Second entry pattern alongside the Keltner-breakout: enter on the
retrace to EMA21/KC-mid in an established trend (EMA >=3/4 aligned,
ADX>=20, retrace 0.8-6.0 ATR, resumption bar closed back in trend
direction, RSI in the pullback zone not the extended zone). Detector
lives in the aggregator so live and GPU-backtest paths share one
implementation. Own gates (composite floor 15, confirmation-TF
agreement, MTF opposition, vol regimes) with a diagnostic funnel.
PB stops anchor to the pullback swing (~$8 vs ~$25 breakout), so PB
trades get their own trail arm (0.8R vs 0.6R global) via per-trade
trail overrides in the backtester and strategy-aware Telegram alerts.
12mo M5 validation: PB alone +38.3R/254 trades, positive both halves
and all four full quarters; core breakout trades undisturbed
(+101.9R vs +105.0 baseline). Combined book: 549 trades (~10.6/wk),
+140.1R, PF 1.78, DD 11.3R vs 311 trades/+105.0R before.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Gates 5-6 in the M5 filter: block 'high' vol regime entries (chop
transition — 61% WR, negative total while low/normal/extreme all
positive) and block SELLs with RSI<25 (dip already extended, mean-
reverts before target). 365d: 419→311 trades, +41→+48.4R, DD 11.2→8.0R.
Replace the fixed RR-0.5 take-profit with a trailing stop: arm at
+0.6R favorable excursion, trail 0.75R behind best price, stop levels
update at bar close (conservative). The RR-0.5 target was the binding
constraint — winners kept running after TP. Whole trail parameter grid
(arm 0.4-1.2 × dist 0.5-1.25) lands +90-103R, a plateau not a spike;
also +91.7R on the pre-gate 419-trade population. TP1 stays advisory;
Telegram alerts include the arm price and trail distance. max_hold
200→300 bars (trailing exits need room; +10R).
12mo M5, same 311 trades: +105.0R total, PF 2.27, DD 7.9R, 61% WR,
train/val +54.6/+50.4, every quarter positive.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
WebSocket:
- Send heartbeat every 10s — Twelve Data drops idle connections, so the
monitor previously died on weekends/quiet hours and churned reconnects
- Log failed symbol subscriptions from subscribe-status events
- Stamp fresh live tick price + age into every alert message
Alerts:
- Re-enable level-breach alerts: WS breach triggers M15 rescan and sends
the report when actionable (was scanning and discarding the result)
- Dedup: identical (signal, quality, direction) per pair/TF is sent once,
re-armed after 1h — no more repeat alerts every candle
- Configurable minimum alert quality (C+/B+/A), cycled from the menu
- Trade setup shows dollar risk/reward alongside pips
Interactive menu (/start, /scan):
- Timeframe scans, Scan All, auto-scan ON/OFF toggle, alert-quality
cycle, status, and help as inline buttons
- Markdown-safe edits: 'message not modified' swallowed, parse failures
fall back to plain text; exception text escaped
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
M5 already broadcast through the shared _scan_timeframe path but was
documented as data-only (docstring, CLAUDE.md, DOCUMENTATION.md, plus a
phantom `if tf == M5: return` step that never existed in code). Align all
docs/comments so M5 alerting at C+ grade is the intended, documented behavior.
Remove the live dashboard entirely per request: the 30s refresh loop,
per-scan refresh, boot send, and the dashboard-only stats layer
(_signal_stats / _stats_updated / _update_signal_stats and its call sites,
_format_stats_dashboard and its helper constants). Drop now-unused ZoneInfo
import and dashboard mentions from help/autoscan/boot messages and the test
suite. The WebSocket level-breach monitor and level cache are untouched.
Tests: 136 passed, 0 failed.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
- Blocked hours reduced to 0-2 UTC only (daily rollover)
- M5 signals now broadcast to Telegram like M15/H1/H4
- Live dashboard shows New York time (auto EDT/EST via zoneinfo)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
News engine: expand sentiment keywords (18%→60% headline coverage), add
MyFXBook RSS as fallback calendar source when Forex Factory returns 429,
add retry/backoff on calendar API rate limits, update stale ForexLive URL
to investinglive.com, add date formats without seconds for MyFXBook RSS.
