Fix position qty bugs, stop loss direction, attribute errors, and timezone handling

daytrader.py

@@ -12,6 +12,7 @@ import json
 import pandas as pd
 import numpy as np
 from datetime import datetime, timedelta
+import pytz
 from pathlib import Path
 from dotenv import load_dotenv
 import alpaca_trade_api as tradeapi
@@ -28,41 +29,42 @@ DEFAULT_CONFIG = {
     "SHORT_WINDOW": 20,
     "LONG_WINDOW": 50,
     "MIN_NOTIONAL": 1.0,
-    "POLL_INTERVAL": 1800,
+    "POLL_INTERVAL": 120,
     "MAX_DRAWDOWN": 0.12,
     "PDT_RULE": True,
     "USE_TRAILING_STOP": True,
     "PROFIT_TARGET_1": 1.5,
     "PROFIT_TARGET_2": 3.0,
     "VOLATILITY_ADJUSTMENT": True,
-    "MARKET_HOURS_FILTER": True,
+    "MARKET_HOURS_FILTER": False,
     "ENABLE_SLIPPAGE": True,
     "SLIPPAGE_PCT": 0.0005,
     "COMMISSION_PCT": 0.0005,
-    "MIN_SIGNAL_STRENGTH": 0.85,
+    "MIN_SIGNAL_STRENGTH": 0.50,
     "BACKTEST_DAYS": 90,
     "USE_LIMIT_ORDERS": True,
     "LIMIT_ORDER_TIMEOUT": 60,
     "ADX_THRESHOLD": 20,
-    "VOLUME_MULTIPLIER": 1.2,
+    "VOLUME_MULTIPLIER": 0.5,
     "ATR_STOP_MULTIPLIER": 1.5,
     "MAX_HOLD_TIME": 7200,
     "REGIME_DETECTION": True,
-    "MULTIFRAME_FILTER": True,
+    "MULTIFRAME_FILTER": False,
     "BB_WINDOW": 20,
     "BB_STD": 2.0,
     "USE_EMA": True,
-    "REQUIRE_CANDLE_PATTERN": True,
+    "REQUIRE_CANDLE_PATTERN": False,
-    "USE_PIVOT_POINTS": True,
+    "USE_PIVOT_POINTS": False,
     "VIX_THRESHOLD": 20,
     "USE_VIX_FILTER": True,
-    "USE_FIBONACCI": True,
+    "USE_FIBONACCI": False,
-    "MAX_TRADES_PER_DAY": 2,
+    "MAX_TRADES_PER_DAY": 1000,
-    "SKIP_MONDAYS_FRIDAYS": True,
+    "SKIP_MONDAYS_FRIDAYS": False,
-    "USE_200_SMA_FILTER": True,
+    "USE_200_SMA_FILTER": False,
-    "REQUIRE_MACD_CONFIRMATION": True,
+    "REQUIRE_MACD_CONFIRMATION": False,
-    "MIN_RISK_REWARD": 2.0,
+    "MIN_RISK_REWARD": 1.5,
-    "PULLBACK_PERCENTAGE": 0.382
+    "PULLBACK_PERCENTAGE": 0.382,
+    "ENABLE_SHORT_SELLING": False
 }
 
 if ENV_PATH.exists():
@@ -127,6 +129,9 @@ USE_200_SMA_FILTER = bool(config["USE_200_SMA_FILTER"])
 REQUIRE_MACD_CONFIRMATION = bool(config["REQUIRE_MACD_CONFIRMATION"])
 MIN_RISK_REWARD = float(config["MIN_RISK_REWARD"])
 PULLBACK_PERCENTAGE = float(config["PULLBACK_PERCENTAGE"])
+ENABLE_SHORT_SELLING = bool(config.get("ENABLE_SHORT_SELLING", False))
+
+EASTERN = pytz.timezone('US/Eastern')
 
