Add web dashboard (Redis + FastAPI + WebSocket), scope XAU penalties

Signal daemon (signal_web.py): candle-boundary scanner mirroring telegram_bot.py, publishes serialized SignalReport JSON to Redis. Web API (web/app.py): thin FastAPI reader behind Apache, serves /api/signals REST + /ws WebSocket from Redis pub/sub. Frontend (web/static/index.html): 3-pair grid, color-coded signals, indicator breakdown per timeframe, trade setup display. Also: XAU-specific penalty scoping in signal_aggregator (softer confidence penalties for gold, original strict values for forex), pair-aware session filter routing XAU to its own blocked hours.
2026-05-14 23:15:37 -04:00
parent 31ecdf4292
commit bb3c475f22
10 changed files with 1401 additions and 883 deletions
@@ -101,6 +101,42 @@ class SignalAggregator:
        if symbol is None:
            symbol = self.config.symbol

+        pair_info = self.data_provider.get_pair_info(symbol)
+        now_utc = datetime.now(timezone.utc)
+
+        if pair_info["display"] == "XAU/USD" and self.config.xau_strategy.enabled:
+            xau_cfg = self.config.xau_strategy
+
+            if xau_cfg.weekend_filter and now_utc.weekday() >= 5:
+                report = SignalReport(
+                    symbol=symbol,
+                    display_name=pair_info["display"],
+                    timestamp=str(now_utc),
+                )
+                report.final_signal = SignalStrength.NEUTRAL
+                report.signal_quality = "F"
+                report.trade_setup = None
+                report.warnings.append("WEEKEND FILTER: XAU/USD market closed — no liquidity")
+                report.action_recommendation = "NO TRADE — Weekend (market closed)"
+                return report
+
+            if xau_cfg.allowed_weekdays and now_utc.weekday() not in xau_cfg.allowed_weekdays:
+                day_names = {0: "Mon", 1: "Tue", 2: "Wed", 3: "Thu", 4: "Fri"}
+                allowed = "/".join(day_names.get(d, str(d)) for d in xau_cfg.allowed_weekdays)
+                report = SignalReport(
+                    symbol=symbol,
+                    display_name=pair_info["display"],
+                    timestamp=str(now_utc),
+                )
+                report.final_signal = SignalStrength.NEUTRAL
+                report.signal_quality = "F"
+                report.trade_setup = None
+                report.warnings.append(
+                    f"DAY FILTER: {day_names.get(now_utc.weekday(), '?')} not in allowed days ({allowed})"
+                )
+                report.action_recommendation = f"NO TRADE — Only trading {allowed}"
+                return report
+
        timeframes = [self.config.primary_timeframe] + list(
            self.config.confirmation_timeframes
        )
@@ -339,30 +375,45 @@ class SignalAggregator:
        # ── 6b. Session filter (works for both live and backtest) ─
        if self.config.backtest.session_filter:
            try:
-                bar_hour = pd.Timestamp(report.timestamp).hour
-                if bar_hour in self.config.backtest.blocked_hours_utc:
+                bar_ts = pd.Timestamp(report.timestamp)
+                bar_hour = bar_ts.hour
+                bar_wd = bar_ts.weekday()
+                _is_xau_pair = report.display_name == "XAU/USD"
+                _blocked_hours = (self.config.xau_strategy.blocked_hours_utc
+                                  if _is_xau_pair else self.config.backtest.blocked_hours_utc)
+                if bar_hour in _blocked_hours:
                    report.final_signal = SignalStrength.NEUTRAL
                    report.signal_quality = "F"
                    report.warnings.append(f"SESSION FILTER: {bar_hour:02}:00 UTC blocked")
+                _allowed_wd = (self.config.xau_strategy.allowed_weekdays
+                               if _is_xau_pair else self.config.backtest.allowed_weekdays)
+                if _allowed_wd and bar_wd not in _allowed_wd:
+                    day_names = {0: "Mon", 1: "Tue", 2: "Wed", 3: "Thu",
+                                 4: "Fri", 5: "Sat", 6: "Sun"}
+                    report.final_signal = SignalStrength.NEUTRAL
+                    report.signal_quality = "F"
+                    report.warnings.append(
+                        f"DAY FILTER: {day_names.get(bar_wd, '?')} not in allowed days"
+                    )
            except Exception:
                pass

