Update tg message for synthapi

src/Managing.Application/Bots/TradingBot.cs

@@ -334,12 +334,18 @@ public class TradingBot : Bot, ITradingBot
         if (Config.IsForWatchingOnly || (ExecutionCount < 1 && !Config.IsForBacktest))
             signal.Status = SignalStatus.Expired;
 
-        var signalText = $"{Config.ScenarioName} trigger a signal. Signal told you " +
-                         $"to {signal.Direction} {Config.Ticker} on {Config.Timeframe}. The confidence in this signal is {signal.Confidence}. Identifier : {signal.Identifier}";
+        var indicatorNames = Indicators.Select(i => i.Type.ToString()).ToList();
+        var signalText = $"🎯 **New Trading Signal**\n\n" +
+                         $"📊 **Signal Details:**\n" +
+                         $"📈 Action: `{signal.Direction}` {Config.Ticker}\n" +
+                         $"⏰ Timeframe: `{Config.Timeframe}`\n" +
+                         $"🎯 Confidence: `{signal.Confidence}`\n" +
+                         $"🔍 Indicators: `{string.Join(", ", indicatorNames)}`\n" +
+                         $"🆔 Signal ID: `{signal.Identifier}`";
 
 
         // Apply Synth-based signal filtering if enabled
-        if (Config.UseSynthApi)
+        if (Config.UseSynthApi || !Config.IsForBacktest)
         {
             var currentPrice = Config.IsForBacktest
                 ? OptimizedCandles.Last().Close
@@ -352,16 +358,41 @@ public class TradingBot : Bot, ITradingBot
                 signalValidationResult.Confidence == Confidence.Low ||
                 signalValidationResult.IsBlocked)
             {
-                signal.Status = SignalStatus.Expired;
-                await LogInformation(
-                    $"🚫 **Synth Signal Filter** - Signal {signal.Identifier} blocked by Synth risk assessment. Context : {signalValidationResult.ValidationContext}");
-                return;
+                // TODO : remove this when Synth is stable
+                // signal.Status = SignalStatus.Expired;
+                signalText += $"\n\n🚫 *Synth Signal Filter*\n" +
+                             $"Signal `{signal.Identifier}` blocked by Synth risk assessment\n\n" +
+                             $"📊 *Risk Analysis Details*\n" +
+                             $"SL Probability: `{signalValidationResult.StopLossProbability:P2}`\n" +
+                             $"TP Probability: `{signalValidationResult.TakeProfitProbability:P2}`\n" +
+                             $"TP/SL Ratio: `{signalValidationResult.TpSlRatio:F2}x`\n" +
+                             $"Win/Loss: `{signalValidationResult.WinLossRatio:F2}:1`\n" +
+                             $"Expected Value: `${signalValidationResult.ExpectedMonetaryValue:F2}`\n" +
+                             $"Expected Utility: `{signalValidationResult.ExpectedUtility:F4}`\n" +
+                             $"Kelly Criterion: `{signalValidationResult.KellyFraction:P2}`\n" +
+                             $"Kelly Capped: `{signalValidationResult.KellyCappedFraction:P2}`\n" +
+                             $"Risk Assessment: `{signalValidationResult.GetUtilityRiskAssessment()}`\n" +
+                             $"Time Horizon: `{signalValidationResult.TimeHorizonSeconds / 3600:F1}h`\n\n" +
+                             $"📋 *Context*\n`{signalValidationResult.ValidationContext}`";
+                
             }
             else
             {
                 signal.SetConfidence(signalValidationResult.Confidence);
-                signalText +=
-                    $" and Synth risk assessment passed. Context : {signalValidationResult.ValidationContext}";
+                signalText += $"\n\n✅ *Synth Risk Assessment Passed*\n" +
+                             $"Confidence: `{signalValidationResult.Confidence}`\n\n" +
+                             $"📊 *Risk Analysis Details*\n" +
+                             $"SL Probability: `{signalValidationResult.StopLossProbability:P2}`\n" +
+                             $"TP Probability: `{signalValidationResult.TakeProfitProbability:P2}`\n" +
+                             $"TP/SL Ratio: `{signalValidationResult.TpSlRatio:F2}x`\n" +
+                             $"Win/Loss: `{signalValidationResult.WinLossRatio:F2}:1`\n" +
+                             $"Expected Value: `${signalValidationResult.ExpectedMonetaryValue:F2}`\n" +
+                             $"Expected Utility: `{signalValidationResult.ExpectedUtility:F4}`\n" +
+                             $"Kelly Criterion: `{signalValidationResult.KellyFraction:P2}`\n" +
+                             $"Kelly Capped: `{signalValidationResult.KellyCappedFraction:P2}`\n" +
+                             $"Risk Assessment: `{signalValidationResult.GetUtilityRiskAssessment()}`\n" +
+                             $"Time Horizon: `{signalValidationResult.TimeHorizonSeconds / 3600:F1}h`\n\n" +
+                             $"📋 *Context*\n`{signalValidationResult.ValidationContext}`";
             }
         }
 