 api = tradeapi.REST(
     os.getenv('APCA_API_KEY_ID'),
@@ -406,8 +411,8 @@ def get_vix_level():
             debug_print(f"VIX from data: {vix:.2f}")
             return vix
         else:
-            debug_print("No VIX data, estimating from SPY volatility...")
+            debug_print(f"No VIX data, estimating from {SYMBOL} volatility...")
-            spy_bars = api.get_bars("SPY", "1Day", limit=20).df
+            spy_bars = api.get_bars(SYMBOL, "1Day", limit=20).df
             if len(spy_bars) >= 20:
                 spy_returns = spy_bars['close'].pct_change()
                 volatility = spy_returns.std() * np.sqrt(252) * 100
@@ -493,7 +498,7 @@ def should_skip_trading_day():
         return False
     
     today = datetime.now().weekday()
-    day_name = datetime.now().strftime("%A")
+    day_name = datetime.now(EASTERN).strftime("%A")
     if today == 0 or today == 4:
         debug_print(f"Skipping {day_name} (skip_mondays_fridays enabled)")
         return True
@@ -520,7 +525,17 @@ def seconds_to_human_readable(seconds):
     return " ".join(time_parts) if time_parts else "0 seconds"
 
 def format_market_time(dt_obj):
-    return dt_obj.strftime("%Y-%m-%d %I:%M:%S %p %Z")
+    if hasattr(dt_obj, 'to_pydatetime'):
+        dt_obj = dt_obj.to_pydatetime()
+    
+    if dt_obj.tzinfo is None:
+        dt_obj = EASTERN.localize(dt_obj)
+    elif dt_obj.tzinfo != EASTERN:
+        dt_obj = dt_obj.astimezone(EASTERN)
+    
+    eastern_time = dt_obj.strftime("%Y-%m-%d %I:%M:%S %p %Z")
+    local_time = dt_obj.astimezone().strftime("%I:%M%p").lstrip('0')
+    return f"{eastern_time} ({local_time} local)"
 
 def apply_slippage(price, is_buy=True):
     debug_print(f"Applying slippage to price={price:.2f}, is_buy={is_buy}")
@@ -749,7 +764,7 @@ def advanced_signal_generator(symbol):
     bars = get_recent_bars(symbol, 100)
     if bars is None or len(bars) < 50:
         debug_print("Insufficient bars for signal generation")
-        return None, 0, 0
+        return None, 0, 0, None
     
     debug_print(f"Received {len(bars)} bars")
     
@@ -877,7 +892,7 @@ def advanced_signal_generator(symbol):
                     pullback_ok = True
                     debug_print(f"Pullback OK: price near short MA")
                 
-                if pullback_ok and rsi > 45:
+                if pullback_ok and rsi < 55:
                     debug_print(f"Pullback and RSI conditions met (RSI={rsi:.2f})")
                     if hourly_trend in ['bearish', 'neutral']:
                         debug_print(f"Hourly trend favorable: {hourly_trend}")
@@ -1003,7 +1018,8 @@ def advanced_signal_generator(symbol):
     else:
         debug_print("=== NO SIGNAL GENERATED ===")
     
-    return signal, signal_strength, stop_loss
+    position_type = 'long' if signal == 'buy' else ('short' if signal == 'sell' else None)
+    return signal, signal_strength, stop_loss, position_type
 
 def wait_until_market_open():
     debug_print("Checking if market is open...")
@@ -1016,11 +1032,21 @@ def wait_until_market_open():
         return
     
     now = clock.timestamp
+    if now.tzinfo is None:
+        now = EASTERN.localize(now)
+    else:
+        now = now.astimezone(EASTERN)
+    
     next_open = clock.next_open
+    if next_open.tzinfo is None:
+        next_open = EASTERN.localize(next_open)
+    else:
+        next_open = next_open.astimezone(EASTERN)
     
     if not clock.is_open:
         seconds_until_open = (next_open - now).total_seconds()
-        debug_print(f"Market closed, {seconds_until_open:.0f} seconds until open")
+        readable_time = seconds_to_human_readable(seconds_until_open)
+        debug_print(f"Market closed, {readable_time} until open")
         if seconds_until_open > 0:
             readable_time = seconds_to_human_readable(seconds_until_open)
             logger.info(f"🕒  Market opens at {format_market_time(next_open)}")
@@ -1031,7 +1057,7 @@ def wait_until_market_open():
                 time.sleep(sleep_time)
                 seconds_until_open -= sleep_time
                 
