Commit Graph
60 Commits
Author SHA1 Message Date
justin 28e86358b2 fix: add requests.exceptions to backoff retries and default PDT_RULE to true 2026-02-19 11:28:53 -07:00
justin d5154d0bcc Update README.md 2026-02-19 11:24:12 -07:00
justin a91e220eb8 fix: move PDT startup log after class definitions to prevent NameError 2026-02-19 11:21:14 -07:00
justin 0f6c563177 feat: add PDT rolling 5-day window tracking with CSV persistence 2026-02-19 11:19:11 -07:00
justin 357bcaee67 fix: retry on requests ConnectionError in AlpacaClient 2026-02-19 09:05:02 -07:00
justin b4a645cf01 refactor: replace position check error with friendly 'No open positions found' message 2026-02-12 09:42:21 -07:00
justin e21bf3c8dd Add 200 SMA filter implementation and optimize config for 15Min bars 2026-02-09 14:39:38 -07:00
justin bf3d13d47f Update config to 15Min bars with optimized parameters for better signal quality 2026-02-09 14:26:26 -07:00
justin bcf591c940 Remove duplicate regime detection to improve performance 2026-02-09 14:11:26 -07:00
justin 6411a469ea Format sleep duration in debug log to use human-readable format 2026-02-09 14:06:01 -07:00
justin d0a9dda698 Fix datetime comparison in log_daily_performance by converting to date objects 2026-02-09 14:03:11 -07:00
justin b4d44d144e Fix datetime comparison in log_daily_performance by converting to date objects 2026-02-09 14:02:40 -07:00
justin 41ecc4cb4c Fix datetime parsing in log_trade to handle ISO8601 format 2026-02-09 12:28:19 -07:00
justin 7ef9e0c648 Fix UnboundLocalError by initializing regime variable before use 2026-02-09 11:49:02 -07:00
justin ab1f98d7ad Fix datetime parsing in log_missed_signal to handle ISO8601 format 2026-02-09 11:46:57 -07:00
justin 94a9a02962 Fix missing return statement in calculate_position_size 2026-02-09 08:55:38 -07:00
justin 30847aa237 Update config.json 2026-02-08 13:36:18 -07:00
justin fe28c82379 feat(strategy): add Opening Range + Fair Value Gap (OR-FVG) execution logic 2026-02-08 13:23:21 -07:00
justin 23c6c5dafd Fix ISO8601 timestamp parsing in indicator logging 2026-02-05 11:04:33 -07:00
justin f9815012e9 Update DEFAULT_CONFIG to paper margin optimized settings 2026-02-05 10:53:03 -07:00
justin b99a4e7689 Fix undefined qty variable in target 2 trade logging 2026-02-05 10:40:53 -07:00
justin a84725c575 Fix missing trade logging for profit targets, max hold time, and EOD closes 2026-02-05 10:37:13 -07:00
justin d90ad33961 Add CSV tracking for trades, signals, performance, and indicators 2026-02-05 10:13:46 -07:00
justin 4d73fa3549 Rename session CSV file 2026-02-05 10:05:11 -07:00
justin d07a62a3df Add session state persistence to CSV for restart recovery 2026-02-05 10:02:59 -07:00
justin c0ba4f25b6 Improve volume filter debug message with actual values and threshold 2026-02-05 09:55:09 -07:00
justin a35e6b6d8e Remove redundant loss.replace, add constants for magic numbers, document threading safety 2026-02-04 16:54:13 -07:00
justin 6c878c4e63 Fix duplicate return, add defensive null checks for bid/ask prices, and protect PnL calculation 2026-02-04 16:47:03 -07:00
justin e615473d22 Replace print statements with proper logging for consistent log file output 2026-02-04 16:36:16 -07:00
justin e210dc7a4a Use returned position_type from signal generator instead of recalculating 2026-02-04 16:33:57 -07:00
justin 55f3e59d0b Fix scale out for small positions and add exception handling to order placement 2026-02-04 16:31:50 -07:00
justin 122f719b8d Add error logging for failed order execution to diagnose rejections 2026-02-04 16:27:14 -07:00
justin 3bad01c2f3 Add MACD confirmation requirement to range regime signals for consistency 2026-02-04 16:21:40 -07:00
justin 3d435a1357 Set strict quality filters for 1 trade/day strategy - sniper mode 2026-02-04 16:19:46 -07:00
justin b64dc50ece Remove redundant short selling block and restore sell execution logic 2026-02-04 16:05:13 -07:00
justin 2d3ff2a58f Add smart account detection - auto-block short selling for live accounts under 25k 2026-02-04 16:02:50 -07:00
justin f3827914df Fix variable definition order - move cash account config vars before API validation 2026-02-04 15:50:48 -07:00
justin b29b74587a Add cash account support with T+1 settlement tracking and disable short selling by default 2026-02-04 15:47:43 -07:00
justin 1ce7da39fc Update README.md 2026-02-04 14:33:15 -07:00
justin c720ff389d Fix SSL retry logic, add order timeouts, validate position sizes, fix array bounds in crossover detection 2026-02-04 14:25:27 -07:00
justin 8c90ff4328 Fixed division by zero vulnerabilities and improved API return value handling 2026-02-04 12:37:37 -07:00
justin 028cdf2933 Fixed ATR division by zero, replaced hard-coded sleep with dynamic market open calculation, removed unused dependencies 2026-02-04 10:56:06 -07:00
justin 8fe44df1c0 Replace function attributes with PositionState class and remove delattr calls 2026-02-04 10:43:19 -07:00
justin 0a943754a3 Fixed signal logic bugs: changed if to elif for mutually exclusive signals, added RSI_SELL_MIN condition, fixed crossover boundary checks 2026-02-04 10:22:07 -07:00
justin efdbcd0899 Fix critical bugs: RSI division by zero, API price validation, order timeout, and crossover race condition 2026-02-04 10:06:38 -07:00
justin 91d9ed2e64 Ignore Python cache files 2026-02-02 15:07:05 -07:00
justin 5a004bc1a6 Add .env to gitignore 2026-02-02 15:05:48 -07:00
justin 3b4c9f9819 Update DEFAULT_CONFIG to production-ready settings 2026-02-02 14:53:02 -07:00
justin 4dbd7b31ff Update DEFAULT_CONFIG to production-ready settings 2026-02-02 14:50:48 -07:00
justin bf4a0f3ca3 Reset crossover flags at start of each trading session 2026-02-02 14:40:31 -07:00