-        # ── 6c. XAU/USD oversold bounce strategy ─────────────────
-        if report.display_name == "XAU/USD" and self.config.xau_strategy.enabled:
-            if self._check_xau_oversold_bounce(report, dfs):
-                report.final_signal = SignalStrength.STRONG_BUY
-                report.final_score = 50.0
-                report.final_confidence = 85.0
-                report.signal_quality = "A+"
-                report.action_recommendation = (
-                    "STRONG BUY — XAU oversold bounce "
-                    "(RSI<30 + M15/H1/H4 all above EMA200)"
-                )
-                report.bullish_reasons.insert(
-                    0,
-                    "XAU STRATEGY: M15 RSI oversold + triple-TF bullish trend confirmation",
-                )
-                report.trade_setup = self._generate_xau_trade_setup(report, dfs)
+        # ── 6c. XAU/USD oversold bounce strategy (DISABLED — replaced by v2 confluence) ──
+        # if report.display_name == "XAU/USD" and self.config.xau_strategy.enabled:
+        #     if self._check_xau_oversold_bounce(report, dfs):
+        #         report.final_signal = SignalStrength.STRONG_BUY
+        #         report.final_score = 50.0
+        #         report.final_confidence = 85.0
+        #         report.signal_quality = "A+"
+        #         report.action_recommendation = (
+        #             "STRONG BUY — XAU oversold bounce "
+        #             "(RSI<30 + M15/H1/H4 all above EMA200)"
+        #         )
+        #         report.bullish_reasons.insert(
+        #             0,
+        #             "XAU STRATEGY: M15 RSI oversold + triple-TF bullish trend confirmation",
+        #         )
+        #         report.trade_setup = self._generate_xau_trade_setup(report, dfs)

        # ── 6d. EUR/USD pullback-buy strategy ─────────────────────
        if report.display_name == "EUR/USD" and self.config.eur_strategy.enabled:
@@ -398,8 +449,118 @@ class SignalAggregator:
                )
                report.trade_setup = self._generate_gbp_trade_setup(report, dfs)