-                if sleep_time >= 60:
+                if sleep_time >= 60 and (seconds_until_open % 3600 < 60 or seconds_until_open < 3600):
                     remaining_readable = seconds_to_human_readable(seconds_until_open)
                     logger.info(f"⏱️  {remaining_readable} remaining...")
                     debug_print(f"Waiting... {remaining_readable} remaining")
@@ -1169,10 +1195,137 @@ def submit_market_buy(symbol, notional):
         debug_print(f"Market buy failed: {e}")
         return False
 
+def submit_short_sell(symbol, notional):
+    """Open a short position by selling shares we don't own"""
+    debug_print(f"=== SUBMITTING SHORT SELL (OPENING SHORT POSITION) ===")
+    debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}")
+    
+    try:
+        current_price = get_current_price(symbol)
+        if current_price == 0:
+            debug_print("Short sell failed: could not get current price")
+            return False
+        
+        execution_price = apply_slippage(current_price, False)
+        shares = int(notional / execution_price)
+        debug_print(f"Shares to short: {shares}, Expected execution: ${execution_price:.2f}")
+        
+        if shares == 0:
+            debug_print("Short sell failed: shares = 0")
+            return False
+        
+        debug_print("Submitting short sell order to API...")
+        api.submit_order(
+            symbol=symbol,
+            qty=shares,
+            side="sell",
+            type="market",
+            time_in_force="day"
+        )
+        logger.info(f"🔴 SHORT SELL: {shares} shares @ ~${execution_price:.2f}")
+        debug_print(f"Short sell order submitted (opened short position)")
+        return execution_price
+    except Exception as e:
+        logger.error(f"❌  Failed short sell: {e}")
+        debug_print(f"Short sell failed: {e}")
+        return False
+
+def submit_limit_short_sell(symbol, notional, limit_price):
+    debug_print(f"=== SUBMITTING LIMIT SHORT SELL (OPENING SHORT POSITION) ===")
+    debug_print(f"Symbol: {symbol}, Notional: ${notional:.2f}, Limit: ${limit_price:.2f}")
+    
+    if notional < MIN_NOTIONAL:
+        logger.warning(f"⚠️  Notional ${notional:.2f} < minimum ${MIN_NOTIONAL}")
+        debug_print(f"Order rejected: notional too small")
+        return False
+    
+    try:
+        shares = int(notional / limit_price)
+        debug_print(f"Calculated shares to short: {shares}")
+        
+        if shares == 0:
+            logger.warning(f"⚠️  Cannot short fractional shares with ${notional:.2f}")
+            debug_print(f"Order rejected: shares = 0")
+            return False
+        
+        debug_print(f"Submitting limit short sell order to API...")
+        order = api.submit_order(
+            symbol=symbol,
+            qty=shares,
+            side="sell",
+            type="limit",
+            limit_price=round(limit_price, 2),
+            time_in_force="gtc"
+        )
+        
+        debug_print(f"Order submitted, ID: {order.id}")
+        logger.info(f"🔴 LIMIT SHORT SELL: {shares} shares @ ${limit_price:.2f}")
+        
+        start_time = time.time()
+        debug_print(f"Waiting for fill (timeout: {LIMIT_ORDER_TIMEOUT}s)...")
+        while (time.time() - start_time) < LIMIT_ORDER_TIMEOUT:
+            order_status = api.get_order(order.id)
+            debug_print(f"Order status: {order_status.status}")
+            if order_status.status == 'filled':
+                filled_price = float(order_status.filled_avg_price)
+                stop_distance = abs(filled_price - limit_price) * ATR_STOP_MULTIPLIER
+                suggested_stop = filled_price + stop_distance
+                logger.info(f"✅  FILLED @ ${filled_price:.2f}")
+                debug_print(f"Order filled at ${filled_price:.2f}, suggested stop: ${suggested_stop:.2f}")
+                return filled_price
+            elif order_status.status in ['cancelled', 'expired', 'rejected']:
+                logger.warning(f"⚠️  Limit order {order_status.status}")
+                debug_print(f"Order {order_status.status}")
+                return False
+            time.sleep(2)
+        
+        logger.warning("⏱️  Timeout - switching to market")
+        debug_print("Timeout reached, canceling order and switching to market")
+        api.cancel_order(order.id)
+        return submit_short_sell(symbol, notional)
+        
+    except Exception as e:
+        logger.error(f"❌  Failed limit short sell: {e}")
+        debug_print(f"Limit short sell failed: {e}")
+        return False
+
+
+def submit_buy_to_cover(symbol, qty):
+    """Close a short position by buying back shares"""
+    debug_print(f"=== SUBMITTING BUY TO COVER (CLOSING SHORT POSITION) ===")
+    debug_print(f"Symbol: {symbol}, Qty: {qty}")
+    
+    try:
+        current_price = get_current_price(symbol)
+        if current_price == 0:
+            debug_print("Buy to cover failed: could not get current price")
+            return False
+        
+        execution_price = apply_slippage(current_price, True)
+        debug_print(f"Expected execution: ${execution_price:.2f}")
+        
+        debug_print("Submitting buy to cover order to API...")
+        api.submit_order(
+            symbol=symbol,
+            qty=qty,
+            side="buy",
+            type="market",
+            time_in_force="day"
+        )
+        logger.info(f"🟢 BUY TO COVER: {qty} shares @ ~${execution_price:.2f}")
+        debug_print(f"Buy to cover order submitted (closed short position)")
+        return execution_price
+    except Exception as e:
+        logger.error(f"❌  Failed buy to cover: {e}")
+        debug_print(f"Buy to cover failed: {e}")
+        return False
+
 def submit_limit_sell(symbol, qty, limit_price):
     debug_print(f"=== SUBMITTING LIMIT SELL ORDER ===")
     debug_print(f"Symbol: {symbol}, Qty: {qty}, Limit: ${limit_price:.2f}")
     
