Commit Graph
7 Commits
Author SHA1 Message Date
cbazzaandClaude Opus 4.5 ce4e961541 feat: Add Trend Reversal Detector with multi-signal analysis
Deploy to Windows VPS / deploy (push) Has been cancelled
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>
2026-01-30 09:46:40 +01:00
cbazzaandClaude Opus 4.5 b5b91224df feat: Add session filter to trading check + fix drawdown calculation
Deploy to Windows VPS / deploy (push) Has been cancelled
- Add session check (SCHRITT 0) to enhanced_trading_check_wrapper
- Fix max_drawdown calculation to cap at 100% when equity goes negative
- Add _save_data() after _update_stats() to persist stats
- Add auto-sync scheduler job for demo tracker (every 5 min)
- Fix MT5 trade sync to match entry deals by position_id
- Enable Asian session in session_filter_patch.py

Session config now:
- Asian: ENABLED
- London: BLOCKED
- Overlap: ENABLED
- NY: ENABLED

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-29 10:47:28 +01:00
cbazza 2de5f9f53f fix: Update external config files to use 0.10 lot size
ROOT CAUSE FOUND:
User was right - there was an external config file!
advanced_position_management.py had hardcoded values:
- base_risk = 0.01 (should be 0.02)
- return 0.01 fallback (should be 0.10)
- No min/max lot enforcement

CHANGES:

1. advanced_position_management.py:
    base_risk: 0.01 → 0.02 (2% risk)
    return fallback: 0.01 → 0.10
    volume_min: max(broker_min, 0.10)
    volume_max: min(broker_max, 0.20)

2. session_filter_patch.py:
    Added lot sizing config:
      - min_lot: 0.10
      - max_lot: 0.20
      - default_lot: 0.10

IMPACT:
- Bot will now use 0.10 minimum lot
- Adaptive sizing respects 0.10-0.20 range
- No more 0.01 lot trades

TESTING NEEDED:
1. Restart kernel
2. Reimport advanced_position_management
3. Verify next trade uses 0.10 lot

🎯 Generated with Claude Code
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-01-14 13:48:03 +01:00
cbazza ce197c06f4 Implement session-specific confidence thresholds (NY Fine-Tuning)
FEATURE: Session-Specific Confidence Thresholds
- Asian: >=95% Confidence (unchanged, 97.8% WR)
- NY: >=97% Confidence (NEW, improves WR from 43.3% to 56.5%!)
- London/Overlap: Blocked (as before)

EXPECTED IMPACT:
- Eliminates 7 poor NY trades (all <97% confidence)
- NY Win-Rate: 43.3% → 56.5% (+13.2 pp)
- NY Profit: $1,418 → $1,655 (+$237)
- Total Profit: $8,306 → $8,598 (+$292)
- Overall Win-Rate: 67.8% → ~71%

IMPLEMENTATION:
1. session_filter_patch.py
   - Added session_confidence_thresholds config
   - New function: get_session_confidence_threshold()
   - New function: is_confidence_sufficient()

2. session_confidence_filter.py (NEW)
   - Wrapper for execute_trade_v2_adaptive
   - Session-specific confidence checks
   - Test suite (6/6 tests passed )

3. analyze_ny_session.py (NEW)
   - Detailed NY session analysis
   - Simulations for different thresholds
   - Data shows 97-98% trades had 100% WR

TESTING:
All 6 test cases passed:
- Asian 96%: ALLOWED 
- Asian 94%: BLOCKED 
- NY 98%: ALLOWED 
- NY 96%: BLOCKED 
- London 99%: BLOCKED 
- Overlap 99%: BLOCKED 

NEXT STEPS:
1. Integrate wrapper into notebook
2. Restart kernel
3. Monitor for 1 week
4. Review performance improvement

FILES:
- session_filter_patch.py: Updated config + new functions
- session_confidence_filter.py: Wrapper implementation
- analyze_ny_session.py: Analysis tool
- NY_SESSION_FINETUNING.md: Complete documentation
2025-12-26 17:46:58 +01:00
cbazza a1b5d6a190 Increase base risk from 1% to 2% for better position sizing
- Changed max_risk_per_trade from 0.01 to 0.02
- Enables Adaptive Position Sizing to work effectively:
  - High confidence (≥80%): 3% risk → ~0.03 lot
  - Medium confidence (≥70%): 2% risk → ~0.02 lot
  - Low confidence (<70%): 1% risk → ~0.01 lot
- Previous 1% base risk resulted in only 0.01 lot trades
2025-12-23 09:27:49 +01:00
cbazza cbd6584db5 all changes done over the last 2 weeks 2025-12-16 22:02:15 +01:00
cbazzaandClaude 596718e30b feat: Trading Bot V1.8 - Aggressive Mode + Infrastructure
## Major Features
- Session Filter: NY-only trading (13:00-21:00 UTC)
- SQLite Database: Structured trade logging
- Telegram Bot: Real-time notifications (@Xausd_digger_bot)
- Streamlit Dashboard: Visual monitoring & analytics
- JSON Import: Historical data migration

## Infrastructure
- trading_database.py: SQLite trade storage
- telegram_notifier.py: Telegram integration
- infrastructure_patch.py: Combined DB + Telegram
- trading_dashboard.py: Real-time web dashboard
- import_json_to_db.py: JSON to SQLite migration

## Session Filter (V1.8 Aggressive Mode)
- session_filter_patch.py: Whitelist-based filter
- Blocks: Asian, London, Overlap sessions
- Active: NY session only (best performance: 47.6% WR)
- Base confidence: 60%

## Documentation
- V1.8_AGGRESSIVE_MODE_AKTIVIERT.md
- FIX_DUPLICATE_SCHEDULER.md
- DASHBOARD_WINDOWS_SERVER.md
- SQLITE_TELEGRAM_SETUP.md
- PROJECT_CLEANUP.md

## Cleanup
- Archived old V1.1-V1.7 versions
- Removed obsolete analysis scripts (replaced by dashboard)
- Added .gitignore for secrets and temp files

## Breaking Changes
- Requires telegram_config.json (use template)
- Requires Python packages: streamlit, plotly

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-26 21:14:01 +01:00