchführen\n",
" print(\"\\n🔄 Running Reversal Check...\")\n",
" result = check_reversal_risk(signal_info, \"XAUUSD\")\n",
" \n",
" print(f\"\\n📊 Reversal Check Result:\")\n",
" print(f\" Should Trade: {result['should_trade']}\")\n",
" print(f\" Reversal Score: {result['reversal_score']}%\")\n",
" print(f\" Action: {result['action']}\")\n",
" print(f\" Lot Multiplier: {result['lot_multiplier']:.0%}\")\n",
" print(f\" Reason: {result['reason']}\")\n",
" \n",
" if 'signals' in result and result['signals']:\n",
" print(f\"\\n🔍 Signal Details:\")\n",
" for signal_name, signal_data in result['signals'].items():\n",
" status = \"⚠️\" if signal_data.get('detected', False) else \"✅\"\n",
" print(f\" {signal_name}: {status} {signal_data.get('description', 'N/A')}\")\n",
"else:\n",
" print(\"❌ Could not get signal info\")\n",
"\n",
"print(\"\\n\" + \"=\" * 60)\n",
"print(\"✅ Reversal Detector Test Complete\")"
]
}, },
{ {
"cell_type": "code", "cell_type": "code",
reversal_detector.py
+633
View File
@@ -0,0 +1,633 @@
#!/usr/bin/env python3
"""
🔄 TREND REVERSAL DETECTOR
Erkennt potenzielle Trendumkehrungen durch Multi-Signal-Analyse
SIGNALE:
1. RSI Divergenz (Bullish/Bearish)
2. EMA Slope Change
3. Volume Spike
4. Candlestick Patterns
5. Break of Structure
VERWENDUNG:
from reversal_detector import ReversalDetector
detector = ReversalDetector()
result = detector.analyze(df_m15, df_h1, current_trend='uptrend')
if result['reversal_score'] >= 60:
print("Reversal-Warnung! Trade blockieren.")
"""
import numpy as np
import pandas as pd
from typing import Dict, Tuple, Optional, List
import logging
logger = logging.getLogger(__name__)
class ReversalDetector:
"""
Multi-Signal Trend Reversal Detector
Kombiniert mehrere Indikatoren um Trendumkehrungen zu erkennen:
- RSI Divergenz
- EMA Slope Änderung
- Volume Spikes
- Candlestick Patterns
- Break of Structure
"""
def __init__(self,
rsi_period: int = 14,
ema_fast: int = 9,
ema_slow: int = 21,
volume_spike_mult: float = 2.0,
divergence_lookback: int = 10,
mode: str = "defensive"):
"""
Args:
rsi_period: RSI Berechnungsperiode
ema_fast: Schneller EMA für Slope
ema_slow: Langsamer EMA für Slope
volume_spike_mult: Multiplikator für Volume-Spike-Erkennung
divergence_lookback: Bars für Divergenz-Suche
mode: "defensive" (blockiert Trades) oder "info" (nur Logging)
"""
self.rsi_period = rsi_period
self.ema_fast = ema_fast
self.ema_slow = ema_slow
self.volume_spike_mult = volume_spike_mult
self.divergence_lookback = divergence_lookback
self.mode = mode
# Gewichtung der Signale
self.weights = {
'rsi_divergence': 30, # Sehr zuverlässig
'ema_slope_change': 20, # Früher Indikator
'volume_spike': 15, # Bestätigung
'candlestick': 15, # Pattern-basiert
'break_of_structure': 20 # Strukturbruch
}
logger.info("=" * 60)
logger.info("🔄 REVERSAL DETECTOR INITIALIZED")
logger.info("=" * 60)
logger.info(f" Mode: {mode.upper()}")
logger.info(f" RSI Period: {rsi_period}")
logger.info(f" EMA Fast/Slow: {ema_fast}/{ema_slow}")
logger.info(f" Volume Spike Mult: {volume_spike_mult}x")
logger.info(f" Divergence Lookback: {divergence_lookback} bars")
logger.info("=" * 60)
# ==========================================
# MAIN ANALYSIS METHOD
# ==========================================
def analyze(self,
df: pd.DataFrame,
current_trend: str,
df_higher_tf: Optional[pd.DataFrame] = None) -> Dict:
"""
Führt vollständige Reversal-Analyse durch
Args:
df: DataFrame mit OHLCV Daten (primärer Timeframe, z.B. M15)
current_trend: 'uptrend' oder 'downtrend'
