Initial commit: Oil Trading Bot (MT5, WTI)
Headless FastAPI-Backend (server.py + core/engine.py) mit Mobile-PWA (web/), Strategie-/Backtest-Suite und Doku. Secrets, DB, Logs und Laufzeit-State sind via .gitignore ausgeschlossen; Config-Vorlage: oil_widget_config.ini.example. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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Axel Hocks
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#!/usr/bin/env python3
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"""Entry-Raum-Gate (Lösung gegen Klein-Close-Trades, 2026-07-16): Kein Entry,
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wenn das nächste GEGENLEVEL (Pivot in Trade-Richtung) < X×ATR entfernt ist —
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der Ertrag ist dort durch den S/R-Auto-Close gedeckelt (63 % Containment), die
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Kosten (real ~0,265×ATR) fressen den Rest → strukturell negativer Erwartungswert.
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Sim = Live-Politik: sequentiell (1 Position), Exit via SL 2,0×ATR + Trailing 1,5
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+ BE 1,3 UND S/R-Auto-Close (am Gegenlevel, wenn P(break)<0,6 — kalibriertes
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Modell aus engine._p_break, Features trainingsgleich M5). Gruppierung der Trades
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nach Entry-Distanz zum Gegenlevel. 2 Halbjahre, Kosten = Bar-Spread/ATR.
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Gate-Schwelle X nur setzen, wo die Gruppe in BEIDEN Hälften negativ ist.
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"""
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import sys, bisect
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import MetaTrader5 as mt5
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from core.analysis import calc_trend_angle
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from core.engine import _p_break
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from core.wave_rec import (WaveRecommender, _atr, _ema_last, _ema_series,
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_EMA_FAST, _EMA_SLOW, _N_BARS, _HTF_DEADBAND, _ANGLE_LR)
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_MAXH = 288; _ATRMIN = 0.12; _PIV_K = 3; _LOOKBACK = 300; _PTHR = 0.60
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def _atr_series(H, L, C, p=14):
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t = [0.0]
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for i in range(1, len(C)):
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t.append(max(H[i]-L[i], abs(H[i]-C[i-1]), abs(L[i]-C[i-1])))
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return [(sum(t[max(1, i-p+1):i+1])/max(1, len(t[max(1, i-p+1):i+1]))) if i else None
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for i in range(len(C))]
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def st(Rs):
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if not Rs: return None
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n = len(Rs); w = sum(1 for x in Rs if x > 0); s = sum(Rs)
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up = sum(x for x in Rs if x > 0); dn = -sum(x for x in Rs if x < 0)
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return dict(n=n, wr=100*w/n, oR=s/n, pf=(up/dn if dn > 0 else 9.99), sum=s)
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def line(lbl, s):
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if not s: return f" {lbl:<26} —"
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return (f" {lbl:<26} n={s['n']:>4} WR={s['wr']:>3.0f}% ØR={s['oR']:+.3f} "
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f"PF={s['pf']:>4.2f} ΣR={s['sum']:>+6.0f}")
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def main():
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n = int(sys.argv[1]) if len(sys.argv) > 1 else 80000
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mt5.initialize()
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sym = next((c for c in ("SpotCrude", "USOIL", "WTI", "XTIUSD") if mt5.symbol_info(c)), None)
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bars = mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_M5, 0, n+_N_BARS+_MAXH+5)
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m30 = mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_M30, 0, n//6+500)
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h1 = mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_H1, 0, n//12+500)
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si = mt5.symbol_info(sym); point = si.point
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mt5.shutdown()
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T = [int(b["time"]) for b in bars]; H = [float(b["high"]) for b in bars]
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L = [float(b["low"]) for b in bars]; C = [float(b["close"]) for b in bars]
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SP = [float(b["spread"])*point for b in bars]
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A = _atr_series(H, L, C)
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def series(rr):
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t = [int(b["time"]) for b in rr]; c = [float(b["close"]) for b in rr]
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hh = [float(b["high"]) for b in rr]; ll = [float(b["low"]) for b in rr]
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return t, _ema_series(c, _EMA_FAST), _ema_series(c, _EMA_SLOW), _atr_series(hh, ll, c)
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mT, mEf, mEs, mA = series(m30)
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hT, hEf, hEs, hA = series(h1)
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def tf_sign(tt, ef, es, aa, ts):
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k = bisect.bisect_right(tt, ts)-1
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if k < _EMA_SLOW or aa[k] is None or aa[k] <= 0: return 0
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dd = ef[k]-es[k]
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return 0 if abs(dd) < _HTF_DEADBAND*aa[k] else (1 if dd > 0 else -1)
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# Signale je Bar (echte _build-Logik) + volle EMA-Serien für P(break)-Features
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w = WaveRecommender(type("T", (), {"snapshot": lambda s: {"intervals": {}}})(), mt5.TIMEFRAME_M5)
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EF = _ema_series(C, _EMA_FAST); ES = _ema_series(C, _EMA_SLOW)
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sig = [0]*len(C)
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for i in range(_N_BARS, len(C)-1):
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wc = C[i-_N_BARS:i]; wh = H[i-_N_BARS:i]; wl = L[i-_N_BARS:i]
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atr = _atr(wh, wl, wc)
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if not atr or atr <= 0: continue
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ef = _ema_last(wc, _EMA_FAST); es = _ema_last(wc, _EMA_SLOW)
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a5 = calc_trend_angle(C[i-_ANGLE_LR-2:i], _ANGLE_LR)
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rec, _ = w._build(ef, es, C[i-1], atr, "M5", 0,
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htf_trend=tf_sign(mT, mEf, mEs, mA, T[i]),
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h1_trend=tf_sign(hT, hEf, hEs, hA, T[i]), angle=a5)
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s_ = rec["signal"]
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sig[i] = 1 if s_ == "LONG" else -1 if s_ == "SHORT" else 0
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# Pivot-Events: (bestätigt_ab_bar, preis) — Pivot an Bar p ist ab p+_PIV_K bekannt
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phE = [(p+_PIV_K, H[p]) for p in range(_PIV_K, len(C)-_PIV_K)
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if H[p] == max(H[p-_PIV_K:p+_PIV_K+1])]
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plE = [(p+_PIV_K, L[p]) for p in range(_PIV_K, len(C)-_PIV_K)
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if L[p] == min(L[p-_PIV_K:p+_PIV_K+1])]
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phT = [e[0] for e in phE]; plT = [e[0] for e in plE]
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def next_level(i, px, d):
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"""Nächstes Gegenlevel (Pivot in Trade-Richtung) aus Bars [i-LOOKBACK, i]."""
