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🎯 ICT Trading System - Consolidated Codebase

High-precision trading system combining daily bias prediction with ICT concepts for premium session alerts.

QUICK START

Get Today's Daily Biases (30 seconds):

python scripts/daily_bias_logger.py
# or for full probability vectors:
python scripts/show_probabilities.py

Start Premium Engine (2 minutes):

python start_premium_system.py
# Choose: 1=Engine Only, 2=Web Dashboard, 3=Quick Bias Check

🏗️ SYSTEM ARCHITECTURE

1. Daily Bias Predictor

  • Models: Enhanced Random Forest (80%+ accuracy)
  • Output: BULLISH/BEARISH/CHOPPY for SPY, QQQ, IWM
  • Features: 16 engineered features (gaps, ranges, volume, etc.)

2. ICT Signal Generator

  • Concepts: Volume surges, liquidity sweeps, session analysis
  • Entry Quality: Multi-timeframe confirmation
  • Risk Management: 2:1+ risk/reward ratios

3. Premium Alert System

  • Session: 9:30 AM - 12:00 PM EST only
  • Quality: Max 3 alerts per symbol per day
  • Standards: 80%+ confidence, 2x+ volume surge required

📁 CORE FILES

├── start_premium_system.py          # 🚀 MAIN LAUNCHER
├── scripts/
│   ├── realtime_trading_engine_premium.py  # Main engine
│   ├── daily_bias_logger.py               # Daily predictions  
│   ├── run_premium_engine.py              # Engine launcher
│   ├── setup_alpaca_config.py             # API setup
│   ├── start_dashboard.py                 # Web dashboard
│   └── show_probabilities.py              # Quick bias checker
├── models/                          # Daily bias models
├── models/advanced/                 # ICT models  
└── web_dashboard/                   # Live dashboard

🔧 ADVANCED FEATURES

Model Training & Backtesting

  • advanced_model_training.py - Train ICT-based models
  • backtest_advanced_models.py - Backtest advanced strategies
  • backtest_daily_bias.py - Validate daily bias accuracy

Performance Tracking

  • trial_period_tracker.py - Track real trading performance
  • realtime_signal_backtest.py - Live signal validation

📊 SYSTEM FLOW

  1. Pre-Market → Daily bias prediction for all symbols
  2. 9:30 AM EST → Premium session monitoring begins
  3. Real-time → ICT pattern detection + volume analysis
  4. High-Quality Signals → 80%+ confidence alerts only
  5. 12:00 PM EST → Session ends, performance tracking

🎯 KEY METRICS

  • Daily Bias Accuracy: 80%+ (validated)
  • Alert Quality: Max 3 per symbol/day
  • Session Focus: 9:30-12:00 EST (premium liquidity)
  • Risk Management: 2:1+ reward/risk minimum
  • Volume Filter: 2x+ surge required

⚙️ SETUP

1. Install Dependencies

pip install -r requirements.txt

2. Configure Alpaca API

python scripts/setup_alpaca_config.py

3. Validate System (Optional)

python scripts/system_check.py

4. Start System

python start_premium_system.py

📈 MODELS USED

Daily Bias Models (models/)

  • Enhanced Random Forest (primary)
  • XGBoost (secondary)
  • Logistic Regression (backup)

ICT Models (models/advanced/)

  • Swing Filter (real vs fake moves)
  • Entry Timing (optimal entry detection)
  • Profit Target (dynamic target calculation)

🌐 WEB DASHBOARD

Access live performance at: http://localhost:5000

python scripts/start_dashboard.py

Note: This is a consolidated, production-ready codebase focused on the core ICT trading methodology. All redundant/experimental files have been removed for clarity.

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