df_higher_tf: Optional höherer Timeframe für Bestätigung (z.B. H1)
Returns:
Dict mit Reversal-Score und Details
"""
if df is None or len(df) < 50:
return self._empty_result("Insufficient data")
# Stelle sicher dass nötige Indikatoren berechnet sind
df = self._ensure_indicators(df)
signals = {}
# 1. RSI Divergenz
signals['rsi_divergence'] = self._detect_rsi_divergence(df, current_trend)
# 2. EMA Slope Change
signals['ema_slope_change'] = self._detect_ema_slope_change(df, current_trend)
# 3. Volume Spike
signals['volume_spike'] = self._detect_volume_spike(df)
# 4. Candlestick Patterns
signals['candlestick'] = self._detect_candlestick_patterns(df, current_trend)
# 5. Break of Structure
signals['break_of_structure'] = self._detect_break_of_structure(df, current_trend)
# Berechne Gesamt-Score
reversal_score = self._calculate_reversal_score(signals)
# Bestimme Reversal-Typ
if current_trend == 'uptrend':
reversal_type = 'BEARISH' if reversal_score >= 30 else 'NONE'
else:
reversal_type = 'BULLISH' if reversal_score >= 30 else 'NONE'
# Bestimme Aktion
action, lot_multiplier = self._determine_action(reversal_score)
result = {
'reversal_score': reversal_score,
'reversal_type': reversal_type,
'current_trend': current_trend,
'signals': signals,
'action': action,
'lot_multiplier': lot_multiplier,
'should_trade': action != 'BLOCK',
'mode': self.mode
}
# Logging
self._log_analysis(result)
return result
# ==========================================
# SIGNAL DETECTION METHODS
# ==========================================
def _detect_rsi_divergence(self, df: pd.DataFrame, trend: str) -> Dict:
"""
Erkennt RSI Divergenz
Bearish Divergenz: Preis Higher High, RSI Lower High
Bullish Divergenz: Preis Lower Low, RSI Higher Low
"""
if 'rsi' not in df.columns:
return {'detected': False, 'strength': 0, 'type': 'none', 'description': 'RSI not available'}
lookback = self.divergence_lookback
recent = df.tail(lookback)
if len(recent) < lookback:
return {'detected': False, 'strength': 0, 'type': 'none', 'description': 'Not enough data'}
prices = recent['close'].values
rsi = recent['rsi'].values
# Finde lokale Extrema
price_highs_idx = self._find_local_extrema(prices, 'high')
price_lows_idx = self._find_local_extrema(prices, 'low')
rsi_highs_idx = self._find_local_extrema(rsi, 'high')
rsi_lows_idx = self._find_local_extrema(rsi, 'low')
detected = False
div_type = 'none'
strength = 0
description = 'No divergence'
# Bearish Divergenz prüfen (für Uptrend)
if trend == 'uptrend' and len(price_highs_idx) >= 2 and len(rsi_highs_idx) >= 2:
# Preis macht Higher High
if prices[price_highs_idx[-1]] > prices[price_highs_idx[-2]]:
# RSI macht Lower High
if rsi[rsi_highs_idx[-1]] < rsi[rsi_highs_idx[-2]]:
detected = True
div_type = 'bearish'
# Stärke basierend auf Differenz
price_diff = (prices[price_highs_idx[-1]] - prices[price_highs_idx[-2]]) / prices[price_highs_idx[-2]]
rsi_diff = rsi[rsi_highs_idx[-2]] - rsi[rsi_highs_idx[-1]]
strength = min(100, int((price_diff * 1000 + rsi_diff) * 2))
description = f"Bearish Divergence: Price HH, RSI LH (RSI diff: {rsi_diff:.1f})"
# Bullish Divergenz prüfen (für Downtrend)
if trend == 'downtrend' and len(price_lows_idx) >= 2 and len(rsi_lows_idx) >= 2:
# Preis macht Lower Low
if prices[price_lows_idx[-1]] < prices[price_lows_idx[-2]]:
# RSI macht Higher Low
if rsi[rsi_lows_idx[-1]] > rsi[rsi_lows_idx[-2]]:
detected = True
div_type = 'bullish'
price_diff = (prices[price_lows_idx[-2]] - prices[price_lows_idx[-1]]) / prices[price_lows_idx[-2]]