+    qty = abs(qty)
+    
     try:
         debug_print("Submitting limit sell order to API...")
         order = api.submit_order(
@@ -1213,10 +1366,13 @@ def submit_limit_sell(symbol, qty, limit_price):
         debug_print(f"Limit sell failed: {e}")
         return False
 
+
 def submit_market_sell(symbol, qty):
     debug_print(f"=== SUBMITTING MARKET SELL ORDER ===")
     debug_print(f"Symbol: {symbol}, Qty: {qty}")
     
+    qty = abs(qty)
+    
     try:
         current_price = get_current_price(symbol)
         if current_price == 0:
@@ -1242,6 +1398,7 @@ def submit_market_sell(symbol, qty):
         debug_print(f"Market sell failed: {e}")
         return False
 
+
 def close_all_positions():
     debug_print("Closing all positions...")
     try:
@@ -1254,8 +1411,12 @@ def close_all_positions():
         debug_print(f"Found {len(positions)} positions to close")
         logger.warning("⚠️  Closing all positions...")
         for pos in positions:
-            debug_print(f"Closing position: {pos.symbol}, qty={pos.qty}")
+            qty = int(float(pos.qty))
-            submit_market_sell(pos.symbol, int(float(pos.qty)))
+            debug_print(f"Closing position: {pos.symbol}, qty={qty}")
+            if qty > 0:
+                submit_market_sell(pos.symbol, qty)
+            elif qty < 0:
+                submit_buy_to_cover(pos.symbol, abs(qty))
         logger.info("✅  All positions closed")
         debug_print("All positions closed successfully")
     except Exception as e:
@@ -1280,7 +1441,7 @@ def current_position_qty(symbol):
         for pos in positions:
             if pos.symbol == symbol:
                 qty = int(float(pos.qty))
-                debug_print(f"Position qty: {qty}")
+                debug_print(f"Position qty: {qty} ({'SHORT' if qty < 0 else 'LONG'})")
                 return qty
         debug_print("No position found")
         return 0
@@ -1335,7 +1496,7 @@ def get_market_status():
             "timestamp": datetime.now()
         }
 