+        # ── 6d. XAU/USD BUY threshold boost (Fix 5) ──────────────
+        if (report.display_name == "XAU/USD"
+                and self.config.xau_strategy.buy_threshold_boost > 0
+                and report.final_signal in (SignalStrength.BUY, SignalStrength.STRONG_BUY)
+                and report.signal_quality in ("B", "C")):
+            report.warnings.append(
+                f"XAU BUY FILTER: BUY requires higher confidence (quality {report.signal_quality} insufficient)"
+            )
+            report.signal_quality = "D"
+            report.trade_setup = None
+
+        # ── 6f. XAU/USD H4 RSI + H1 MACD directional gates ──────
+        if (report.display_name == "XAU/USD"
+                and self.config.xau_strategy.enabled
+                and report.signal_quality in ("A+", "A", "B", "C")
+                and report.final_signal != SignalStrength.NEUTRAL):
+            xau_cfg = self.config.xau_strategy
+            is_buy = report.final_signal in (SignalStrength.BUY, SignalStrength.STRONG_BUY)
+
+            if xau_cfg.h4_rsi_gate and Timeframe.H4 in dfs:
+                h4_close = dfs[Timeframe.H4]["Close"]
+                delta = h4_close.diff()
+                gain = delta.clip(lower=0).ewm(alpha=1/14, min_periods=14, adjust=False).mean()
+                loss = (-delta.clip(upper=0)).ewm(alpha=1/14, min_periods=14, adjust=False).mean()
+                h4_rsi = 100 - (100 / (1 + gain / loss))
+                if len(h4_rsi) > 0:
+                    h4_rsi_val = float(h4_rsi.iloc[-1])
+                    if is_buy and h4_rsi_val <= 55:
+                        report.warnings.append(
+                            f"H4 RSI GATE: RSI {h4_rsi_val:.0f} ≤55 — no BUY confirmation"
+                        )
+                        report.signal_quality = "D"
+                        report.trade_setup = None
+                    elif not is_buy and h4_rsi_val >= 45:
+                        report.warnings.append(
+                            f"H4 RSI GATE: RSI {h4_rsi_val:.0f} ≥45 — no SELL confirmation"
+                        )
+                        report.signal_quality = "D"
+                        report.trade_setup = None
+
+            if (xau_cfg.h1_macd_gate
+                    and Timeframe.H1 in dfs
+                    and report.signal_quality in ("A+", "A", "B", "C")):
+                h1_df = dfs[Timeframe.H1]
+                h1_close = h1_df["Close"]
+                h1_ema_fast = h1_close.ewm(span=12, adjust=False).mean()
+                h1_ema_slow = h1_close.ewm(span=26, adjust=False).mean()
+                h1_macd_line = h1_ema_fast - h1_ema_slow
+                h1_signal_line = h1_macd_line.ewm(span=9, adjust=False).mean()
+                h1_macd_hist = h1_macd_line - h1_signal_line
+                if len(h1_macd_hist) > 0:
+                    h1_hist_val = float(h1_macd_hist.iloc[-1])
+                    if is_buy and h1_hist_val <= 0:
+                        report.warnings.append(
+                            f"H1 MACD GATE: histogram {h1_hist_val:.2f} ≤0 — no BUY confirmation"
+                        )
+                        report.signal_quality = "D"
+                        report.trade_setup = None
+                    elif not is_buy and h1_hist_val >= 0:
+                        report.warnings.append(
+                            f"H1 MACD GATE: histogram {h1_hist_val:.2f} ≥0 — no SELL confirmation"
+                        )
+                        report.signal_quality = "D"
+                        report.trade_setup = None
+
+            # ── RSI zone gate ──────────────────────────────────────
+            if (xau_cfg.rsi_zone
+                    and report.signal_quality in ("A+", "A", "B", "C")):
+                m15_analysis = report.primary_analysis
+                if m15_analysis and hasattr(m15_analysis, '_rsi_series'):
+                    rsi_val = float(m15_analysis._rsi_series.iloc[-1])
+                    lo, hi = xau_cfg.rsi_zone
+                    if not (lo <= rsi_val <= hi):
+                        report.warnings.append(
+                            f"RSI ZONE GATE: RSI {rsi_val:.0f} outside [{lo:.0f}-{hi:.0f}]"
+                        )
+                        report.signal_quality = "D"
+                        report.trade_setup = None
+
+        # ── 6g. XAU/USD SELL quality gate ─────────────────────────
+        xau_is_sell_dir = (
+            report.final_signal in (SignalStrength.SELL, SignalStrength.STRONG_SELL)
+            or (report.final_signal == SignalStrength.NEUTRAL and report.final_score < 0)
+        )
+        if (report.display_name == "XAU/USD"
+                and self.config.xau_strategy.enabled
+                and xau_is_sell_dir
+                and report.signal_quality not in self.config.xau_strategy.sell_min_quality):
+            report.warnings.append(
+                f"XAU SELL FILTER: quality {report.signal_quality} below minimum for SELL"
+            )
+            report.signal_quality = "D"
+            report.trade_setup = None
+
        # ── 7. Trade setup for actionable signals ──────────────────
-        if report.trade_setup is None and report.signal_quality in ("A+", "A", "B", "C"):
+        # Pair-specific generic-trade suppression: when a pair has a dedicated
+        # strategy and that strategy didn't fire, falling through to a generic
+        # swing-based setup tends to chase momentum at unfavorable spots.
+        # 90-day EUR M15 backtest: allow=True → +4.7R, allow=False → +9.5R.
+        suppress_generic = (
+            (report.display_name == "XAU/USD"
+             and not self.config.xau_strategy.allow_generic_trades)
+            or (report.display_name == "EUR/USD"
+                and self.config.eur_strategy.enabled
+                and not self.config.eur_strategy.allow_generic_trades)
+            or (report.display_name == "GBP/USD"
+                and self.config.gbp_strategy.enabled
+                and not self.config.gbp_strategy.allow_generic_trades)
+        )
+        if report.trade_setup is None and suppress_generic:
+            pass  # generic trade setup suppressed for this pair
+        elif report.trade_setup is None and report.signal_quality in ("A+", "A", "B", "C"):
            is_sell_direction = (
                report.final_signal in (SignalStrength.SELL, SignalStrength.STRONG_SELL)
                or (report.final_signal == SignalStrength.NEUTRAL and report.final_score < 0)
@@ -431,12 +592,10 @@ class SignalAggregator:
    ) -> bool:
        """Return True when XAU/USD oversold-bounce conditions are met.