rsi_diff = rsi[rsi_lows_idx[-1]] - rsi[rsi_lows_idx[-2]]
strength = min(100, int((price_diff * 1000 + rsi_diff) * 2))
description = f"Bullish Divergence: Price LL, RSI HL (RSI diff: {rsi_diff:.1f})"
return {
'detected': detected,
'strength': strength,
'type': div_type,
'description': description
}
def _detect_ema_slope_change(self, df: pd.DataFrame, trend: str) -> Dict:
"""
Erkennt Änderung der EMA-Steigung
Warnsignal wenn Slope sich dem Nullpunkt nähert oder Vorzeichen wechselt
"""
if f'ema_{self.ema_fast}' not in df.columns:
# Berechne EMA falls nicht vorhanden
df[f'ema_{self.ema_fast}'] = df['close'].ewm(span=self.ema_fast).mean()
ema = df[f'ema_{self.ema_fast}'].values
if len(ema) < 5:
return {'detected': False, 'strength': 0, 'slope': 0, 'description': 'Not enough data'}
# Berechne Slopes
current_slope = (ema[-1] - ema[-3]) / ema[-3] * 100 # Letzte 3 Bars
prev_slope = (ema[-4] - ema[-6]) / ema[-6] * 100 if len(ema) >= 6 else current_slope
detected = False
strength = 0
description = f"Slope: {current_slope:.4f}%"
# Slope-Wechsel erkennen
if trend == 'uptrend':
# Warnung wenn positiver Slope abflacht oder negativ wird
if current_slope < prev_slope * 0.5: # Slope halbiert sich
detected = True
strength = min(100, int(abs(prev_slope - current_slope) * 500))
description = f"Slope weakening: {prev_slope:.4f}% -> {current_slope:.4f}%"
if current_slope < 0 and prev_slope > 0: # Vorzeichenwechsel
detected = True
strength = 80
description = f"Slope turned negative: {current_slope:.4f}%"
elif trend == 'downtrend':
# Warnung wenn negativer Slope abflacht oder positiv wird
if current_slope > prev_slope * 0.5: # Slope halbiert sich
detected = True
strength = min(100, int(abs(prev_slope - current_slope) * 500))
description = f"Slope weakening: {prev_slope:.4f}% -> {current_slope:.4f}%"
if current_slope > 0 and prev_slope < 0: # Vorzeichenwechsel
detected = True
strength = 80
description = f"Slope turned positive: {current_slope:.4f}%"
return {
'detected': detected,
'strength': strength,
'slope': current_slope,
'prev_slope': prev_slope,
'description': description
}
def _detect_volume_spike(self, df: pd.DataFrame) -> Dict:
"""
Erkennt Volume-Spikes bei potenziellen Wendepunkten
"""
if 'tick_volume' not in df.columns and 'volume' not in df.columns:
return {'detected': False, 'strength': 0, 'ratio': 1.0, 'description': 'Volume not available'}
vol_col = 'tick_volume' if 'tick_volume' in df.columns else 'volume'
# Durchschnittsvolumen der letzten 20 Bars
avg_volume = df[vol_col].tail(20).mean()
current_volume = df[vol_col].iloc[-1]
if avg_volume == 0:
return {'detected': False, 'strength': 0, 'ratio': 1.0, 'description': 'No volume data'}
ratio = current_volume / avg_volume
detected = ratio >= self.volume_spike_mult
strength = min(100, int((ratio - 1) * 50)) if detected else 0
return {
'detected': detected,
'strength': strength,
'ratio': ratio,
'current_volume': current_volume,
'avg_volume': avg_volume,
'description': f"Volume: {ratio:.1f}x average" + (" (SPIKE!)" if detected else "")
}
def _detect_candlestick_patterns(self, df: pd.DataFrame, trend: str) -> Dict:
"""
Erkennt Reversal-Candlestick-Patterns
- Doji (Unentschlossenheit)
- Engulfing (Umkehr)
- Hammer/Shooting Star
- Morning/Evening Star
"""
if len(df) < 3:
return {'detected': False, 'strength': 0, 'pattern': 'none', 'description': 'Not enough data'}
# Letzte Kerzen
current = df.iloc[-1]
prev = df.iloc[-2]
prev2 = df.iloc[-3] if len(df) >= 3 else None
o, h, l, c = current['open'], current['high'], current['low'], current['close']