@@ -1316,19 +1347,22 @@ public class TradingBot : Bot, ITradingBot
         // Calculate closing fee based on the actual executed trade's price and quantity
         if (position.StopLoss?.Status == TradeStatus.Filled)
         {
-            var stopLossPositionSizeUsd = (position.StopLoss.Price * position.StopLoss.Quantity) * position.StopLoss.Leverage;
+            var stopLossPositionSizeUsd =
+                (position.StopLoss.Price * position.StopLoss.Quantity) * position.StopLoss.Leverage;
             var uiFeeClose = stopLossPositionSizeUsd * uiFeeRate; // Fee paid on closing via StopLoss
             fees += uiFeeClose;
         }
         else if (position.TakeProfit1?.Status == TradeStatus.Filled)
         {
-            var takeProfit1PositionSizeUsd = (position.TakeProfit1.Price * position.TakeProfit1.Quantity) * position.TakeProfit1.Leverage;
+            var takeProfit1PositionSizeUsd = (position.TakeProfit1.Price * position.TakeProfit1.Quantity) *
+                                             position.TakeProfit1.Leverage;
             var uiFeeClose = takeProfit1PositionSizeUsd * uiFeeRate; // Fee paid on closing via TakeProfit1
             fees += uiFeeClose;
         }
         else if (position.TakeProfit2?.Status == TradeStatus.Filled)
         {
-            var takeProfit2PositionSizeUsd = (position.TakeProfit2.Price * position.TakeProfit2.Quantity) * position.TakeProfit2.Leverage;
+            var takeProfit2PositionSizeUsd = (position.TakeProfit2.Price * position.TakeProfit2.Quantity) *
+                                             position.TakeProfit2.Leverage;
             var uiFeeClose = takeProfit2PositionSizeUsd * uiFeeRate; // Fee paid on closing via TakeProfit2
             fees += uiFeeClose;
         }

src/Managing.Domain/Scenarios/ScenarioHelpers.cs

@@ -183,7 +183,7 @@ public static class ScenarioHelpers
             IndicatorType.EmaCross => SignalType.Signal,
             IndicatorType.DualEmaCross => SignalType.Signal,
             IndicatorType.ThreeWhiteSoldiers => SignalType.Signal,
-            IndicatorType.SuperTrend => SignalType.Signal,
+            IndicatorType.SuperTrend => SignalType.Trend,
             IndicatorType.ChandelierExit => SignalType.Signal,
             IndicatorType.EmaTrend => SignalType.Trend,
             IndicatorType.Composite => SignalType.Signal,

src/Managing.Domain/Shared/Helpers/TradingBox.cs

@@ -58,7 +58,7 @@ public static class TradingBox
     public static Signal GetSignal(HashSet<Candle> newCandles, HashSet<IIndicator> strategies,
         HashSet<Signal> previousSignal, IndicatorComboConfig config, int? loopbackPeriod = 1)
     {
-        var signalOnCandles = new HashSet<Signal>();
+        var signalOnCandles = new List<Signal>();
         var limitedCandles = newCandles.ToList().TakeLast(600).ToList();
 
         foreach (var strategy in strategies)
@@ -141,6 +141,8 @@ public static class TradingBox
             return signalOnCandles.Single();
         }
 
+        signalOnCandles = signalOnCandles.OrderBy(s => s.Date).ToHashSet();
+
         // Check if all strategies produced signals - this is required for composite signals
         var strategyNames = strategies.Select(s => s.Name).ToHashSet();
         var signalIndicatorNames = signalOnCandles.Select(s => s.IndicatorName).ToHashSet();

src/Managing.Domain/Strategies/Signals/MacdCrossIndicator.cs

@@ -38,15 +38,21 @@ public class MacdCrossIndicator : Indicator
             var previousCandle = macdCandle[0];
             foreach (var currentCandle in macdCandle.Skip(1))
             {
-                if (previousCandle.Histogram > 0 && currentCandle.Histogram < 0 && currentCandle.Macd < 0)
+                // Only trigger signals when Signal line is outside -100 to 100 range (extreme conditions)
+                if (currentCandle.Signal < -200 || currentCandle.Signal > 200)
+                {
+                    // Check for MACD line crossing below Signal line (bearish cross)
+                    if (previousCandle.Macd > previousCandle.Signal && currentCandle.Macd < currentCandle.Signal)
                     {
                         AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
                     }
 
-                if (previousCandle.Histogram < 0 && currentCandle.Histogram > 0 && currentCandle.Macd > 0)
+                    // Check for MACD line crossing above Signal line (bullish cross)
+                    if (previousCandle.Macd < previousCandle.Signal && currentCandle.Macd > currentCandle.Signal)
                     {
                         AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
                     }
+                }
 
                 previousCandle = currentCandle;
             }
@@ -84,7 +90,8 @@ public class MacdCrossIndicator : Indicator
                     Ticker = candle.Ticker,
                     Exchange = candle.Exchange,
                     Macd = currentMacd.Macd.Value,
-                    Histogram = currentMacd.Histogram.Value
+                    Histogram = currentMacd.Histogram.Value,
+                    Signal = currentMacd.Signal.Value
                 });
             }
         }

src/Managing.Domain/Strategies/Signals/SuperTrendIndicator.cs

@@ -38,17 +38,26 @@ public class SuperTrendIndicator : Indicator
             var previousCandle = superTrendCandle[0];
             foreach (var currentCandle in superTrendCandle.Skip(1))
             {
-                // Short
-                if (currentCandle.Close < previousCandle.SuperTrend && previousCandle.Close > previousCandle.SuperTrend)
-                {
-                    AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
-                }
+                // // Short
+                // if (currentCandle.Close < previousCandle.SuperTrend && previousCandle.Close > previousCandle.SuperTrend)
+                // {
+                //     AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
+                // }
+                //
+                // // Long
+                // if (currentCandle.Close > previousCandle.SuperTrend && previousCandle.Close < previousCandle.SuperTrend)
+                // {
+                //     AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
+                // }
 
-                // Long
-                if (currentCandle.Close > previousCandle.SuperTrend && previousCandle.Close < previousCandle.SuperTrend)
+                if (currentCandle.SuperTrend < currentCandle.Close)
                 {
                     AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
                 }
+                else if (currentCandle.SuperTrend > currentCandle.Close)
+                {
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
+                }
 
                 previousCandle = currentCandle;
             }