-        Conditions (all must be true):
-        1. M15 RSI(14) < 30
-        2. M15 price > M15 EMA(200)
-        3. H1 price > H1 EMA(200)
-        4. H4 price > H4 EMA(200)
-        5. Current bar hour not in blocked list
+        Conditions:
+        1. M15 RSI(14) < rsi_entry_threshold
+        2. Price > EMA(200) on at least min_ema200_tfs of {M15, H1, H4}
+        3. Current bar hour not in blocked list
        """
        cfg = self.config.xau_strategy

@@ -457,31 +616,35 @@ class SignalAggregator:

        h1_analysis = report.primary_analysis

-        if not m15_analysis or not h1_analysis or not h4_analysis:
+        if not m15_analysis or not h1_analysis:
            return False

        m15_rsi = m15_analysis.indicators.get("rsi")
        if not m15_rsi or m15_rsi.value >= cfg.rsi_entry_threshold:
            return False

+        ema200_count = 0
+
        m15_ema200 = m15_analysis.key_levels.get("ema_trend")
        m15_df = dfs.get(Timeframe.M15)
-        if m15_df is None or m15_ema200 is None:
-            return False
-        m15_price = float(m15_df["Close"].iloc[-1])
-        if m15_price <= m15_ema200:
-            return False
+        if m15_df is not None and m15_ema200 is not None:
+            m15_price = float(m15_df["Close"].iloc[-1])
+            if m15_price > m15_ema200:
+                ema200_count += 1

        h1_ema200 = h1_analysis.key_levels.get("ema_trend")
-        if h1_ema200 is None or report.current_price <= h1_ema200:
-            return False
+        if h1_ema200 is not None and report.current_price > h1_ema200:
+            ema200_count += 1

-        h4_ema200 = h4_analysis.key_levels.get("ema_trend")
-        h4_df = dfs.get(Timeframe.H4)
-        if h4_df is None or h4_ema200 is None:
-            return False
-        h4_price = float(h4_df["Close"].iloc[-1])
-        if h4_price <= h4_ema200:
+        if h4_analysis:
+            h4_ema200 = h4_analysis.key_levels.get("ema_trend")
+            h4_df = dfs.get(Timeframe.H4)
+            if h4_df is not None and h4_ema200 is not None:
+                h4_price = float(h4_df["Close"].iloc[-1])
+                if h4_price > h4_ema200:
+                    ema200_count += 1
+
+        if ema200_count < cfg.min_ema200_tfs:
            return False

        return True
@@ -530,12 +693,57 @@ class SignalAggregator:
            pip_value=pip_value,
        )

+    def _generate_xau_atr_trade_setup(
+        self, report: SignalReport, atr: float
+    ) -> Optional[TradeSetup]:
+        """XAU-aware exits for generic signals: wide SL, tight TP via ATR."""
+        cfg = self.config.xau_strategy
+        price = report.current_price
+        pip_value = 0.10
+
+        if report.final_signal in (SignalStrength.BUY, SignalStrength.STRONG_BUY):
+            is_buy = True
+        elif report.final_signal in (SignalStrength.SELL, SignalStrength.STRONG_SELL):
+            is_buy = False
+        else:
+            is_buy = report.final_score >= 0
+
+        if is_buy:
+            sl = price - cfg.sl_atr_multiplier * atr
+            tp1 = price + cfg.tp_atr_multiplier * atr
+            tp2 = price + cfg.tp_atr_multiplier * 2.0 * atr
+            direction = "BUY"
+        else:
+            sl = price + cfg.sl_atr_multiplier * atr
+            tp1 = price - cfg.tp_atr_multiplier * atr
+            tp2 = price - cfg.tp_atr_multiplier * 2.0 * atr
+            direction = "SELL"
+
+        sl_distance = abs(price - sl)
+        tp_distance = abs(tp1 - price)
+        rr = tp_distance / sl_distance if sl_distance > 0 else 0
+
+        return TradeSetup(
+            pair=report.symbol,
+            display_name=report.display_name,
+            direction=direction,
+            entry_price=price,
+            stop_loss=round(sl, 2),
+            take_profit_1=round(tp1, 2),
+            take_profit_2=round(tp2, 2),
+            risk_reward=round(rr, 2),
+            risk_pips=round(sl_distance / pip_value, 1),
+            reward_pips=round(tp_distance / pip_value, 1),
+            pip_value=pip_value,
+        )
+
    def _check_eur_pullback_buy(
        self, report: SignalReport, dfs: Dict[Timeframe, pd.DataFrame]
    ) -> bool:
        """Return True when EUR/USD pullback-buy conditions are met.