body = abs(c - o)
upper_wick = h - max(o, c)
lower_wick = min(o, c) - l
total_range = h - l if h != l else 0.0001
detected = False
strength = 0
pattern = 'none'
description = 'No reversal pattern'
# 1. Doji (Body < 10% der Range)
if body / total_range < 0.1:
detected = True
strength = 40
pattern = 'doji'
description = "Doji: Market indecision"
# 2. Engulfing Pattern
prev_body = abs(prev['close'] - prev['open'])
if body > prev_body * 1.5: # Aktuelle Kerze größer
if trend == 'uptrend' and c < o and prev['close'] > prev['open']:
# Bearish Engulfing
detected = True
strength = 70
pattern = 'bearish_engulfing'
description = "Bearish Engulfing: Strong reversal signal"
elif trend == 'downtrend' and c > o and prev['close'] < prev['open']:
# Bullish Engulfing
detected = True
strength = 70
pattern = 'bullish_engulfing'
description = "Bullish Engulfing: Strong reversal signal"
# 3. Hammer (Bullish) / Shooting Star (Bearish)
if lower_wick > body * 2 and upper_wick < body * 0.5:
# Hammer-Form
if trend == 'downtrend':
detected = True
strength = 60
pattern = 'hammer'
description = "Hammer: Potential bullish reversal"
if upper_wick > body * 2 and lower_wick < body * 0.5:
# Shooting Star-Form
if trend == 'uptrend':
detected = True
strength = 60
pattern = 'shooting_star'
description = "Shooting Star: Potential bearish reversal"
# 4. Pin Bar (Long Wick Rejection)
if upper_wick > total_range * 0.6 or lower_wick > total_range * 0.6:
if trend == 'uptrend' and upper_wick > lower_wick:
detected = True
strength = max(strength, 55)
pattern = 'pin_bar_bearish' if pattern == 'none' else pattern
description = "Pin Bar: Upper wick rejection"
elif trend == 'downtrend' and lower_wick > upper_wick:
detected = True
strength = max(strength, 55)
pattern = 'pin_bar_bullish' if pattern == 'none' else pattern
description = "Pin Bar: Lower wick rejection"
return {
'detected': detected,
'strength': strength,
'pattern': pattern,
'description': description
}
def _detect_break_of_structure(self, df: pd.DataFrame, trend: str) -> Dict:
"""
Erkennt Break of Structure (BOS)
Uptrend BOS: Erstes Lower Low nach Higher Highs
Downtrend BOS: Erstes Higher High nach Lower Lows
"""
lookback = 20
if len(df) < lookback:
return {'detected': False, 'strength': 0, 'description': 'Not enough data'}
recent = df.tail(lookback)
highs = recent['high'].values
lows = recent['low'].values
detected = False
strength = 0
description = 'Structure intact'
# Finde Swing Points
swing_highs = []
swing_lows = []
for i in range(2, len(highs) - 2):
# Swing High: Höher als 2 Bars links und rechts
if highs[i] > highs[i-1] and highs[i] > highs[i-2] and highs[i] > highs[i+1] and highs[i] > highs[i+2]:
swing_highs.append((i, highs[i]))
# Swing Low: Niedriger als 2 Bars links und rechts
if lows[i] < lows[i-1] and lows[i] < lows[i-2] and lows[i] < lows[i+1] and lows[i] < lows[i+2]:
swing_lows.append((i, lows[i]))
if len(swing_highs) >= 2 and len(swing_lows) >= 2:
if trend == 'uptrend':
# Check for Lower Low (BOS)
if swing_lows[-1][1] < swing_lows[-2][1]:
detected = True
diff_pct = (swing_lows[-2][1] - swing_lows[-1][1]) / swing_lows[-2][1] * 100
strength = min(100, int(diff_pct * 20))
description = f"BOS: Lower Low detected ({diff_pct:.2f}% below prev swing)"
elif trend == 'downtrend':
# Check for Higher High (BOS)
if swing_highs[-1][1] > swing_highs[-2][1]:
detected = True
diff_pct = (swing_highs[-1][1] - swing_highs[-2][1]) / swing_highs[-2][1] * 100
strength = min(100, int(diff_pct * 20))
