cbazzaandClaude Sonnet 4.6
5f11d9693c
Covers architecture, setup, configuration, active protections, database state, key files, troubleshooting. Reflects post-code-review state: - All modules fixed and reviewed - DB cleaned (626 historical imports, 0 live trades) - bot_settings table migrated - Accurate session/confidence/drawdown config values Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
212 lines
6.2 KiB
Markdown
212 lines
6.2 KiB
Markdown
# Place-Order Trading Bot
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Automatisierter Forex/Gold-Trading-Bot für MetaTrader 5. Handelt XAUUSD (Gold) mit Multi-Timeframe-Analyse, adaptivem Rhythmus und mehrschichtigem Risikoschutz.
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**Version:** V1.9 (Notebook V1.6 Adaptive Complete)
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**Symbol:** XAUUSD
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**Broker:** Vantage International (Demo-Account konfiguriert)
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---
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## Architektur
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```
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Jupyter Notebook (Hauptlogik)
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├── Signal-Analyse extended_top_down_v2_adaptive()
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├── Trade-Ausführung execute_trade_v2_adaptive()
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├── Session-Filter session_filter_patch.py
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├── Ranging-Filter multi_timeframe_regime_filter.py
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└── Scheduler APScheduler (minütlich)
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Standalone-Module
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├── position_monitor.py Exit-Erkennung via MT5 History
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├── drawdown_protection.py Verlust-Limits mit DB-Persistenz
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├── advanced_position_management.py Trailing Stop + Partial TP
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├── equity_curve_trading.py Lot-Reduktion bei Equity < MA
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├── loss_protection_manager.py Konsekutive Verluste + Circuit Breaker
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└── enhanced_signal_scoring.py Multi-Faktor Signal-Bewertung
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Infrastruktur
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├── trading_database.py SQLite-Wrapper (trading_bot.db)
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├── infrastructure_patch.py DB + Telegram Orchestrierung
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└── telegram_notifier.py Mobile Benachrichtigungen
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Interfaces
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├── trading_bot_gui.py Tkinter Desktop-App
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└── trading_dashboard.py Streamlit Web-Dashboard
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```
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---
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## Voraussetzungen
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- Python 3.10+
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- MetaTrader 5 (installiert und eingeloggt)
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- Windows (MT5 läuft nur auf Windows/Wine)
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```bash
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pip install -r requirements.txt
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```
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Telegram optional — ohne Config laufen alle Notifications still.
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---
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## Bot starten
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### Option 1 — Jupyter Notebook (empfohlen)
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```bash
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.\venv\Scripts\activate
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jupyter notebook TradingBot_V1.6_Adaptive_Complete_CORRECTED.ipynb
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```
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Alle Cells sequenziell ausführen (Kernel → Run All).
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### Option 2 — Desktop-GUI
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```bash
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python trading_bot_gui.py
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```
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### Option 3 — Nur Dashboard (Read-Only)
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```bash
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streamlit run trading_dashboard.py
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```
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---
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## Konfiguration
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### Trading-Parameter (Notebook Cell 6)
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```python
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TRADING_CONFIG = {
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'lot_sizing': {'min_lot': 0.10, 'max_lot': 0.20, 'default_lot': 0.10},
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'risk': {'max_risk_per_trade': 0.02, 'max_positions': 1},
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'confidence': {'base_threshold': 95},
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'atr': {'base_multiplier': 1.5, 'period': 14},
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}
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```
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### Session-Filter (`session_filter_patch.py`)
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```python
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SESSION_WHITELIST_CONFIG = {
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'enabled_sessions': {
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'asian': True, # 97.8% historische WR
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'ny': True, # 43–56% WR (mit Confidence-Filter)
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'london': False, # deaktiviert
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'overlap': True,
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},
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'base_confidence': 95, # Minimum Confidence für alle Sessions
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'max_risk_per_trade': 0.02,
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}
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```
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### Drawdown-Schutz
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Limits werden in `drawdown_protection.py` konfiguriert und in der DB persistiert (überleben Restarts):
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| Limit | Default |
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|-------|---------|
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| Tagesverlust | $100 |
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| Wochenverlust | $300 |
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| Monatsverlust | $800 |
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| Consecutive Losses | 5 |
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| Cooldown | 24h |
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### Telegram
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Credentials in `telegram_config.json` (nicht in Git):
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```json
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{"bot_token": "...", "chat_id": "..."}
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```
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Alternativ: Umgebungsvariablen `TELEGRAM_BOT_TOKEN` und `TELEGRAM_CHAT_ID`.
