- Add fetch_total_deposits() with hourly local cache (deposit_cache.json)
- Use deposit total as capital base for accurate total return calculation
- Add --no-session-persistence to claude CLI subprocess calls
- Show both total return (deposit-based) and change rate (cost-based) in reports
- Update portfolio summary with Total Return line
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- TAKE_PROFIT_PCT 5% → 15% (risk/reward 5:1 vs 3% stop-loss)
- SELL signal now requires ≥2 confirmations (was 1)
- Add 1h trend filter: hold if 1h still bullish even if 5m shows sell
- Sync cost_tracking.json and stop_orders.json after balance refresh
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- config.py: Add HTF_TIMEFRAME (1h) and HTF_CANDLE_LIMIT (50)
- data_fetcher.py: Fetch both 5m and 1h candles per symbol
- indicators.py: Add ADX, StochRSI, OBV+slope, CMF to 5m indicators;
new functions for HTF indicators, pivot points, and their summaries
- main.py: Wire up HTF data flow (1h indicators + pivots → LLM summary)
- llm_analyzer.py: Rewrite prompt with MTF filter (1h trend alignment),
require 2+ confirmations for BUY, confidence scoring guide
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Includes: Bitfinex API integration, technical indicators,
LLM signal generation, risk management, Slack notifications.
Recent fixes:
- SELL orders use position value instead of total balance
- SELL signals always close full position
- Failed orders added to rejected list for Slack reporting
- Position/exposure limits auto-cap to remaining room
- BUY order minimum raised to 10% of portfolio
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