-def calculate_position_size(equity, stop_loss, entry_price, regime='normal'):
+def calculate_position_size(equity, stop_loss, entry_price, regime='normal', max_position_pct=0.95):
     debug_print(f"Calculating position size: equity=${equity:.2f}, entry=${entry_price:.2f}, stop=${stop_loss:.2f}, regime={regime}")
     
     risk_amount = equity * RISK_PER_TRADE
@@ -1353,6 +1514,11 @@ def calculate_position_size(equity, stop_loss, entry_price, regime='normal'):
     position_size = risk_amount / stop_distance * entry_price
     position_size = max(MIN_NOTIONAL, position_size)
     
+    max_position = equity * max_position_pct
+    if position_size > max_position:
+        position_size = max_position
+        debug_print(f"Position capped at {max_position_pct:.0%} of equity: ${position_size:.2f}")
+    
     logger.info(f"💰  Position: Risk=${risk_amount:.2f}, Stop=${stop_distance:.2f}, Size=${position_size:.2f}")
     debug_print(f"Position size: ${position_size:.2f}")
     
@@ -1364,19 +1530,19 @@ def should_trade_based_on_market_hours():
         debug_print("Market hours filter disabled")
         return True
     
-    now = datetime.now().time()
+    now_eastern = datetime.now(EASTERN).time()
     
     open_buffer_end = datetime.strptime("10:00", "%H:%M").time()
     close_buffer_start = datetime.strptime("15:30", "%H:%M").time()
     
-    debug_print(f"Current time: {now}")
+    debug_print(f"Current time (ET): {now_eastern}")
     
-    if now < open_buffer_end:
+    if now_eastern < open_buffer_end:
-        debug_print("Before 10:00 AM, outside trading hours")
+        debug_print("Before 10:00 AM ET, outside trading hours")
         return False
     
-    if now >= close_buffer_start:
+    if now_eastern >= close_buffer_start:
-        debug_print("After 3:30 PM, outside trading hours")
+        debug_print("After 3:30 PM ET, outside trading hours")
         return False
     
     debug_print("Within trading hours")
@@ -1466,12 +1632,15 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
             
             debug_print(f"Target 1 ({PROFIT_TARGET_1}R) hit, scaling out {partial_qty} shares")
             
-            if partial_qty > 0:
+            if partial_qty != 0:
+                if position_type == 'long':
                     if USE_LIMIT_ORDERS:
                         limit_price = current_price
                         submit_limit_sell(symbol, partial_qty, limit_price)
                     else:
                         submit_market_sell(symbol, partial_qty)
+                else:
+                    submit_buy_to_cover(symbol, partial_qty)
                 
                 logger.info(f"🎯  Target 1 ({PROFIT_TARGET_1}R) - 50% out @ ${current_price:.2f}")
                 
@@ -1482,13 +1651,16 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
     
     if profit_in_r >= PROFIT_TARGET_2:
         remaining_qty = current_position_qty(symbol)
-        debug_print(f"Target 2 ({PROFIT_TARGET_2}R) hit, exiting {remaining_qty} shares")
+        debug_print(f"Target 2 ({PROFIT_TARGET_2}R) hit, exiting {abs(remaining_qty)} shares")
-        if remaining_qty > 0:
+        if remaining_qty != 0:
+            if position_type == 'long':
                 if USE_LIMIT_ORDERS:
                     limit_price = current_price
                     submit_limit_sell(symbol, remaining_qty, limit_price)
                 else:
                     submit_market_sell(symbol, remaining_qty)
+            else:
+                submit_buy_to_cover(symbol, abs(remaining_qty))
             
             logger.info(f"🎯🎯  Target 2 ({PROFIT_TARGET_2}R) - Full exit @ ${current_price:.2f}")
             return True
@@ -1589,22 +1761,38 @@ def main():
         while True:
             debug_print("=== NEW MAIN LOOP ITERATION ===")
             try:
-                current_date = datetime.now().date()
+                current_date = datetime.now(EASTERN).date()
                 if last_reset_date != current_date:
                     trades_today = 0
                     last_reset_date = current_date
                     logger.info(f"📅  New day: {current_date}")
                     debug_print(f"New day: {current_date}, resetting counters")
                     