description = f"BOS: Higher High detected ({diff_pct:.2f}% above prev swing)"
return {
'detected': detected,
'strength': strength,
'swing_highs': len(swing_highs),
'swing_lows': len(swing_lows),
'description': description
}
# ==========================================
# HELPER METHODS
# ==========================================
def _ensure_indicators(self, df: pd.DataFrame) -> pd.DataFrame:
"""Stellt sicher dass alle nötigen Indikatoren berechnet sind"""
df = df.copy()
# RSI
if 'rsi' not in df.columns:
delta = df['close'].diff()
gain = (delta.where(delta > 0, 0)).rolling(window=self.rsi_period).mean()
loss = (-delta.where(delta < 0, 0)).rolling(window=self.rsi_period).mean()
rs = gain / loss
df['rsi'] = 100 - (100 / (1 + rs))
# EMAs
if f'ema_{self.ema_fast}' not in df.columns:
df[f'ema_{self.ema_fast}'] = df['close'].ewm(span=self.ema_fast).mean()
if f'ema_{self.ema_slow}' not in df.columns:
df[f'ema_{self.ema_slow}'] = df['close'].ewm(span=self.ema_slow).mean()
return df
def _find_local_extrema(self, data: np.ndarray, extrema_type: str, window: int = 3) -> List[int]:
"""Findet lokale Hochs/Tiefs in einem Array"""
extrema = []
for i in range(window, len(data) - window):
if extrema_type == 'high':
if all(data[i] >= data[i-j] for j in range(1, window+1)) and \
all(data[i] >= data[i+j] for j in range(1, window+1)):
extrema.append(i)
else: # low
if all(data[i] <= data[i-j] for j in range(1, window+1)) and \
all(data[i] <= data[i+j] for j in range(1, window+1)):
extrema.append(i)
return extrema
def _calculate_reversal_score(self, signals: Dict) -> int:
"""Berechnet gewichteten Reversal-Score"""
score = 0
for signal_name, signal_data in signals.items():
if signal_data.get('detected', False):
weight = self.weights.get(signal_name, 10)
signal_strength = signal_data.get('strength', 50) / 100
score += weight * signal_strength
return min(100, int(score))
def _determine_action(self, score: int) -> Tuple[str, float]:
"""
Bestimmt Aktion basierend auf Reversal-Score
Returns:
(action, lot_multiplier)
"""
if self.mode == "info":
# Info-Mode: Nur Logging, keine Änderungen
return "ALLOW", 1.0
# Defensive Mode
if score < 30:
return "ALLOW", 1.0
elif score < 50:
return "CAUTION", 0.75
elif score < 70:
return "REDUCE", 0.5
else:
return "BLOCK", 0.0
def _empty_result(self, reason: str) -> Dict:
"""Gibt leeres Ergebnis zurück"""
return {
'reversal_score': 0,
'reversal_type': 'NONE',
'current_trend': 'unknown',
'signals': {},
'action': 'ALLOW',
'lot_multiplier': 1.0,
'should_trade': True,
'error': reason,
'mode': self.mode
}
def _log_analysis(self, result: Dict):
"""Loggt Analyse-Ergebnis"""
score = result['reversal_score']
# Emoji basierend auf Score
if score < 30:
emoji = "✅"
level = "LOW"
elif score < 50:
emoji = "⚠️"
level = "MODERATE"
elif score < 70:
emoji = "🔶"
level = "HIGH"
else:
emoji = "🔴"
level = "CRITICAL"
print(f"\n🔄 REVERSAL CHECK ({result['current_trend'].upper()}):")
print("-" * 50)
for signal_name, signal_data in result['signals'].items():
status = "⚠️" if signal_data.get('detected', False) else "✅"
desc = signal_data.get('description', 'N/A')
strength = signal_data.get('strength', 0)
print(f" {signal_name.replace('_', ' ').title():20s}: {status} {desc}")
if signal_data.get('detected'):
print(f" {'':20s} Strength: {strength}%")
print("-" * 50)
print(f" {emoji} Reversal Score: {score}% ({level})")
print(f" Action: {result['action']} | Lot Mult: {result['lot_multiplier']:.0%}")
if result['action'] == 'BLOCK':
print(f" ⛔ TRADE BLOCKED due to high reversal risk!")
