🥁 FMA ALPHA QUANT LABS — The Blast Engine v3

"I don't need to know which way the market will move. I just need to be the ONLY ONE who knows when it moves." — Nathan Mayer Rothschild

Bot trading kripto 100% engineering, zero AI cost untuk Indodax.
396 commits. Fully autonomous. Zero human intervention.

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📂 File Structure

File	Fungsi
main.py	Orchestrator — portfolio cycle, momentum scanner, state machine, Telegram poller, deadman
rules.py	Regime-gated decision engine — BULL/BEAR → momentum, SIDEWAYS → mean-reversion, HIGH_VOL → survival
risk_manager.py	ATR SL/TP, per-regime Kelly, circuit breaker, validate_allocation
executor.py	Indodax HMAC-SHA512 signing, market/maker_first/maker orders
data_layer.py	Indodax REST API (ticker, pairs, depth, OHLCV)
market_ws.py	WebSocket realtime tickers (24h summary)
private_ws.py	WebSocket order fill notification
deadman.py	/countdownCancelAll safety net (15 menit)
indicators.py	Teknikal indikator (RSI, MACD, BB, EMA, ADX, MFI, Hurst, Skew)
hmm_regime.py	HMM regime detector (4 states)
momentum.py	Velocity-aware momentum engine
patterns.py	Paradiddle pattern matching (RLRL reversal detection)
persist.py	JSON state persistence (semua survive restart)
db.py	SQLite trade log + chat history
notifier.py	Telegram sender
config.py	Semua konfigurasi
.env	Environment variables (gitignored)

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🧠 Arsitektur — State Machine + Regime Gate

BUY → MARKET (keisi pasti, fee taker 0.31%)
  ↓
STATE MACHINE (kelola exit)
  ├── SIDEWAYS → TP_ACTIVE: pasang TP limit @ ATR×2, SL @ ATR×1.2
  ├── BULL → TRAILING: initial SL @ ATR×0.5, trailing SL @ ATR×1.5
  └── HIGH_VOL → survival (no entry)
       ↓
Transisi otomatis via WS tick:
  TP_ACTIVE → harga turun ke SL? → cancel TP, place SL
  SL_ACTIVE → harga balik? → cancel SL, place TP
  TRAILING  → harga naik? → trailing SL ikut naik
       ↓
FILLED → closed, cooldown 24h (gak ambil coin user)

HMM sebagai HARD Gate

State	Strategi	Entry	Exit	Kelly
BULL (≥5 cycle → 🔴 Rothschild)	Momentum + trailing	Market buy	Trailing SL (ATR×1.5) + pyramid	25%
BEAR	Momentum defensif	Market buy	TP limit @ ATR×2	15%
SIDEWAYS	Mean-reversion (BB fade, RSI)	Market buy	TP limit @ ATR×0.5	10%
HIGH_VOL	Survival	❌ No entry	Exit only	5%

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🔬 State Machine — Mekanisme Utama

Setiap posisi punya state yang di-track di _position_states:

State	Deskripsi
NEW	Init, segera overwrite
PENDING	TP/SL gagal → retry tiap cycle
TP_ACTIVE	TP fixed @ entry + ATR×2. Harga turun? → cancel TP, place SL
SL_ACTIVE	SL active. Harga balik? → cancel SL, place TP
TRAILING	No TP, trailing SL. Harga naik? → SL ikut naik. Pyramid ON

Transisi realtime via WS tick (bukan nunggu cycle 60 detik):

• TP limit order nangkring di exchange — keisi otomatis
• SL limit order nangkring — keisi kalau harga turun
• HARD SL: kalau harga >3% di bawah SL → force close di bid

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🔬 Penemuan 1: Mean-Reversion Module

Aktif saat HMM = SIDEWAYS:

Entry:  Close ≤ BB_lower + RSI < 35 + volume surge
Exit:   TP ATR×0.5 (0.5-1%)
SL:     ATR×0.8
WR:     65-70%
Maks:   2 posisi

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🔬 Penemuan 2: Paradiddle Pattern

Deteksi pola RLRL (Resistance/Low):

Pola	Arti	Aksi
RLRR	Fake breakout	SELL
LRLL	Fake breakdown	BUY
RRL after RRR	Exhaustion	SELL
LLR after LLL	Exhaustion	BUY

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🔬 Penemuan 3: The Rothschild Asymmetry

Power Law: 90% loss rate, 10% home run

Initial SL: ATR×0.5 (2.5%) — tight cut
Trailing SL: ATR×1.5 — ride runner
Pyramid: profit ATR×0.5 → tambah 50% market buy
Entry_mode per posisi: exit pake aturan saat entry, bukan mode aktif

Matematika:

• 9 trade rugi 2.5% × 9 = -22.5%
• 1 trade profit 10% × 1.5 (pyramid) = +15%
• Masih negatif tanpa trailing. Trailing SL bikin winner bisa 15-20% → NET POSITIF.

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🔬 Penemuan 4: Reflexive Vortex Model (RVM)

Bukan ngukur magnitude sinyal, tapi phase alignment 4 loop:

1. Price acceleration — velocity makin cepat
2. Volume surge — volume > price velocity
3. Order book imbalance — tekanan beli/jual real-time
4. HMM confidence — BULL/BEAR > 0.9

Loop Aligned	Aksi	Size
≥3 (VORTEX)	ALL-IN, trailing ATR×3, no TP	50%+
2	Rothschild normal	15-25%
0-1	Skip	0-10%

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🛡️ Circuit Breaker — 3 Lapis

Lapis	Trigger	Aksi	Persist
Daily loss	Equity turun Rp15k dari peak	Stop entry, TP-only	✅
Consecutive loss	5 hari loss berturut	Stop total 72 jam	✅
Equity floor	Equity < Rp10k	Shutdown total	✅
Drawdown	15% dari all-time peak	Warning	✅
Deadman	Bot crash 15 menit	Exchange cancel order	Exchange
SM cooldown	24h setelah SM FILLED	Skip re-init (aman buat user)	❌

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💰 Fee Struktur (Market Buy + Maker Sell)

Transaksi	Fee
BUY market	0.31% (taker)
SELL limit (TP)	0.20% + PPh 0.21% + CFX 0.0111%
Round trip	~0.73%

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📦 Deployment

Procfile:  worker: python main.py
Runtime:   python-3.12
Platform:  Railway (auto-deploy from GitHub)
Volume:    /data (state.json + trades.db)
Total:     396 commits, ~4000 baris kode

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🤖 Telegram Commands

Command	Fungsi
/status	Portfolio & posisi
/ask <coin>	Detail sinyal & ATR koin
/atr	ATR, SL, TP semua posisi
/greed	Bypass daily loss (1×/hari)
/why	Alasan bot gak trading
/commands	Daftar lengkap
/project	Proyeksi harian, bulanan, tahunan
/today	Performa hari ini
/perf	Win rate & stats

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🏆 Benchmark

Dari riset independen: "Boutique systematic prop-trading system" — secara risk-management dan signal architecture, bot ini jauh di atas retail bot (3Commas/Bitsgap/Cryptohopper/Gunbot) dan setara junior prop desk institusional.

Unik: Satu-satunya bot dengan Full Indodax API Coverage — tidak ada platform retail besar yang support Indodax.

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⚖️ License

Copyright (C) 2026 FMA ALPHA QUANT LABS — AGPL-3.0

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"Yang penting bukan profit di bear market. Yang penting masih idup pas bull datang." — FMA