-                    if hasattr(scale_out_profit_taking, 'target_1_hit'):
+                    try:
-                        delattr(scale_out_profit_taking, 'target_1_hit')
+
+                    
+                        delattr(scale_out_profit_taking, "target_1_hit")
+
+                    
+                    except AttributeError:
+
+                    
+                        pass
                         debug_print("Reset target_1_hit attribute")
-                    if hasattr(atr_based_trailing_stop, 'trailing_stop'):
+                    try:
-                        delattr(atr_based_trailing_stop, 'trailing_stop')
+
+                        delattr(atr_based_trailing_stop, "trailing_stop")
+
+                    except AttributeError:
+
+                        pass
                         debug_print("Reset trailing_stop attribute")
+                    if hasattr(main, 'peak_equity'):
+                        delattr(main, 'peak_equity')
+                        debug_print("Reset peak_equity attribute")
                 
                 if should_skip_trading_day():
-                    day_name = datetime.now().strftime("%A")
+                    day_name = datetime.now(EASTERN).strftime("%A")
                     logger.info(f"📅  Skipping {day_name} - monitoring mode")
                     debug_print(f"Skipping trading today ({day_name})")
                     time.sleep(3600)
@@ -1638,8 +1826,9 @@ def main():
                 sma_200_trend = check_200_sma_filter(SYMBOL)
                 logger.info(f"📈  200 SMA: {sma_200_trend.upper()}")
                 
-                logger.info(f"⚙️  Config: {SYMBOL}, Risk={RISK_PER_TRADE:.2%}, Trades={trades_today}/{MAX_TRADES_PER_DAY}")
+                short_status = "ON" if ENABLE_SHORT_SELLING else "OFF"
-                debug_print(f"Config: SYMBOL={SYMBOL}, RISK={RISK_PER_TRADE:.2%}, TRADES={trades_today}/{MAX_TRADES_PER_DAY}")
+                logger.info(f"⚙️  Config: {SYMBOL}, Risk={RISK_PER_TRADE:.2%}, Trades={trades_today}/{MAX_TRADES_PER_DAY}, Shorts={short_status}")
+                debug_print(f"Config: SYMBOL={SYMBOL}, RISK={RISK_PER_TRADE:.2%}, TRADES={trades_today}/{MAX_TRADES_PER_DAY}, SHORT_SELLING={ENABLE_SHORT_SELLING}")
                 
                 trade_count = 0
                 entry_price = 0
@@ -1664,14 +1853,20 @@ def main():
                         time.sleep(60)
                         continue
                     
-                    if datetime.now().date() != current_date:
+                    if datetime.now(EASTERN).date() != current_date:
                         logger.info("📅  Day changed - resetting")
                         debug_print("Day changed, exiting session loop")
                         break
                     
                     current_equity = fetch_equity()
-                    drawdown = (opening_equity - current_equity) / opening_equity
+                    
-                    debug_print(f"Drawdown check: opening=${opening_equity:.2f}, current=${current_equity:.2f}, drawdown={drawdown:.2%}")
+                    if not hasattr(main, 'peak_equity'):
+                        main.peak_equity = opening_equity
+                    if current_equity > main.peak_equity:
+                        main.peak_equity = current_equity
+                    
+                    drawdown = (main.peak_equity - current_equity) / main.peak_equity
+                    debug_print(f"Drawdown check: peak=${main.peak_equity:.2f}, current=${current_equity:.2f}, drawdown={drawdown:.2%}")
                     
                     if drawdown > MAX_DRAWDOWN:
                         logger.error(f"💸  Max drawdown: {drawdown:.2%}")
@@ -1699,20 +1894,33 @@ def main():
                         debug_print(f"Managing active position: type={position_type}, entry=${entry_price:.2f}")
                         
