23h average includes high-volume daytime periods, causing false negatives
at early morning hours. Now compare last 1h candle against the previous
5h local average (same time-of-day context) with 1.2x multiplier.
Also add momentum failure debug logs to show exact reason for rejection.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- strategy: replace daily volume check with 60-min candle volume
(daily volume at 5am is tiny -> BTC/ETH never matched; now uses
last 1h candle vs previous 23h avg × 2)
- trader: log actual KRW net profit and fee on every sell
- trader: skip re-entry +1% block when last trade was a win
(allow re-entry on new trend signal even below last sell price)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- price_history table on Oracle ADB stores prices every 10 minutes
- check_trend(): current price vs N hours ago (default 1h, +3% threshold)
- check_momentum(): unchanged (MA20 + 2x volume still applies)
- Ticker list cached 5 minutes to avoid 429 rate limits
- Collector starts 30s after boot to avoid simultaneous API calls
- Configurable: TREND_HOURS, TREND_MIN_GAIN_PCT in .env
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Strategy C: volatility breakout (Larry Williams K=0.5) AND momentum
(MA20 + 2x volume surge) must both trigger for a buy signal.
Hard rules:
- Trailing stop: sell when price drops -10% from peak
- Max budget: 1,000,000 KRW total, up to 3 positions (333,333 KRW each)
- Scan top 20 KRW tickers by 24h trading volume every 60s
- Monitor positions every 10s
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
