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feat: add configurable SMA window for trend confirmation #13

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Binary file modified __pycache__/strategy.cpython-314.pyc
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Binary file modified __pycache__/trader.cpython-314.pyc
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13 changes: 10 additions & 3 deletions app.py
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Original file line number Diff line number Diff line change
Expand Up @@ -69,6 +69,13 @@ def main() -> None:
index = 2,
)

st.markdown("### SMA Window")
sma_window = st.selectbox(
"SMA Window",
[5,10,20,50],
index = 0,
)

# ── Trading Mode ──────────────────────────────────
st.markdown("---")
st.markdown('<div class="sidebar-header">TRADING MODE</div>', unsafe_allow_html=True)
Expand Down Expand Up @@ -127,7 +134,7 @@ def main() -> None:
return

with st.spinner("Analyzing data..."):
signals, charts, errors, trades, stats = _analyze_cached(tuple(symbols),target_percent,stop_percent,orb_window)
signals, charts, errors, trades, stats = _analyze_cached(tuple(symbols),target_percent,stop_percent,orb_window,sma_window)

frame = signals_to_frame(signals)
if frame.empty:
Expand Down Expand Up @@ -367,8 +374,8 @@ def _render_backtest_tab() -> None:


@st.cache_data(ttl=CACHE_TTL_SECONDS, show_spinner=False)
def _analyze_cached(symbols: tuple[str, ...],target_percent,stop_percent,orb_window):
return analyze_symbols(list(symbols),target_percent,stop_percent,orb_window)
def _analyze_cached(symbols: tuple[str, ...],target_percent,stop_percent,orb_window,sma_window):
return analyze_symbols(list(symbols),target_percent,stop_percent,orb_window,sma_window)


@st.cache_data(ttl=300, show_spinner=False)
Expand Down
32 changes: 24 additions & 8 deletions data/trades.json
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Original file line number Diff line number Diff line change
Expand Up @@ -167,13 +167,13 @@
"target": 196.33,
"stop_loss": 202.33,
"entry_timestamp": "2026-06-10T19:55:00",
"current_price": 200.34,
"status": "OPEN",
"exit_price": null,
"exit_timestamp": null,
"exit_reason": null,
"pnl": 0.0,
"pnl_percent": 0.0
"current_price": 194.62,
"status": "CLOSED",
"exit_price": 194.62,
"exit_timestamp": "2026-07-02T19:55:00",
"exit_reason": "TARGET",
"pnl": 5.72,
"pnl_percent": 2.86
},
{
"id": "4c8c72c174cb",
Expand All @@ -199,7 +199,23 @@
"target": 278.45,
"stop_loss": 283.83,
"entry_timestamp": "2026-06-29T19:55:00",
"current_price": 281.63,
"current_price": 308.22,
"status": "CLOSED",
"exit_price": 308.22,
"exit_timestamp": "2026-07-02T19:55:00",
"exit_reason": "STOP_LOSS",
"pnl": -26.59,
"pnl_percent": -9.44
},
{
"id": "11a98ecb47fb",
"symbol": "AAPL",
"side": "BUY",
"entry_price": 308.22,
"target": 311.3,
"stop_loss": 306.68,
"entry_timestamp": "2026-07-02T19:55:00",
"current_price": 308.22,
"status": "OPEN",
"exit_price": null,
"exit_timestamp": null,
Expand Down
12 changes: 12 additions & 0 deletions logs/trades.csv
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Expand Up @@ -202,3 +202,15 @@ timestamp,symbol,signal,entry_price,target,stop_loss,last_price,reason
2026-06-29T19:55:00,AAPL,SELL,281.63,278.45,283.83,281.63,Price broke below opening range low with volume confirmation
2026-06-29T19:55:00,AAPL,SELL,281.63,278.17,284.33,281.63,Price broke below opening range low with volume confirmation
2026-06-29T19:55:00,AAPL,SELL,281.63,278.17,284.33,281.63,Price broke below opening range low with volume confirmation
2026-06-29T19:55:00,AAPL,SELL,281.63,276.28,283.04,281.63,Price broke below opening range low with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
2026-07-02T19:55:00,AAPL,BUY,308.22,311.3,306.68,308.22,Price broke above opening range high with volume confirmation
9 changes: 5 additions & 4 deletions strategy.py
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Original file line number Diff line number Diff line change
Expand Up @@ -26,7 +26,7 @@ class TradeSignal:
reason: str


def calculate_orb_signal(symbol: str, data: pd.DataFrame, timestamp: str, target_percent: float, stop_percent: float, orb_window: int) -> TradeSignal:
def calculate_orb_signal(symbol: str, data: pd.DataFrame, timestamp: str, target_percent: float, stop_percent: float, orb_window: int,sma_window: int) -> TradeSignal:
if data.empty:
return _hold(symbol, timestamp, "No data available")

Expand Down Expand Up @@ -58,7 +58,7 @@ def calculate_orb_signal(symbol: str, data: pd.DataFrame, timestamp: str, target
current_volume = float(signal_candle["Volume"])
average_volume = float(clean_data["Volume"].iloc[:-1].mean()) if len(clean_data) > 1 else 0.0
volume_confirmed = average_volume > 0 and current_volume > average_volume
sma = _trend_sma(clean_data)
sma = _trend_sma(clean_data,sma_window)
buy_trend = last_price > sma
sell_trend = last_price < sma
breakout_buffer = max(range_high * BREAKOUT_BUFFER_PERCENT, 0.01)
Expand Down Expand Up @@ -176,11 +176,12 @@ def _opening_range_window(data: pd.DataFrame, orb_window: int) -> pd.DataFrame:
return opening_range


def _trend_sma(data: pd.DataFrame) -> float:
def _trend_sma(data: pd.DataFrame, sma_window: int) -> float:
close = data["Close"].dropna()
print(f"SMA Window: {sma_window} minutes")
if close.empty:
return 0.0
window = min(SMA_WINDOW, len(close))
window = min(sma_window, len(close))
return float(close.tail(window).mean())


Expand Down
3 changes: 2 additions & 1 deletion trader.py
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Original file line number Diff line number Diff line change
Expand Up @@ -37,6 +37,7 @@ def analyze_symbols(
target_percent: float,
stop_percent: float,
orb_window: int,
sma_window: int,
) -> tuple[list[TradeSignal], dict[str, pd.DataFrame], dict[str, str], pd.DataFrame, dict[str, float]]:
configure_logging()
signals: list[TradeSignal] = []
Expand All @@ -52,7 +53,7 @@ def analyze_symbols(
if result.error:
errors[result.symbol or symbol] = result.error

signal = calculate_orb_signal(result.symbol or symbol, result.data, timestamp, target_percent, stop_percent,orb_window)
signal = calculate_orb_signal(result.symbol or symbol, result.data, timestamp, target_percent, stop_percent,orb_window,sma_window)
signals.append(signal)

if not result.data.empty:
Expand Down