elif result['action'] == 'REDUCE':
print(f" 📉 Lot size reduced to {result['lot_multiplier']:.0%}")
# ==========================================
# QUICK CHECK METHOD
# ==========================================
def quick_check(self, df: pd.DataFrame, trend: str) -> Tuple[bool, int, str]:
"""
Schnelle Reversal-Prüfung
Returns:
(should_trade, reversal_score, reason)
"""
result = self.analyze(df, trend)
return result['should_trade'], result['reversal_score'], result['action']
# ==========================================
# STANDALONE TESTING
# ==========================================
if __name__ == "__main__":
print("=" * 60)
print("🔄 REVERSAL DETECTOR TEST")
print("=" * 60)
# Simuliere Test-Daten
import numpy as np
np.random.seed(42)
# Erzeuge einen Uptrend mit Reversal-Anzeichen
n = 100
trend_base = np.linspace(100, 120, n) # Uptrend
noise = np.random.normal(0, 1, n)
# Füge Reversal-Anzeichen am Ende hinzu
trend_base[-10:] = trend_base[-10] - np.linspace(0, 3, 10) # Abflachung
prices = trend_base + noise
df = pd.DataFrame({
'open': prices - np.random.uniform(0, 0.5, n),
'high': prices + np.random.uniform(0.5, 1.5, n),
'low': prices - np.random.uniform(0.5, 1.5, n),
'close': prices,
'tick_volume': np.random.randint(100, 1000, n)
})
# Volume Spike am Ende
df.loc[df.index[-1], 'tick_volume'] = 5000
# Test
detector = ReversalDetector(mode="defensive")
result = detector.analyze(df, current_trend='uptrend')
print(f"\n📊 Test Result:")
print(f" Reversal Score: {result['reversal_score']}%")
print(f" Should Trade: {result['should_trade']}")
print(f" Action: {result['action']}")
print(f" Lot Multiplier: {result['lot_multiplier']}")
reversal_integration.py
+287
View File
@@ -0,0 +1,287 @@
#!/usr/bin/env python3
"""
🔄 REVERSAL DETECTOR INTEGRATION
Integriert den Reversal Detector in den Trading Bot
VERWENDUNG IM NOTEBOOK:
# Am Anfang importieren (nach den anderen Imports):
from reversal_integration import reversal_detector, check_reversal_risk
# In enhanced_trading_check_wrapper nach Signal Analysis:
reversal_result = check_reversal_risk(signal_info, symbol)
if not reversal_result['should_trade']:
print(f"⛔ TRADE BLOCKIERT durch Reversal Detector")
return None
# Lot Multiplier anpassen:
lot_multiplier *= reversal_result['lot_multiplier']
"""
import logging
from typing import Dict, Optional
import pandas as pd
# Import the reversal detector
from reversal_detector import ReversalDetector
logger = logging.getLogger(__name__)
# ==========================================
# GLOBAL REVERSAL DETECTOR INSTANCE
# ==========================================
# Initialize with defensive mode (blocks/reduces trades at high reversal risk)
reversal_detector = ReversalDetector(
rsi_period=14,
ema_fast=9,
ema_slow=21,
volume_spike_mult=2.0,
divergence_lookback=10,
mode="defensive" # "defensive" or "info"
)
# ==========================================
# CONFIGURATION
# ==========================================
REVERSAL_CONFIG = {
'enabled': True, # Reversal Check aktiviert
'block_threshold': 70, # Score >= 70 = Trade blockieren
'reduce_threshold': 50, # Score >= 50 = Lot reduzieren
'caution_threshold': 30, # Score >= 30 = Warnung
'use_m15_data': True, # M15 für Analyse verwenden
'use_h1_confirmation': True, # H1 für Bestätigung
}
# ==========================================
# INTEGRATION FUNCTION
# ==========================================
def check_reversal_risk(signal_info: Dict, symbol: str = "XAUUSD") -> Dict:
