feat: Add Trend Reversal Detector with multi-signal analysis
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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:
Claude Opus 4.5
@@ -0,0 +1,221 @@
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# 🔄 Reversal Detector Integration Guide
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## Schnell-Integration
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### Schritt 1: Import hinzufügen (neue Cell nach den Imports)
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```python
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# ==========================================
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# 🔄 REVERSAL DETECTOR INTEGRATION
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# ==========================================
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from reversal_integration import (
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reversal_detector,
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check_reversal_risk,
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get_reversal_status,
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enable_reversal_check,
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disable_reversal_check,
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REVERSAL_CONFIG
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)
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print(get_reversal_status())
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```
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### Schritt 2: In `enhanced_trading_check_wrapper` einfügen
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Füge nach **SCHRITT 2: Signal Analysis** und vor **SCHRITT 3: ENHANCED SIGNAL SCORING** folgenden Code ein:
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```python
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# ==========================================
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# ⭐ SCHRITT 2.5: REVERSAL CHECK (NEU!)
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# ==========================================
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from reversal_integration import check_reversal_risk
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reversal_result = check_reversal_risk(signal_info, symbol)
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print(f"\n🔄 Reversal Check: {reversal_result['action']}")
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print(f" Score: {reversal_result['reversal_score']}%")
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print(f" Reason: {reversal_result['reason']}")
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if not reversal_result['should_trade']:
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print(f"⛔ TRADE BLOCKIERT durch Reversal Detector!")
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return None
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# Reversal Lot Multiplier mit Equity Curve kombinieren
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if reversal_result['lot_multiplier'] < 1.0:
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lot_multiplier *= reversal_result['lot_multiplier']
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print(f"📉 Reversal: Lot Multiplier angepasst auf {lot_multiplier:.0%}")
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# ==========================================
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```
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---
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## Vollständige enhanced_trading_check_wrapper mit Reversal Check
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```python
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def enhanced_trading_check_wrapper(symbol="XAUUSD", debug=False):
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"""
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Enhanced wrapper around execute_trade_v2_adaptive
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Adds multi-factor signal scoring before execution
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+ Reversal Detection (NEU!)
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"""
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try:
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# ⭐ SCHRITT 0: SESSION CHECK
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from session_filter_patch import is_session_allowed
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current_session = rhythm_manager.get_current_session()
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session_allowed, session_reason = is_session_allowed(current_session)
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if not session_allowed:
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print(f"⛔ SESSION BLOCKED: {current_session.upper()}")
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print(f" Reason: {session_reason}")
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return None
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print(f"✅ Session OK: {current_session.upper()}")
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# SCHRITT 1: Position Check
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max_positions = TRADING_CONFIG['risk']['max_positions']
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has_position, position_info = check_existing_positions(symbol)
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if position_info['count'] >= max_positions:
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if debug:
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print(f"🛑 TRADE BLOCKIERT: {position_info['count']}/{max_positions} Positionen aktiv")
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return None
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print(f"✅ Position-Check OK: {position_info['count']}/{max_positions}")
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# SCHRITT 1.5: EQUITY CURVE CHECK
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ec_allowed, ec_reason, lot_multiplier = equity_curve_manager.should_trade()
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print(f"📈 Equity Curve: {ec_reason}")
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if not ec_allowed:
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print(f"⛔ TRADE BLOCKIERT durch Equity Curve Filter")
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return None
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# SCHRITT 2: Signal Analysis
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signal_info = extended_top_down_v2_adaptive(symbol)
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if signal_info is None:
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print("❌ Signal-Analyse fehlgeschlagen")
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return None
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entry_signal = signal_info["entry_signal"]
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base_confidence = signal_info["confidence"]
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adaptive_threshold = signal_info["adaptive_threshold"]
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print(f"\n📊 Base Signal Analysis:")
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print(f" Direction: {entry_signal}")
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print(f" Base Confidence: {base_confidence:.1f}%")
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print(f" Adaptive Threshold: {adaptive_threshold:.1f}%")
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# ==========================================
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# ⭐ SCHRITT 2.5: REVERSAL CHECK (NEU!)
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# ==========================================
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from reversal_integration import check_reversal_risk
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reversal_result = check_reversal_risk(signal_info, symbol)
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print(f"\n🔄 Reversal Check: {reversal_result['action']}")
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print(f" Score: {reversal_result['reversal_score']}%")
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print(f" Reason: {reversal_result['reason']}")
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if not reversal_result['should_trade']:
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print(f"⛔ TRADE BLOCKIERT durch Reversal Detector!")