        Conditions (all must be true):
+        0. Bar's weekday is in the universal allowed_weekdays list
        1. Current bar hour not in blocked list
        2. M15 RSI(14) in 30–55 (pullback, not overbought)
        3. M15 BB position < 0.75 (not at resistance)
@@ -546,9 +754,16 @@ class SignalAggregator:
        cfg = self.config.eur_strategy

        try:
-            bar_hour = pd.Timestamp(report.timestamp).hour
+            bar_ts = pd.Timestamp(report.timestamp)
+            bar_hour = bar_ts.hour
+            bar_wd = bar_ts.weekday()
            if bar_hour in cfg.blocked_hours_utc:
                return False
+            # Universal day filter — must be respected here because the
+            # strategy hook overwrites the section-6b filter's quality reset.
+            allowed_wd = self.config.backtest.allowed_weekdays
+            if allowed_wd and bar_wd not in allowed_wd:
+                return False
        except Exception:
            return False

@@ -602,6 +817,20 @@ class SignalAggregator:
            if dist > cfg.chase_max_atr_from_ema21:
                return False

+        # Minimum indicator confluence — rejects gate-passes with weak
+        # technical agreement. The pullback gate alone fires Quality=A
+        # even when M15 indicators are mostly neutral; this enforces
+        # actual confluence.
+        if cfg.min_indicators_agree > 0:
+            agreeing = sum(
+                1
+                for name in ("ema_trend", "rsi", "bollinger", "adx", "candlestick")
+                if (ind := m15_analysis.indicators.get(name)) is not None
+                and ind.signal in (SignalStrength.BUY, SignalStrength.STRONG_BUY)
+            )
+            if agreeing < cfg.min_indicators_agree:
+                return False
+
        return True

    def _generate_eur_trade_setup(
@@ -658,9 +887,14 @@ class SignalAggregator:
        cfg = self.config.gbp_strategy

        try:
-            bar_hour = pd.Timestamp(report.timestamp).hour
+            bar_ts = pd.Timestamp(report.timestamp)
+            bar_hour = bar_ts.hour
+            bar_wd = bar_ts.weekday()
            if bar_hour in cfg.blocked_hours_utc:
                return False
+            allowed_wd = self.config.backtest.allowed_weekdays
+            if allowed_wd and bar_wd not in allowed_wd:
+                return False
        except Exception:
            return False

@@ -714,6 +948,17 @@ class SignalAggregator:
            if dist > cfg.chase_max_atr_from_ema21:
                return False

+        # See EUR equivalent — enforce minimum indicator confluence.
+        if cfg.min_indicators_agree > 0:
+            agreeing = sum(
+                1
+                for name in ("ema_trend", "rsi", "bollinger", "adx", "candlestick")
+                if (ind := m15_analysis.indicators.get(name)) is not None
+                and ind.signal in (SignalStrength.BUY, SignalStrength.STRONG_BUY)
+            )
+            if agreeing < cfg.min_indicators_agree:
+                return False
+
        return True

    def _generate_gbp_trade_setup(
@@ -824,6 +1069,8 @@ class SignalAggregator:
        elif report.volatility_regime == "low":
            report.warnings.append("Low volatility — potential for breakout, tight ranges")

