v0.5.1: RSI + Bollinger Bands HYBRID - Confidence filter (58%+ Win-Rate target)
This commit is contained in:
Marc Blatter
parent
c23a00060e
commit
49af729df1
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@ -1,5 +1,5 @@
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#!/usr/bin/env python3
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"""Trading Bot v0.5 - Bollinger Bands Entry Signals (60%+ Win-Rate target)"""
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"""Trading Bot v0.5.1 - RSI + Bollinger Bands HYBRID (Confidence Filter)"""
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import os, json, time, logging, sqlite3
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from datetime import datetime
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from dotenv import load_dotenv
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@ -25,8 +25,10 @@ STOP_LOSS_PCT = -0.008
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CYCLE_SEC = 60
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BB_PERIOD = 20
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BB_STD_DEV = 2.0
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RSI_PERIOD = 14
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RSI_THRESHOLD = 35
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class TradingBotV05:
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class TradingBotV051:
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def __init__(self):
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self.client = Client(API_KEY, API_SECRET)
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self.price_history = {sym: [] for sym in SYMBOLS}
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@ -57,7 +59,29 @@ class TradingBotV05:
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except Exception as e:
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logger.warning(f"Recovery failed: {e}")
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logger.info("[v0.5 INIT] Bollinger Bands Entry Signals (60%+ WR target)")
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logger.info("[v0.5.1 INIT] RSI + Bollinger Bands HYBRID (Confidence Filter)")
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def calculate_rsi(self, prices):
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"""Calculate RSI (14-period standard)"""
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if len(prices) < RSI_PERIOD + 1:
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return None
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recent = prices[-RSI_PERIOD-1:]
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deltas = [recent[i+1] - recent[i] for i in range(len(recent)-1)]
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gains = [d if d > 0 else 0 for d in deltas]
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losses = [abs(d) if d < 0 else 0 for d in deltas]
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avg_gain = sum(gains) / RSI_PERIOD
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avg_loss = sum(losses) / RSI_PERIOD
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if avg_loss == 0:
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return 100.0 if avg_gain > 0 else 0.0
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rs = avg_gain / avg_loss
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rsi = 100 - (100 / (1 + rs))
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return rsi
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def calculate_bollinger_bands(self, prices):
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"""Calculate 20-EMA +/- 2*StdDev"""
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@ -81,9 +105,13 @@ class TradingBotV05:
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return ema, upper_band, lower_band
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def is_bollinger_breakout(self, symbol):
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"""Buy when price rebounds from lower band (crosses from below to above)"""
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if len(self.price_history[symbol]) < BB_PERIOD + 1:
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def is_hybrid_buy_signal(self, symbol):
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"""
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HYBRID Signal: Buy ONLY when BOTH conditions met:
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1. Price rebounds from lower Bollinger Band (BB Breakout)
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2. RSI < 35 (Oversolod confirmation)
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"""
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if len(self.price_history[symbol]) < max(BB_PERIOD + 1, RSI_PERIOD + 1):
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return False
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prices = self.price_history[symbol]
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@ -95,13 +123,24 @@ class TradingBotV05:
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current_price = prices[-1]
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prev_price = prices[-2]
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# Signal: Price was below lower band, now above lower band
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breakout = (prev_price < lower and current_price > lower)
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# Signal 1: Bollinger Breakout
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bb_breakout = (prev_price < lower and current_price > lower)
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if breakout:
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logger.info(f"[SIGNAL-BB] {symbol} Bollinger Breakout (EMA={ema:.2f}, Lower={lower:.2f})")
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# Signal 2: RSI Oversold
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rsi = self.calculate_rsi(prices)
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rsi_oversold = (rsi is not None and rsi < RSI_THRESHOLD)
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return breakout
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# HYBRID: Both must be true
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hybrid_signal = bb_breakout and rsi_oversold
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if hybrid_signal:
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logger.info(f"[SIGNAL-HYBRID] {symbol} RSI={rsi:.1f} + BB-Breakout (EMA={ema:.2f}, Lower={lower:.2f})")
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elif bb_breakout and not rsi_oversold:
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logger.debug(f"[FILTERED] {symbol} BB-Breakout but RSI={rsi:.1f} (need <{RSI_THRESHOLD})")
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elif rsi_oversold and not bb_breakout:
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logger.debug(f"[FILTERED] {symbol} RSI={rsi:.1f} but no BB-Breakout")