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if d > 0:
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k = bisect.bisect_right(phT, i)
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cands = [pr for (t_, pr) in phE[max(0, k-80):k] if t_ >= i-_LOOKBACK and pr > px]
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return min(cands) if cands else None
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k = bisect.bisect_right(plT, i)
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cands = [pr for (t_, pr) in plE[max(0, k-80):k] if t_ >= i-_LOOKBACK and pr < px]
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return max(cands) if cands else None
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def cost(i, atr): return (SP[i] if SP[i] > 0 else 0.0225)/atr
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def run(lo, hi_):
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"""Sequentielle Sim mit Live-Exit inkl. S/R-Auto-Close. Liefert
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Liste (dist_entry_atr|None, R)."""
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out = []
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i = lo
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while i < hi_:
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d = sig[i]
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if d == 0:
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i += 1; continue
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atr = max(A[i] or 0, _ATRMIN)
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entry = C[i]
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lvl = next_level(i, entry, d)
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dist0 = (lvl-entry)*d/atr if lvl else None
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eff = entry - d*2.0*atr; hw = entry
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end = min(i+_MAXH, len(C)-1); exit_px = C[end]; exit_j = end
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for j in range(i+1, end+1):
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hj, lj = H[j], L[j]
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if (lj <= eff) if d > 0 else (hj >= eff):
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exit_px = eff; exit_j = j; break
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hw = max(hw, hj) if d > 0 else min(hw, lj)
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prof = (C[j]-entry)*d
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# S/R-Auto-Close: Touch des Gegenlevels + P(break)<0,6 + im Plus
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if lvl is not None and ((hj >= lvl) if d > 0 else (lj <= lvl)):
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a_j = max(A[j] or atr, _ATRMIN)
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if len(C) > 7 and j >= 7:
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mom6 = (C[j]-C[j-6])/a_j*d; mom3 = (C[j]-C[j-3])/a_j*d
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wt = 1.0 if (EF[j]-ES[j])*d > 0 else 0.0
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p = _p_break(mom6, mom3, wt, abs(lvl-entry)/a_j)
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if p < _PTHR and (lvl-entry)*d > 0:
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exit_px = lvl; exit_j = j; break
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lvl = next_level(j, C[j], d) # Durchbruch → nächstes Level
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if prof >= 0.3*atr:
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cand = hw - d*1.5*atr
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if prof >= 1.3*atr:
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cand = max(cand, entry) if d > 0 else min(cand, entry)
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eff = max(eff, cand) if d > 0 else min(eff, cand)
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out.append((dist0, (exit_px-entry)*d/atr - cost(i, atr)))
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i = exit_j + 1
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return out
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mid = len(C)//2
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print("="*92)
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print(f" Entry-Raum-Gate — {sym} M5 (seq. Sim, Exit=SL/Trail/BE + S/R-Close P<0,6 · Echtkosten)")
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print(f" Gruppen nach Entry-Distanz zum GEGENLEVEL (×ATR). Gate dort, wo BEIDE Hälften rot.")
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print("="*92)
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B = [(0.0, 0.3), (0.3, 0.6), (0.6, 1.0), (1.0, 2.0), (2.0, 99.0)]
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for lbl, lo, hi_ in (("H1 (alt)", _N_BARS, mid), ("H2 (neu)", mid, len(C)-_MAXH-1)):
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res = run(lo, hi_)
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print(f"\n{lbl}: ({len(res)} Trades)")
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print(line("GESAMT", st([r for _, r in res])))
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for a, b in B:
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grp = [r for dd, r in res if dd is not None and a <= dd < b]
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print(line(f"Raum {a:.1f}-{b:.1f}xATR", st(grp)))
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print(line("kein Gegenlevel (frei)", st([r for dd, r in res if dd is None])))
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if __name__ == "__main__":
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main()
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