"""
Prüft Reversal-Risiko basierend auf Signal-Info
Args:
signal_info: Dict von extended_top_down_v2_adaptive()
symbol: Trading Symbol
Returns:
Dict mit:
- should_trade: bool
- reversal_score: int (0-100)
- lot_multiplier: float (1.0, 0.75, 0.5, 0.0)
- action: str (ALLOW, CAUTION, REDUCE, BLOCK)
- reason: str
"""
if not REVERSAL_CONFIG['enabled']:
return {
'should_trade': True,
'reversal_score': 0,
'lot_multiplier': 1.0,
'action': 'ALLOW',
'reason': 'Reversal check disabled'
}
if signal_info is None:
return {
'should_trade': True,
'reversal_score': 0,
'lot_multiplier': 1.0,
'action': 'ALLOW',
'reason': 'No signal info available'
}
try:
# Bestimme aktuellen Trend
entry_signal = signal_info.get('entry_signal', 0)
standard_trend = signal_info.get('standard_trend', 'sideways')
# Trend aus entry_signal ableiten falls standard_trend nicht verfügbar
if standard_trend == 'sideways' and entry_signal != 0:
current_trend = 'uptrend' if entry_signal == 1 else 'downtrend'
else:
current_trend = standard_trend
# Hole M15 DataFrame aus trend_info
trend_info = signal_info.get('trend_info', {})
df_m15 = None
df_h1 = None
# Versuche M15 Daten zu holen
if REVERSAL_CONFIG['use_m15_data'] and 'M15' in trend_info:
m15_info = trend_info['M15']
if isinstance(m15_info, dict) and 'df' in m15_info:
df_m15 = m15_info['df']
elif hasattr(m15_info, 'df'):
df_m15 = m15_info.df
# Versuche H1 Daten zu holen
if REVERSAL_CONFIG['use_h1_confirmation'] and 'H1' in trend_info:
h1_info = trend_info['H1']
if isinstance(h1_info, dict) and 'df' in h1_info:
df_h1 = h1_info['df']
elif hasattr(h1_info, 'df'):
df_h1 = h1_info.df
# Falls keine DataFrame verfügbar, versuche get_rates
if df_m15 is None:
try:
# Import get_rates falls verfügbar
import sys
if 'get_rates' in dir(sys.modules.get('__main__', {})):
from __main__ import get_rates
df_m15 = get_rates('m15', 100, symbol)
except Exception as e:
logger.debug(f"Could not get M15 data: {e}")
if df_m15 is None or len(df_m15) < 50:
print(f"⚠️ Reversal Check: Not enough M15 data, skipping")
return {
'should_trade': True,
'reversal_score': 0,
'lot_multiplier': 1.0,
'action': 'ALLOW',
'reason': 'Insufficient data for reversal check'
}
# Führe Reversal-Analyse durch
result = reversal_detector.analyze(
df=df_m15,
current_trend=current_trend,
df_higher_tf=df_h1
)
reversal_score = result['reversal_score']
# Bestimme Aktion basierend auf Config-Thresholds
if reversal_score >= REVERSAL_CONFIG['block_threshold']:
action = 'BLOCK'
lot_multiplier = 0.0
should_trade = False
reason = f"High reversal risk ({reversal_score}% >= {REVERSAL_CONFIG['block_threshold']}%)"
elif reversal_score >= REVERSAL_CONFIG['reduce_threshold']:
action = 'REDUCE'
lot_multiplier = 0.5
should_trade = True
reason = f"Moderate reversal risk ({reversal_score}%), lot reduced to 50%"
elif reversal_score >= REVERSAL_CONFIG['caution_threshold']:
action = 'CAUTION'
lot_multiplier = 0.75
should_trade = True
reason = f"Low reversal risk ({reversal_score}%), lot reduced to 75%"
else:
action = 'ALLOW'
lot_multiplier = 1.0
should_trade = True
reason = f"No significant reversal risk ({reversal_score}%)"
return {
'should_trade': should_trade,
'reversal_score': reversal_score,
'lot_multiplier': lot_multiplier,
'action': action,
'reason': reason,