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return hybrid_signal
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def get_fresh_balance(self):
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try:
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@ -132,7 +171,7 @@ class TradingBotV05:
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self.portfolio_value = portfolio_value
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self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
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logger.info(f"[v0.5] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}")
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logger.info(f"[v0.5.1] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}")
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return usdt_available, portfolio_value
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except:
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return 0, 0
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@ -192,7 +231,7 @@ class TradingBotV05:
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'entry_time': datetime.now().isoformat()
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}
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logger.info(f"[BUY-v0.5] {symbol} {qty} @ {price} (BB Breakout)")
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logger.info(f"[BUY-v0.5.1] {symbol} {qty} @ {price} (RSI+BB HYBRID)")
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return order
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except:
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return None
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@ -264,10 +303,10 @@ class TradingBotV05:
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if len(self.price_history[symbol]) > 100:
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self.price_history[symbol].pop(0)
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# Find BEST Bollinger Bands signal
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# Find HYBRID signal (RSI + BB both true)
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best_signal = None
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for symbol in SYMBOLS:
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if symbol not in self.active_trades and self.is_bollinger_breakout(symbol):
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if symbol not in self.active_trades and self.is_hybrid_buy_signal(symbol):
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best_signal = symbol
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break
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@ -285,7 +324,7 @@ class TradingBotV05:
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'portfolio_value': round(portfolio_val, 2),
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'max_trade_usdt': round(self.max_trade_usdt, 2),
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'timestamp': datetime.now().isoformat(),
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'version': 'v0.5-bollinger-bands'
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'version': 'v0.5.1-rsi-bb-hybrid'
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}, f)
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os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
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except:
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@ -294,18 +333,18 @@ class TradingBotV05:
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# Save P&L
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self.save_pnl_to_db(portfolio_val, usdt_free)
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logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f} [v0.5]")
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logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f} [v0.5.1]")
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logger.info("="*70)
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if __name__ == '__main__':
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import sys
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bot = TradingBotV05()
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bot = TradingBotV051()
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if len(sys.argv) > 1 and sys.argv[1] == '--once':
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bot.run_cycle()
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else:
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logger.info("[v0.5 START] Trading Bot with Bollinger Bands signals...")
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logger.info("[v0.5.1 START] Trading Bot with RSI + Bollinger Bands HYBRID signals...")
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while True:
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try:
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bot.run_cycle()
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@ -1,5 +1,5 @@
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#!/usr/bin/env python3
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"""Trading Bot Dashboard v0.5 (Bollinger Bands) - Auto-load 1-Day chart on page load"""
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"""Trading Bot Dashboard v0.5.1 (RSI + Bollinger Bands HYBRID) - Auto-load 1-Day chart on page load"""
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import sqlite3
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from fastapi import FastAPI
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from fastapi.responses import HTMLResponse
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@ -110,7 +110,7 @@ async def dashboard():
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1">
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<title>Trading Bot v0.5</title>
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<title>Trading Bot v0.5.1</title>
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<script src="https://cdn.jsdelivr.net/npm/chart.js"></script>
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<style>
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*{margin:0;padding:0;box-sizing:border-box}
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@ -170,7 +170,7 @@ body{font-family:Segoe UI,Arial;background:#1e1e1e;color:#d0d0d0;min-height:100v
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<div class="container">
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<div class="header">
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<div><h1>🤖 Trading Bot v0.5</h1><p>P&L Analytics</p></div>
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<div><h1>🤖 Trading Bot v0.5.1</h1><p>P&L Analytics</p></div>
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<div class="status" id="st">● LOADING</div>
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</div>
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