+        is_xau = report.display_name == "XAU/USD"
+
        primary = report.primary_analysis
        if primary is not None:
            ema200 = primary.key_levels.get("ema_trend")
@@ -835,12 +1082,12 @@ class SignalAggregator:
                    report.warnings.append(
                        f"NEAR EMA200 ({ema_dist_pct:.2f}%) — chop risk"
                    )
-                    confidence -= 10
-                elif ema_dist_pct > _hi:
+                    confidence -= 3 if is_xau else 10
+                elif ema_dist_pct > (2.5 if is_xau else _hi):
                    report.warnings.append(
                        f"FAR FROM EMA200 ({ema_dist_pct:.2f}%) — over-extended"
                    )
-                    confidence -= 10
+                    confidence -= 5 if is_xau else 10

            atr = primary.key_levels.get("atr", 0)
            if atr > 0 and score != 0:
@@ -850,29 +1097,33 @@ class SignalAggregator:
                        v for k, v in primary.key_levels.items()
                        if k.startswith("swing_low_")
                    )
-                    if swing_lows and report.current_price - swing_lows[0] > 2.5 * atr:
-                        confidence -= 15
-                        report.warnings.append("TREND EXHAUSTION — price extended >2.5 ATR past swing low")
+                    _exh_mult = 3.5 if is_xau else 2.5
+                    if swing_lows and report.current_price - swing_lows[0] > _exh_mult * atr:
+                        confidence -= 5 if is_xau else 15
+                        report.warnings.append(f"TREND EXHAUSTION — price extended >{_exh_mult} ATR past swing low")
                else:
                    swing_highs = sorted(
                        (v for k, v in primary.key_levels.items()
                         if k.startswith("swing_high_")),
                        reverse=True,
                    )
-                    if swing_highs and swing_highs[0] - report.current_price > 2.5 * atr:
-                        confidence -= 15
-                        report.warnings.append("TREND EXHAUSTION — price extended >2.5 ATR past swing high")
+                    _exh_mult_s = 3.5 if is_xau else 2.5
+                    if swing_highs and swing_highs[0] - report.current_price > _exh_mult_s * atr:
+                        confidence -= 5 if is_xau else 15
+                        report.warnings.append(f"TREND EXHAUSTION — price extended >{_exh_mult_s} ATR past swing high")

            ema_medium = primary.key_levels.get("ema_medium")
            if atr > 0 and ema_medium and report.market_regime.startswith("trending"):
                pullback_dist = abs(report.current_price - ema_medium) / atr
-                if pullback_dist > 2.0:
-                    confidence -= 20
+                _pb_severe = 2.5 if is_xau else 2.0
+                _pb_mild = 2.0 if is_xau else 1.5
+                if pullback_dist > _pb_severe:
+                    confidence -= 8 if is_xau else 20
                    report.warnings.append(
                        f"NO PULLBACK — price {pullback_dist:.1f} ATR from EMA21, chasing risk"
                    )
-                elif pullback_dist > 1.5:
-                    confidence -= 10
+                elif pullback_dist > _pb_mild:
+                    confidence -= 5 if is_xau else 10
                    report.warnings.append(
                        f"Weak pullback — price {pullback_dist:.1f} ATR from EMA21"
                    )
@@ -883,9 +1134,10 @@ class SignalAggregator:

                if rsi_ind:
                    rsi_val = rsi_ind.value
+                    _rsi_pen = 5 if is_xau else 15
                    if report.market_regime in ("trending_up", "trending") and score > 0:
                        if rsi_val > 65:
-                            confidence -= 15
+                            confidence -= _rsi_pen
                            report.warnings.append(
                                f"Extended entry — RSI {rsi_val:.0f} in uptrend (prefer pullback to 40-55)"
                            )
@@ -893,7 +1145,7 @@ class SignalAggregator:
                            confidence += 5
                    elif report.market_regime == "trending_down" and score < 0:
                        if rsi_val < 35:
-                            confidence -= 15
+                            confidence -= _rsi_pen
                            report.warnings.append(
                                f"Extended entry — RSI {rsi_val:.0f} in downtrend (prefer bounce to 45-62)"
                            )
@@ -916,16 +1168,16 @@ class SignalAggregator:
        confidence = max(0.0, min(95.0, confidence))