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---
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## Aktive Schutzschichten
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| # | Schutz | Beschreibung |
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|---|--------|-------------|
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| 1 | **Ranging-Filter** | Blockiert Trades wenn ADX < 25 auf H1/H4/D1 |
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| 2 | **Session-Filter** | Nur erlaubte Sessions (Asian, NY, Overlap) |
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| 3 | **Confidence-Filter** | Session-spezifische Mindest-Confidence |
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| 4 | **Drawdown-Protection** | Tages-/Wochen-/Monatsverlust-Limits |
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| 5 | **Equity-Curve-Filter** | Lot-Reduktion wenn Equity unter MA |
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| 6 | **Loss-Protection** | Consecutive Losses + Circuit Breaker |
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| 7 | **News-Filter** | Blockiert 30 min vor/nach High-Impact-Events |
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| 8 | **Position-Monitor** | Automatisches Exit-Logging via MT5 History |
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---
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## Datenbank
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SQLite: `trading_bot.db` (nicht in Git)
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| Tabelle | Inhalt |
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|---------|--------|
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| `trades` | Alle Trades (status: open / closed / historical) |
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| `bot_status` | Heartbeat-Log (start/stop Einträge) |
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| `bot_settings` | Persistenter State (z.B. Drawdown-Pause) |
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| `performance_summary` | Aggregierte Tagesstatistiken |
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**Aktueller DB-Zustand:** 0 Live-Trades, 626 historische Imports (status=`historical`).
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Nützliche Skripte:
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```bash
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python check_system_status.py # Übersicht + Consecutive Losses
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python performance_analysis.py # Vollständige Performance-Auswertung
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python cleanup_stale_positions.py # Stale open Positionen bereinigen
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python reset_consecutive_losses.py # Notfall-Reset (nach manuellem Review)
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```
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---
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## Wichtige Dateien
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| Datei | Zweck |
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|-------|-------|
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| `TradingBot_V1.6_Adaptive_Complete_CORRECTED.ipynb` | Hauptnotebook |
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| `session_filter_patch.py` | Session-Whitelist + Trading-Check-Factory |
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| `trading_database.py` | Datenbankzugriff |
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| `drawdown_protection.py` | Verlustschutz (mit DB-Persistenz) |
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| `position_monitor.py` | Automatische Exit-Erkennung |
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| `advanced_position_management.py` | Trailing Stop, Partial TP |
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| `telegram_notifier.py` | Benachrichtigungen |
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| `infrastructure_patch.py` | DB + Telegram Orchestrierung |
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---
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## Entwicklung
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### Nicht in Git (`.gitignore`)
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- `telegram_config.json` — Credentials
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- `trading_bot.db` — Laufzeit-Datenbank
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- `trade_performance_*.json` — Trade-Daten
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- `*.pkl` — ML-Modelle
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- `*_backup_*.ipynb` — Notebook-Backups
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- `venv/` — Virtuelle Umgebung
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### Workflow
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```bash
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git pull
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.\venv\Scripts\activate
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# ... Änderungen ...
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git add <dateien>
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git commit -m "fix: kurze Beschreibung"
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git push
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```
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### System-Check
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```bash
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python check_system_status.py
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```
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---
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## Troubleshooting
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| Problem | Lösung |
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|---------|--------|
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| Trading pausiert | `check_system_status.py` → Drawdown-Grund prüfen |
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| Kein Trade trotz Signal | Session-Filter aktiv? Confidence hoch genug? ADX > 25? |
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| Position nicht in DB | `position_monitor` im Scheduler eingetragen? |
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| Dashboard leer | `trade_filter = "Historical Only"` zeigt Import-Daten |
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| MT5 nicht verbunden | MT5 starten → in GUI "Connect" klicken |
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| `bot_settings` Fehler | `python -c "from trading_database import TradingDatabase; TradingDatabase()"` |
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