Telegram bot: remove flood control, rate limiter, and dashboard failure
tracking — all sends go directly through bot.send_message/edit_message_text.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Move index dedup before OHLC consistency fix in _validate_and_clean
to prevent crash when df.loc[dup_idx] returns Series instead of scalar
- Add global flood backoff: detect RetryAfter, pause all sends/edits
until ban expires instead of retrying and escalating the ban
- Stop dashboard edit-fail → new-message spam cascade: track consecutive
failures, only resend after 3 failed edits
- Increase dashboard refresh from 5s to 30s, min send interval to 1.5s
- Add comprehensive QA test suite (140 tests across all 7 modules)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Timeframe keys stored as enum values (15min/1h/4h) but dashboard
looked for M15/1h/4h — GBP/USD showed no price or signal text.
Now uses Timeframe enum directly with display labels. Reduced
dashboard refresh from 60s to 5s with throttle guard.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace per-scan Telegram messages with a single dashboard message
that edits in-place every 60 seconds. Each pair shows all TFs
horizontally with short signal labels (Buy/Sell/Neutral). WebSocket
live prices feed into the dashboard. Level-breach alerts disabled
(WS still updates cache silently). Removed /stats command.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Drop USD/JPY from scan pairs (zero signals across all timeframes)
- Disable divergence indicator (zero impact in 14-config lab test)
- Parallelize evaluate.py with ProcessPoolExecutor (16 cores)
- Add --pair CLI filter to evaluate.py for single-pair backtests
- Add data freshness guard: stale cache auto-invalidated, primary TF
stale data suppresses signals to prevent trading on old data
- Add /cache command: shows fetch age and last bar per pair/TF
- Add /clearcache command: wipes in-memory cache for fresh API fetch
- Remove BB from WebSocket breach alerts (keep structural levels only)
- Show live prices only for WS-monitored pairs (EUR/USD, XAU/USD)
- Replace arrow emojis with text tags in indicator lines
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Trade setup TP now scales to SL distance ensuring min RR is met when
no viable swing target exists; skip swing targets with poor RR
- Add float tolerance to RR gate to prevent edge-case rejection
- M5 auto-scan runs for level cache only, no Telegram broadcast
- WebSocket limited to EUR/USD + XAU/USD (Grow plan constraint)
- Register bot command menu via set_my_commands on startup
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Auto-scan still runs and updates the level cache every cycle,
but only sends to Telegram when quality A+/A/B/C signals exist.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Fix H4 boundary calculation using total minutes (hour*60+min) not just minute
- Add /help command listing all bot commands
- Add /status command showing WS connection, live prices, level cache, cooldowns
- Run initial M15 scan on boot to populate level cache before WS starts
- Update /start message to mention new commands
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
XAU/USD is not available in TwelveData's symbol list.
Swapped to USD/CAD across config, scan pairs, Telegram buttons,
and added CAD to tracked news currencies.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Expand from 2 to 4 pairs (EUR/USD, USD/JPY, GBP/USD, XAU/USD) with
automatic scanning at M15 and H1 candle close boundaries. Scheduler
staggers H1 by 60s to stay within 8 credits/min; daily budget is
480 of 800 allowed. Cache TTL is now candle-duration-aware so cross-TF
confirmation data is reused without extra API calls. Spread estimate
uses primary-TF data instead of fetching M5 separately.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add EURUSD pair with dynamic pair info lookup. Telegram bot now shows
4 scan buttons: EUR/USD 15M, EUR/USD 1H, USD/JPY 15M, USD/JPY 1H.
Each indicator displays directional arrows in the message output.
Price formatting adapts per pair (5dp for EUR, 3dp for JPY).
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Introduces telegram_bot.py: python-telegram-bot v20+ async bot that
presents a persistent Scan Signal inline button. Each press fetches a
live USD/JPY signal via SignalAggregator and formats it with emoji,
MTF breakdown, top bull/bear reasons, and warnings. STRONG_BUY /
STRONG_SELL signals additionally render the full trade setup (entry,
SL, TP1, TP2, RR). Adds python-telegram-bot>=20.0 to requirements.txt.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
harwinder