                         if entry_time:
-                            time_in_trade = (datetime.now() - entry_time).total_seconds()
+                            time_in_trade = (datetime.now(EASTERN) - entry_time).total_seconds()
                             debug_print(f"Time in trade: {time_in_trade:.0f}s (max: {MAX_HOLD_TIME}s)")
                             if time_in_trade > MAX_HOLD_TIME:
                                 logger.info(f"⏰  Max hold time ({MAX_HOLD_TIME//60} min)")
                                 debug_print(f"Max hold time exceeded, closing position")
                                 qty = current_position_qty(SYMBOL)
-                                if qty > 0:
+                                if qty != 0:
+                                    if position_type == 'long':
                                         submit_market_sell(SYMBOL, qty)
+                                    else:
+                                        submit_buy_to_cover(SYMBOL, abs(qty))
                                     position_active = False
                                     trade_count += 1
-                                    if hasattr(scale_out_profit_taking, 'target_1_hit'):
+                                    try:
-                                        delattr(scale_out_profit_taking, 'target_1_hit')
+
-                                    if hasattr(atr_based_trailing_stop, 'trailing_stop'):
+                                        delattr(scale_out_profit_taking, "target_1_hit")
-                                        delattr(atr_based_trailing_stop, 'trailing_stop')
+
+                                    except AttributeError:
+
+                                        pass
+                                    try:
+
+                                        delattr(atr_based_trailing_stop, "trailing_stop")
+
+                                    except AttributeError:
+
+                                        pass
                                     debug_print(f"Sleeping {seconds_to_human_readable(POLL_INTERVAL)} after exit")
                                     time.sleep(POLL_INTERVAL)
                                     continue
@@ -1721,30 +1929,56 @@ def main():
                             remaining_qty = current_position_qty(SYMBOL)
                             if remaining_qty == 0:
                                 position_active = False
+                                if position_type == 'long':
                                     trade_pnl = (current_price - entry_price) * 100
+                                else:
+                                    trade_pnl = (entry_price - current_price) * 100
                                 total_pnl += trade_pnl
                                 logger.info(f"✅  Position closed (PnL: ${trade_pnl:.2f})")
                                 debug_print(f"Position fully closed, PnL: ${trade_pnl:.2f}")
-                                if hasattr(scale_out_profit_taking, 'target_1_hit'):
+                                try:
-                                    delattr(scale_out_profit_taking, 'target_1_hit')
+
-                                if hasattr(atr_based_trailing_stop, 'trailing_stop'):
+                                    delattr(scale_out_profit_taking, "target_1_hit")
-                                    delattr(atr_based_trailing_stop, 'trailing_stop')
+
+                                except AttributeError:
+
+                                    pass
+                                try:
+
+                                    delattr(atr_based_trailing_stop, "trailing_stop")
+
+                                except AttributeError:
+
+                                    pass
                                 debug_print(f"Sleeping {seconds_to_human_readable(POLL_INTERVAL)} after exit")
                                 time.sleep(POLL_INTERVAL)
                                 continue
                         