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return None
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# Reversal Lot Multiplier kombinieren
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if reversal_result['lot_multiplier'] < 1.0:
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lot_multiplier *= reversal_result['lot_multiplier']
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print(f"📉 Reversal: Lot Multiplier angepasst auf {lot_multiplier:.0%}")
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# ==========================================
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# ⭐ SCHRITT 3: ENHANCED SIGNAL SCORING (HYBRID 60/40)
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# ... (Rest des Codes bleibt unverändert)
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```
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---
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## Kontroll-Befehle
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Nach der Integration kannst du folgende Befehle nutzen:
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```python
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# Status anzeigen
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print(get_reversal_status())
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# Reversal Check deaktivieren
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disable_reversal_check()
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# Reversal Check aktivieren
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enable_reversal_check()
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# Thresholds anpassen
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REVERSAL_CONFIG['block_threshold'] = 80 # Weniger strikt
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REVERSAL_CONFIG['reduce_threshold'] = 60
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REVERSAL_CONFIG['caution_threshold'] = 40
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```
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---
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## Erwartetes Output
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```
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✅ Session OK: ASIAN
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✅ Position-Check OK: 0/1
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📈 Equity Curve: ✅ Equity $108,500.00 > MA $107,200.00 (+1.2%)
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📊 Base Signal Analysis:
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Direction: 1
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Base Confidence: 87.5%
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Adaptive Threshold: 60.0%
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🔄 REVERSAL CHECK (UPTREND):
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--------------------------------------------------
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Rsi Divergence : ✅ No divergence
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Ema Slope Change : ✅ Slope: 0.0045%
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Volume Spike : ✅ Volume: 1.3x average
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Candlestick : ✅ No reversal pattern
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Break Of Structure : ✅ Structure intact
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--------------------------------------------------
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✅ Reversal Score: 15% (LOW)
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Action: ALLOW | Lot Mult: 100%
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🔄 Reversal Check: ALLOW
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Score: 15%
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Reason: No significant reversal risk (15%)
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🎯 Calculating Enhanced Signal Score...
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```
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---
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## Bei hohem Reversal-Risiko
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```
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🔄 REVERSAL CHECK (UPTREND):
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--------------------------------------------------
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Rsi Divergence : ⚠️ Bearish Divergence: Price HH, RSI LH (RSI diff: 8.5)
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Strength: 65%
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Ema Slope Change : ⚠️ Slope weakening: 0.0089% -> 0.0012%
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Strength: 45%
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Volume Spike : ⚠️ Volume: 2.8x average (SPIKE!)
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Strength: 40%
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Candlestick : ⚠️ Shooting Star: Potential bearish reversal
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Strength: 60%
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Break Of Structure : ✅ Structure intact
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--------------------------------------------------
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🔴 Reversal Score: 78% (CRITICAL)
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Action: BLOCK | Lot Mult: 0%
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🔄 Reversal Check: BLOCK
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Score: 78%
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Reason: High reversal risk (78% >= 70%)
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⛔ TRADE BLOCKIERT durch Reversal Detector!
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```
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---
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## Dateien
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- `reversal_detector.py` - Haupt-Modul mit allen Algorithmen
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- `reversal_integration.py` - Integration für den Trading Bot
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- `REVERSAL_DETECTOR_INTEGRATION.md` - Diese Anleitung
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@@ -3022,6 +3022,7 @@
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"from enhanced_trailing_stop import EnhancedTrailingStopManager, create_enhanced_position_monitor\n",
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"from equity_curve_trading import EquityCurveManager\n",
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"from demo_test_tracker import DemoTestTracker\n",
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"from reversal_integration import check_reversal_risk, get_reversal_status, REVERSAL_CONFIG\n",
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"\n",
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"print(\"🚀 INITIALIZING ADVANCED OPTIMIZATIONS...\")\n",
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"print(\"=\" * 70)\n",
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@@ -3114,6 +3115,10 @@
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"print(\"✅ Demo Test Tracker initialized\")\n",
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"print()\n",
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"\n",
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"# 6. Reversal Detector\n",
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"print(\"✅ Reversal Detector initialized\")\n",
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"print(get_reversal_status())\n",
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"\n",
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"# 4. Run initial threshold optimization\n",
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"print(\"🔄 Running initial threshold optimization...\")\n",
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"try:\n",
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@@ -3133,6 +3138,7 @@
