- Add Hurst_simulations.md with detailed performance data from Jan 2025 to Mar 2026 across 1m-1h TFs.
- Enhance backtest_engine.py:
- Add --starting_equity for memory-efficient chunked testing.
- Add Max Drawdown tracking.
- Add --interval override flag.
- Add --brake_period/--brake_interval for safety filter testing.
- Implement Mid-Price calculation (Bid+Ask)/2 for Maker orders to improve fill rates.
- Add separate 'logs/ping_pong_errors.log' for WARNING and ERROR messages.
- Add RotatingFileHandler for error logs (5MB cap, 2 backups).
- Refine 'leverage not modified' (110043) handling from ERROR to INFO.
- Improve order verification with explicit status checks and race condition handling.
- Verify script syntax and update version to 1.8.6.
- Extract strategy logic into a reusable PingPongStrategy class for bot and backtester.
- Create src/strategies/backtest_engine.py for local historical testing using DB data.
- Add BACKTESTING_GUIDE.md with instructions on how to use the new environment.
- Update dashboard to show Net Realized PnL (including fees).
- Verified bot and backtester compatibility with existing Docker setup.
- Implement real-time fee and realized PnL tracking using get_executions.
- Rename 'side' column to 'trade' in CSV log and dashboard (Enter/Exit labels).
- Add automatic CSV header migration (side -> trade).
- Enhance dashboard with session PnL (USD/BTC), total fees, and used leverage.
- Improve signal detection with candle-internal crossover logic.
- Add robust retry mechanism with failure window tracking.
- Sync exchange leverage automatically based on direction.
- Update config with robustness and mode-specific leverage settings.
- Added accountType='UNIFIED' to wallet balance requests
- Updated balance retrieval to support totalWalletBalance for UTA
- Replaced rich.Live with standard logging for better Docker compatibility
- Added PYTHONUNBUFFERED=1 to ensure real-time logs in containers
- Updated docker-compose to point to NAS database (20.20.20.20)
- Created GEMINI.md with comprehensive project context
- Switch simulation to track BTC quantity instead of USD notional only
- Use current candle price for entry/exit quantity and PnL calculations
- Correctly weight average entry price by BTC quantity
- Update chart markers to display total position in format: ( / BTC size)
- Improve equity chart accuracy by accounting for BTC value fluctuations
- Implement position pyramiding and 15% partial profit-taking
- Add mutual exclusion between entry and exit in the same candle
- Optimize simulation to use cached indicator results
- Revert Hurst Bands signal logic to cross-down (dip entry)
- Add safety filter for chart markers to prevent rendering errors
- Add 'Strategy' tab to sidebar for backtesting simulations
- Create strategy-panel.js for Ping-Pong and Accumulation mode simulations
- Refactor all indicators (MA, HTS, RSI, MACD, BB, STOCH, Hurst) to use strict crossover-based signal calculation
- Update chart.js with setSimulationMarkers and clearSimulationMarkers support
- Implement single-entry rule in Ping-Pong simulation mode
- Include visual settings (line width, color, markers) in saved presets
- Change default line width to 1px for indicators
- Update Hurst Bands to use grey markers and custom shapes by default
- Add robust userPresets initialization and error handling in savePreset
- Create signal-markers.js module to calculate crossover markers for indicators
- Add marker configuration options to indicator config panel:
- Show/hide markers toggle
- Buy/sell shape selection (built-in or custom Unicode)
- Buy/sell color pickers
- Integrate markers with lightweight-charts using createSeriesMarkers API
- Markers recalculate when indicators change or historical data loads
