README.md - AI-Enhanced Multi-Strategy Crypto Trading Bot V6.0
An advanced cryptocurrency trading bot featuring 6 technical strategies, AI/ML-driven predictions, and adaptive risk management. It analyzes the TOP 100 Binance pairs, synchronizes multi-timeframe signals, and dynamically allocates capital based on confidence tiers.
TABLE OF CONTENTS
Description
Features
Architecture
Strategies
Exit Management
AI/ML Components
Installation
Configuration
Execution
Monitoring
Risk Management
Limitations
FAQ
License
DESCRIPTION
This bot is a professional-grade trading system with the following characteristics:
6 Independent Strategies: Wyckoff, VSA, SMC, Ichimoku, Volume Profile, and Multi-TF.
3 Timeframes: 4h, 8h, and 12h (optimized for swing trading).
AI/ML Predictions: Market regime detection, price movement forecasting, and confidence calibration.
Tier-Based Position Sizing: High/Medium/Low confidence tiers (60%/30%/10% allocation).
Daily Rebalancing: Dynamic capital allocation based on historical performance.
4 Exit Strategies: Breakeven, Dynamic Take Profit, Trailing Stop, and Reverse Signal Exit.
Persistence: Automatic state saving and crash recovery protocols.
Philosophy: "Survive first, grow consistently later."
FEATURES
MARKET ANALYSIS
Tactical Analysis: Wyckoff, VSA, SMC, Ichimoku, Volume Profile, Multi-TF.
Timeframe Synergy: 4h (Entry), 8h (Trend), 12h (Regime).
Multi-Timeframe Alignment: Signal confluence across all TFs.
On-Chain Sentiment: Funding rates, open interest, and liquidation data.
AI Forecasting: Expected returns and confidence scoring per trade.
Regime Detection: Ranging / Uptrend / Downtrend / High Vol / Low Vol.
EXIT MANAGEMENT (PROFIT PROTECTION)
Stop Loss (SL): Immediate execution, fixed % (1-2% based on tier).
Take Profit (TP): Immediate execution, fixed % (2-4% based on tier).
Trailing Stop: Activated @ +1% profit, 1.5x ATR, trails price extremes.
Breakeven: Activated @ +1.5% profit, moves SL to entry price.
Dynamic TP: Activated @ +2% profit, moves TP by +1.5% for every +2% gain.
Reverse Signal: Activated @ >0.5% profit, closes position on opposite consensus.
Emergency Mode: Manual or automated, immediate closure of all positions with >2% profit.
RISK MANAGEMENT
Portfolio Heat: If >80%, new positions are blocked.
Side Saturation: If >20 positions on one side, same-direction trades are blocked.
Position Cap: Single position capped at <10% of tier allocation.
Tier Allocation: 5-70% range with daily performance-based rebalancing.
Correlation Check: Long/Short balance validation.
AI/ML COMPONENTS
Regime Classifier: RandomForest-based market state detection.
Price Predictor: GradientBoosting for short-term price movement forecasting.
Signal Calibrator: XGBoost to adjust signal strength (0.3x - 1.7x).
Confidence Calibrator: XGBoost for realistic probability estimation.
Strategy Weighting: Adaptive weighting based on historical win rates.
Coin Preference Scoring: Historical performance-based asset prioritization.
ARCHITECTURE
text
crypto_bot_ai/
│
├── AdvancedMultiStrategyBotAI.py # CORE BOT LOGIC
├── requirements.txt # Dependencies
├── signals_queue.json # JSON outputs (for frontend/dashboard)
├── bot_state_ai.pkl # Persistent state (balances, positions)
│
├── ai_models/ # Trained ML models
│ ├── regime_classifier.pkl
│ ├── price_predictor.pkl
│ ├── signal_calibrator.pkl
│ └── confidence_calibrator.pkl
│
├── logs/ # Detailed log files
│ └── trading_bot_ai_*.log
│
└── README.md # This file
Při použití kódu buďte obezřetní.
DATA FLOW
START: Load state, check for emergency closures.
SCAN (60min): Process 100 pairs, 3 TFs, and 6 strategies.
ANALYZE: AI Predictions, Regime Detection, Sentiment, Consensus.
ENTRY: Determine Tier, Calculate Size, Set SL/TP, Execute Order.
MONITOR (30s): Trailing Stop, Breakeven, Dynamic TP updates.
RE-SCAN (60min): Check for Reverse Signal exit conditions.
EXIT: SL/TP / Trailing / Breakeven / Reverse / Emergency.
PERSIST (30s): Save state and performance metadata.
STRATEGIES
1. WYCKOFF STRATEGY
Detects accumulation and distribution phases.
Spring: Support break followed by a rapid recovery.
Upthrust: Resistance break followed by a rapid rejection.
Pullback Entry: Entries following confirmed Spring/Upthrust phases.
2. VSA (VOLUME SPREAD ANALYSIS)
Analyzes the relationship between volume and price spread.
No Supply: Low volume, narrow spread, price drop = end of selling pressure.
No Demand: Low volume, narrow spread, price rise = end of buying pressure.
3. SMART MONEY CONCEPTS (SMC)
Identifies institutional order blocks and liquidity grabs.
Bullish OB: Strong bullish move supported by high volume.
Bearish OB: Strong bearish move supported by high volume.
4. ICHIMOKU CLOUD
A comprehensive trend-following system.
Kumo Breakout: Price breaking through the cloud.
TK Cross: Tenkan-sen / Kijun-sen crossovers (Golden/Death cross).
5. VOLUME PROFILE POC
Point of Control (POC) analysis.
Value Area Breakout: Breakouts supported by high volume.
POC Retest: Price bouncing off the Point of Control.
6. MULTI-TIMEFRAME ALIGNMENT
Trend alignment across multiple durations.
EMA Alignment: 9 > 21 > 50 sequence for bullish, inverse for bearish.
Trend Strength: ADX > 20 confirmation.
INSTALLATION
PREREQUISITES
Python 3.8+
Binance Account (Spot API)
Minimum 1GB RAM
10GB Disk space (for historical data & logs)
DEPENDENCIES
Create a requirements.txt with:
text
ccxt>=4.0.0
pandas>=1.5.0
numpy>=1.23.0
scikit-learn>=1.2.0
xgboost>=1.7.0
joblib>=1.2.0
scipy>=1.9.0
requests>=2.28.0
Při použití kódu buďte obezřetní.
SETUP PROCESS
Clone the Repository:
bash
git clone https://github.com/yourusername/crypto-bot-ai.git
cd crypto-bot-ai
Při použití kódu buďte obezřetní.
Create Virtual Environment:
bash
python -m venv venv
source venv/bin/activate # Linux/Mac
# venv\Scripts\activate # Windows
Při použití kódu buďte obezřetní.
Install Dependencies:
bash
pip install -r requirements.txt
Při použití kódu buďte obezřetní.
Install TA-Lib (Recommended):
Follow platform-specific instructions for TA-Lib.