'reversal_type': result.get('reversal_type', 'NONE'),
'signals': result.get('signals', {})
}
except Exception as e:
logger.error(f"Reversal check error: {e}")
print(f"⚠️ Reversal Check Error: {e}")
return {
'should_trade': True,
'reversal_score': 0,
'lot_multiplier': 1.0,
'action': 'ALLOW',
'reason': f'Error: {e}'
}
def get_reversal_status() -> str:
"""Gibt aktuellen Reversal Detector Status zurück"""
status = []
status.append("=" * 60)
status.append("🔄 REVERSAL DETECTOR STATUS")
status.append("=" * 60)
status.append(f" Enabled: {REVERSAL_CONFIG['enabled']}")
status.append(f" Mode: {reversal_detector.mode}")
status.append(f" Block Threshold: {REVERSAL_CONFIG['block_threshold']}%")
status.append(f" Reduce Threshold: {REVERSAL_CONFIG['reduce_threshold']}%")
status.append(f" Caution Threshold: {REVERSAL_CONFIG['caution_threshold']}%")
status.append("=" * 60)
return "\n".join(status)
def enable_reversal_check():
"""Aktiviert den Reversal Check"""
REVERSAL_CONFIG['enabled'] = True
print("✅ Reversal Check ENABLED")
def disable_reversal_check():
"""Deaktiviert den Reversal Check"""
REVERSAL_CONFIG['enabled'] = False
print("⚠️ Reversal Check DISABLED")
def set_reversal_mode(mode: str):
"""
Setzt den Reversal Detector Mode
Args:
mode: "defensive" (blockiert Trades) oder "info" (nur Logging)
"""
global reversal_detector
reversal_detector = ReversalDetector(
rsi_period=14,
ema_fast=9,
ema_slow=21,
volume_spike_mult=2.0,
divergence_lookback=10,
mode=mode
)
print(f"✅ Reversal Detector mode set to: {mode.upper()}")
# ==========================================
# STANDALONE TEST
# ==========================================
if __name__ == "__main__":
print(get_reversal_status())
# Test mit simulierten Daten
import numpy as np
np.random.seed(42)
n = 100
prices = np.linspace(100, 110, n) + np.random.normal(0, 0.5, n)
df = pd.DataFrame({
'open': prices - np.random.uniform(0, 0.3, n),
'high': prices + np.random.uniform(0.3, 0.8, n),
'low': prices - np.random.uniform(0.3, 0.8, n),
'close': prices,
'tick_volume': np.random.randint(100, 500, n)
})
# Simuliere signal_info
mock_signal_info = {
'entry_signal': 1,
'standard_trend': 'uptrend',
'trend_info': {
'M15': {'df': df}
}
}
print("\n🧪 Testing Reversal Check...")
result = check_reversal_risk(mock_signal_info, "XAUUSD")
print(f"\n📊 Result:")
print(f" Should Trade: {result['should_trade']}")
print(f" Reversal Score: {result['reversal_score']}%")
print(f" Action: {result['action']}")
print(f" Lot Multiplier: {result['lot_multiplier']}")
print(f" Reason: {result['reason']}")
session_filter_patch.py
+4 -4
View File
@@ -20,10 +20,10 @@ PERFORMANCE-IMPACT:
SESSION_WHITELIST_CONFIG = { SESSION_WHITELIST_CONFIG = {
# Welche Sessions erlauben? # Welche Sessions erlauben?
'enabled_sessions': { 'enabled_sessions': {
'asian': True, # ✅ BESTE SESSION: 97.8% Win-Rate, $151/Trade 'asian': True, # ✅ BESTE SESSION: 54.2% Win-Rate, +$21/Trade
'london': False, # ❌ BLOCKIERT: 12.5% Win-Rate, -$10/Trade 'london': False, # ❌ BLOCKIERT: 46.9% Win-Rate, +$8/Trade
'overlap': False, # ❌ BLOCKIERT: 14.3% Win-Rate, -$7/Trade 'overlap': True, # ✅ TEST: Aktiviert 29.01.2026 mit V1.6 Adaptive
'ny': True, # ✅ AKTIV: 43.3% Win-Rate, aber profitabel ($48/Trade) 'ny': True, # ✅ AKTIV: 49.1% Win-Rate, +$6/Trade
}, },
# Session-spezifische Confidence Thresholds (NEU 26.12.2025) # Session-spezifische Confidence Thresholds (NEU 26.12.2025)