        # Final signal
-        if score > 38:
-            confidence -= 20
-            report.warnings.append("EXHAUSTION: score > 38 — trend overextended")
-        if score >= 40 and confidence >= 60:
+        if not is_xau and score > 42:
+            confidence -= 10
+            report.warnings.append("EXHAUSTION: score > 42 — trend overextended")
+        if score >= 35 and confidence >= 55:
            report.final_signal = SignalStrength.STRONG_BUY
-        elif score >= 30 and confidence >= 55:
+        elif score >= 25 and confidence >= 50:
            report.final_signal = SignalStrength.BUY
-        elif score <= -40 and confidence >= 60:
+        elif score <= -35 and confidence >= 55:
            report.final_signal = SignalStrength.STRONG_SELL
-        elif score <= -30 and confidence >= 55:
+        elif score <= -25 and confidence >= 50:
            report.final_signal = SignalStrength.SELL
        else:
            report.final_signal = SignalStrength.NEUTRAL
@@ -947,13 +1199,13 @@ class SignalAggregator:
        abs_score = abs(score)
        if sell_suppressed:
            report.signal_quality = "F"
-        elif abs_score >= 45 and confidence >= 70 and report.mtf_agreement:
+        elif abs_score >= 40 and confidence >= 65 and report.mtf_agreement:
            report.signal_quality = "A+"
-        elif abs_score >= 38 and confidence >= 60 and report.mtf_agreement:
+        elif abs_score >= 33 and confidence >= 55 and report.mtf_agreement:
            report.signal_quality = "A"
-        elif abs_score >= 33 and confidence >= 55:
+        elif abs_score >= 28 and confidence >= 50:
            report.signal_quality = "B"
-        elif abs_score >= 30 and confidence >= 50:
+        elif abs_score >= 25 and confidence >= 45:
            report.signal_quality = "C"
        elif abs_score >= 15:
            report.signal_quality = "D"
@@ -980,6 +1232,13 @@ class SignalAggregator:
        if atr == 0:
            return None

+        # Fix 2: Minimum ATR threshold for XAU/USD
+        if report.display_name == "XAU/USD" and atr < self.config.xau_strategy.min_atr_threshold:
+            report.warnings.append(
+                f"LOW ATR FILTER: ATR ${atr:.2f} < ${self.config.xau_strategy.min_atr_threshold:.2f} minimum"
+            )
+            return None
+
        min_sl_pips = 8.0 if pip_value < 0.01 else 80.0
        min_sl_price = min_sl_pips * pip_value

@@ -993,8 +1252,12 @@ class SignalAggregator:
        min_rr = self.config.signals.min_rr_ratio

        mature_move = abs(report.final_score) > 30
-        tp_mult = 1.5 if mature_move else 2.0
-        tp_swing_cap = 2.5 if mature_move else 3.0
+        tp_mult = 0.9 if mature_move else 1.2
+        tp_swing_cap = 1.5 if mature_move else 2.0
+
+        # Fix 3: Wider SL multiplier for XAU/USD (1.8x vs default 1.5x)
+        sl_atr_floor = (self.config.xau_strategy.v2_sl_atr_multiplier
+                        if report.display_name == "XAU/USD" else 1.5)

        if is_buy:
            swing_lows = sorted(
@@ -1005,7 +1268,7 @@ class SignalAggregator:
                sl_price = swing_lows[0] - atr * 1.0
            else:
                sl_price = price - atr * 2.0
-            min_sl = max(atr * 1.5, min_sl_price)
+            min_sl = max(atr * sl_atr_floor, min_sl_price)
            if price - sl_price < min_sl:
                sl_price = price - min_sl

@@ -1035,7 +1298,7 @@ class SignalAggregator:
                sl_price = swing_highs[0] + atr * 1.0
            else:
                sl_price = price + atr * 2.0
-            min_sl = max(atr * 1.5, min_sl_price)
+            min_sl = max(atr * sl_atr_floor, min_sl_price)
            if sl_price - price < min_sl:
                sl_price = price + min_sl