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"print(\" • Enhanced Trailing: ✅ (multi-tier protection)\")\n",
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"print(\" • Equity Curve Trading: ✅ (auto-pause on drawdown)\")\n",
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"print(\" • Demo Test Tracker: ✅ (go-live readiness check)\")\n",
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"print(\" • Reversal Detector: ✅ (multi-signal protection)\")\n",
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"print()\n",
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"print(\"💡 Tip: Use 'threshold_optimizer.generate_report()' for details\")"
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]
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@@ -3719,6 +3725,26 @@
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" print(f\" Base Confidence: {base_confidence:.1f}%\")\n",
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" print(f\" Adaptive Threshold: {adaptive_threshold:.1f}%\")\n",
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"\n",
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" # ==========================================\n",
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" # ⭐ SCHRITT 2.5: REVERSAL CHECK (NEU!)\n",
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" # ==========================================\n",
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" from reversal_integration import check_reversal_risk\n",
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"\n",
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" reversal_result = check_reversal_risk(signal_info, symbol)\n",
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"\n",
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" print(f\"🔄 Reversal Check: {reversal_result['action']}\")\n",
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" print(f\" Score: {reversal_result['reversal_score']}%\")\n",
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" print(f\" Reason: {reversal_result['reason']}\")\n",
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"\n",
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" if not reversal_result['should_trade']:\n",
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" print(f\"⛔ TRADE BLOCKIERT durch Reversal Detector!\")\n",
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" return None\n",
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"\n",
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" # Reversal Lot Multiplier mit Equity Curve kombinieren\n",
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" if reversal_result['lot_multiplier'] < 1.0:\n",
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" lot_multiplier *= reversal_result['lot_multiplier']\n",
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" print(f\"📉 Reversal: Lot Multiplier angepasst auf {lot_multiplier:.0%}\")\n",
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"\n",
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" # ⭐ SCHRITT 3: ENHANCED SIGNAL SCORING (HYBRID 60/40)\n",
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" print(f\"\\n🎯 Calculating Enhanced Signal Score...\")\n",
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"\n",
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@@ -3899,99 +3925,10 @@
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},
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{
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"cell_type": "code",
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"execution_count": 74,
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"execution_count": null,
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"id": "a5c25689",
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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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"\n",
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"======================================================================\n",
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"📊 DEMO TEST TRACKER\n",
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"======================================================================\n",
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"\n",
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"======================================================================\n",
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"📊 DEMO TEST TRACKER - PERFORMANCE REPORT\n",
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"======================================================================\n",
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"\n",
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"📅 Demo Period:\n",
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" Start: 2026-01-28\n",
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" Days Running: 1\n",
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" Last Trade: 2026-01-29\n",
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"\n",
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"📈 PERFORMANCE METRICS:\n",
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" Total Trades: 348\n",
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" Wins/Losses: 177/171\n",
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" Win Rate: 50.9%\n",
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" Profit Factor: 1.42\n",
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"\n",
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"💰 PROFIT/LOSS:\n",
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" Total Profit: $4,598.21\n",
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" Avg Win: $88.50\n",
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" Avg Loss: $64.72\n",
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" Avg Trade: $13.21\n",
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" Best Trade: $915.60\n",
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" Worst Trade: $-345.70\n",
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"\n",
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"📉 RISK METRICS:\n",
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" Max Drawdown: 100.0% ($1,972.65)\n",
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" Current Equity: $4,598.21\n",
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" Peak Equity: $4,914.21\n",
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"\n",
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"⏱️ TIMING:\n",
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" Avg Duration: 49 min\n",
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"\n",
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"🌍 SESSION BREAKDOWN:\n",
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" ASIAN | Trades: 155 | Win Rate: 54.2% | Profit: $3,270.77\n",
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" LONDON | Trades: 81 | Win Rate: 46.9% | Profit: $654.12\n",
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" NY | Trades: 112 | Win Rate: 49.1% | Profit: $673.32\n",
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"\n",
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"🎯 SIGNAL QUALITY BREAKDOWN:\n",
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" UNKNOWN | Trades: 348 | Win Rate: 50.9% | Profit: $4,598.21\n",
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"\n",
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"======================================================================\n",
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"\n",
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"\n",
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"\n",
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"======================================================================\n",
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"🚦 GO-LIVE READINESS CHECK\n",
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"======================================================================\n",
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" ✅ Trades: 348/50\n",