                         if atr_based_trailing_stop(SYMBOL, entry_price, current_price, stop_loss, position_type):
                             qty = current_position_qty(SYMBOL)
-                            if qty > 0:
+                            if qty != 0:
+                                if position_type == 'long':
                                     submit_market_sell(SYMBOL, qty)
+                                else:
+                                    submit_buy_to_cover(SYMBOL, abs(qty))
                                 position_active = False
                                 trade_count += 1
                                 logger.info(f"🛑  Stop hit")
                                 debug_print("Stop hit, position closed")
-                                if hasattr(scale_out_profit_taking, 'target_1_hit'):
+                                try:
-                                    delattr(scale_out_profit_taking, 'target_1_hit')
+
-                                if hasattr(atr_based_trailing_stop, 'trailing_stop'):
+                                    delattr(scale_out_profit_taking, "target_1_hit")
-                                    delattr(atr_based_trailing_stop, 'trailing_stop')
+
+                                except AttributeError:
+
+                                    pass
+                                try:
+
+                                    delattr(atr_based_trailing_stop, "trailing_stop")
+
+                                except AttributeError:
+
+                                    pass
                                 debug_print(f"Sleeping {seconds_to_human_readable(POLL_INTERVAL)} after exit")
                                 time.sleep(POLL_INTERVAL)
                                 continue
@@ -1755,7 +1989,11 @@ def main():
                         time.sleep(POLL_INTERVAL)
                         continue
                     
-                    signal, strength, signal_stop_loss = advanced_signal_generator(SYMBOL)
+                    signal, strength, signal_stop_loss, signal_position_type = advanced_signal_generator(SYMBOL)
+                    
+                    if signal == 'sell' and not ENABLE_SHORT_SELLING:
+                        debug_print("Short selling disabled, ignoring sell signal")
+                        signal = None
                     
                     bars = get_recent_bars(SYMBOL, 50)
                     if bars is not None:
@@ -1770,24 +2008,32 @@ def main():
                         position_size = calculate_position_size(current_equity, signal_stop_loss, current_price, regime)
                         
                         if buying_power >= position_size:
-                            if USE_LIMIT_ORDERS and signal == 'buy':
+                            execution_price = False
+                            if signal == 'buy':
+                                if USE_LIMIT_ORDERS:
                                     bid, ask = get_bid_ask(SYMBOL)
                                     limit_price = bid
                                     execution_price = submit_limit_buy(SYMBOL, position_size, limit_price)
                                 else:
                                     execution_price = submit_market_buy(SYMBOL, position_size)
+                            elif signal == 'sell':
+                                if USE_LIMIT_ORDERS:
+                                    bid, ask = get_bid_ask(SYMBOL)
+                                    limit_price = ask
+                                    execution_price = submit_limit_short_sell(SYMBOL, position_size, limit_price)
+                                else:
+                                    execution_price = submit_short_sell(SYMBOL, position_size)
                             
                             if execution_price:
                                 trade_count += 1
                                 trades_today += 1
                                 entry_price = execution_price
-                                entry_time = datetime.now()
+                                entry_time = datetime.now(EASTERN)
                                 stop_loss = signal_stop_loss
                                 position_active = True
                                 position_type = 'long' if signal == 'buy' else 'short'
                                 
                                 risk_amount = abs(entry_price - stop_loss) / entry_price
-                                logger.info(f"✅  {signal.upper()} executed")
                                 logger.info(f"    Entry=${entry_price:.2f}, Stop=${stop_loss:.2f}, Risk={risk_amount:.2%}")
                                 logger.info(f"    Regime={regime}, Strength={strength:.2f}, Trade #{trade_count} ({trades_today}/{MAX_TRADES_PER_DAY})")
                                 
@@ -1801,9 +2047,22 @@ def main():
                     
                     position_status = f"{position_type.upper()}" if position_active else "FLAT"
                     try:
-                        current_time = clock.timestamp.strftime("%I:%M:%S %p")
+
+                        ts = clock.timestamp
+
+                        if ts.tzinfo is None:
+
+                            ts = EASTERN.localize(ts)
+
+                        else:
+
+                            ts = ts.astimezone(EASTERN)
+
+                        current_time = ts.strftime("%I:%M:%S %p ET")
+
                     except:
-                        current_time = datetime.now().strftime("%I:%M:%S %p")
+
+                        current_time = datetime.now(EASTERN).strftime("%I:%M:%S %p ET")
                     
                     hourly_trend = check_multiframe_confluence(SYMBOL)
                     
@@ -1853,3 +2112,4 @@ def main():
 
 if __name__ == "__main__":
     main()
+