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" ⬜ Win Rate: 50.9% (min 55%)\n",
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" ✅ Profit Factor: 1.42 (min 1.3)\n",
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" ⬜ Max Drawdown: 100.0% (max 15%)\n",
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" ⬜ Days Running: 1/14\n",
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" ✅ Errors: 0 (max 5)\n",
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" ✅ Sessions Tested: 3/2\n",
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"----------------------------------------------------------------------\n",
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" Passed: 4/7\n",
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"\n",
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" ⏳ STATUS: NOT READY YET\n",
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" Still needed:\n",
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" • Win Rate: 50.9% (min 55%)\n",
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" • Max Drawdown: 100.0% (max 15%)\n",
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" • Days Running: 1/14\n",
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"======================================================================\n",
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"\n",
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"📊 Daily Summary - 2026-01-29\n",
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"━━━━━━━━━━━━━━━━━━━━━━━━━━━\n",
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"Today: 16 trades | 9 wins | WR: 56% | P/L: $+1111.80\n",
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"Overall: 348 trades | WR: 50.9% | Total: $+4598.21\n",
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"━━━━━━━━━━━━━━━━━━━━━━━━━━━\n",
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"\n",
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"⏳ Weiter testen... Der Bot sammelt noch Daten.\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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"2026-01-29 10:46:29,000 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n"
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||||
]
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||||
}
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||||
],
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"outputs": [],
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"source": [
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"# ==========================================\n",
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"# 📊 DEMO TEST TRACKER - REPORTS & GO-LIVE CHECK\n",
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@@ -4561,90 +4498,11 @@
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"id": "cf605503",
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"metadata": {},
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"outputs": [
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{
|
||||
"name": "stdout",
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"output_type": "stream",
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"text": [
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"================================================================================\n",
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"💰 MT5 P&L TRACKER - LIVE PERFORMANCE DASHBOARD\n",
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"================================================================================\n",
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"\n",
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"Generated: 2026-01-29 10:46:35\n",
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"\n",
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"================================================================================\n",
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"📊 ALL TIME PERFORMANCE\n",
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"================================================================================\n",
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"\n",
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"Total Trades: 408\n",
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"Winning Trades: 202 (49.5%)\n",
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"Losing Trades: 206\n",
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"\n",
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"Net Profit: $3513.54\n",
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"Total Profit: $12873.24\n",
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"Total Loss: $9359.70\n",
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"Profit Factor: 1.38\n",
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"\n",
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"Average Win: $63.73\n",
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"Average Loss: $-45.44\n",
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"Largest Win: $499.30\n",
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"Largest Loss: $-151.75\n",
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"\n",
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"Max Drawdown: $-1981.78\n",
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"Avg Duration: 1.0 hours\n",
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"Total Pips: 5626600.0\n",
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"\n",
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"================================================================================\n",
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"📅 THIS MONTH\n",
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"================================================================================\n",
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"\n",
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"Trades: 332 (50.6% WR)\n",
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"Net Profit: $3486.41\n",
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"Profit/Loss: +$12558.73 / -$9072.32\n",
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"\n",
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"================================================================================\n",
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"📅 THIS WEEK\n",
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"================================================================================\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",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"2026-01-29 10:46:39,047 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n",
|
||||
"2026-01-29 10:46:49,067 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n"
|
||||
"2026-01-30 09:33:47,749 - INFO - HTTP Request: POST https://api.telegram.org/bot7783303065:AAHVVvwWGqmhJ2BVq8LqkLRSsicKy1CUsD8/getUpdates \"HTTP/1.1 200 OK\"\n"
|
||||
]
|
||||
}
|
||||
],
|
||||
@@ -4691,8 +4549,455 @@
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": []
|
||||
"outputs": [
|
||||
{
|
||||
"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",
|
||||
|
||||
@@ -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']}")
|
||||
@@ -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']}")
|
||||
@@ -20,10 +20,10 @@ PERFORMANCE-IMPACT:
|
||||
SESSION_WHITELIST_CONFIG = {
|
||||
# Welche Sessions erlauben?
|
||||
'enabled_sessions': {
|
||||
'asian': True, # ✅ BESTE SESSION: 97.8% Win-Rate, $151/Trade
|
||||
'london': False, # ❌ BLOCKIERT: 12.5% Win-Rate, -$10/Trade
|
||||
'overlap': False, # ❌ BLOCKIERT: 14.3% Win-Rate, -$7/Trade
|
||||
'ny': True, # ✅ AKTIV: 43.3% Win-Rate, aber profitabel ($48/Trade)
|
||||
'asian': True, # ✅ BESTE SESSION: 54.2% Win-Rate, +$21/Trade
|
||||
'london': False, # ❌ BLOCKIERT: 46.9% Win-Rate, +$8/Trade
|
||||
'overlap': True, # ✅ TEST: Aktiviert 29.01.2026 mit V1.6 Adaptive
|
||||
'ny': True, # ✅ AKTIV: 49.1% Win-Rate, +$6/Trade
|
||||
},
|
||||
|
||||
# Session-spezifische Confidence Thresholds (NEU 26.12.2025)
|
||||
|
||||
Reference in New Issue
Block a user