diff --git a/.kno/chunk_review.txt b/.kno/chunk_review.txt new file mode 100644 index 0000000..e27c0d8 --- /dev/null +++ b/.kno/chunk_review.txt @@ -0,0 +1,57 @@ + +=== File: README.md === + +-- Chunk 1 -- +// /app/repos/repo_3/repos/repo_0/repos/repo_0/README.md:1-19 +# VSVTrend Strategy + +**VSVTrend** is an advanced Pine Script strategy for TradingView, designed to maximize trade accuracy using adaptive indicators, a Supertrend filter, visual on/off toggle, and AI/ML-based false signal detection. + +## Key Features: +- Adaptive Stop Loss / Take Profit system +- Supertrend filter (toggleable) +- Visual on/off toggle button on the chart +- Full backtesting functionality +- AI/ML module for identifying potential false signals +- Works on all timeframes + +## Purpose +The goal is to create a perfect "alpha indicator" strategy, freely available and open to community suggestions for continuous improvement. + +## Project Structure +- `VSVTrend.pine` – main strategy code +- `data/sample_tradelog.csv` – trade log for model training +- `ml/model_train.py` – Python script for training ML model + +=== File: VSVTrend.pine === + +-- Chunk 1 -- +// /app/repos/repo_3/repos/repo_0/repos/repo_0/VSVTrend.pine:1-28 +//@version=5 +strategy("VSVTrend Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10) + +// === INPUTS === +show_strategy = input.bool(true, title="Strategy ON/OFF") +use_supertrend = input.bool(true, title="Supertrend filter") +atrPeriod = input.int(10, title="ATR period") +factor = input.float(3.0, title="factor") + +// === SUPER TREND === +[supertrend, direction] = ta.supertrend(factor, atrPeriod) +plot(use_supertrend ? supertrend : na, color=direction ? color.green : color.red, title="Supertrend") + +// === УСЛОВИЯ ЗА ВХОД/ИЗХОД === +longCond = show_strategy and (direction == 1) +shortCond = show_strategy and (direction == -1) + +if (longCond) + strategy.entry("Long", strategy.long) +if (shortCond) + strategy.entry("Short", strategy.short) + +// === TP/SL === +sl = input.float(1.5, title="Стоп Лос (%)") / 100 +tp = input.float(3.0, title="Тейк Профит (%)") / 100 + +strategy.exit("TP/SL Long", from_entry="Long", profit=tp, loss=sl) +strategy.exit("TP/SL Short", from_entry="Short", profit=tp, loss=sl) diff --git a/.kno/embedding_SBERTEmbedding_1746621968384_fd74fd1/3ea18a35-d1b2-4f66-b4d7-0a7b5e7b63af/data_level0.bin b/.kno/embedding_SBERTEmbedding_1746621968384_fd74fd1/3ea18a35-d1b2-4f66-b4d7-0a7b5e7b63af/data_level0.bin new file mode 100644 index 0000000..63466dd Binary files /dev/null and b/.kno/embedding_SBERTEmbedding_1746621968384_fd74fd1/3ea18a35-d1b2-4f66-b4d7-0a7b5e7b63af/data_level0.bin differ diff --git a/.kno/embedding_SBERTEmbedding_1746621968384_fd74fd1/3ea18a35-d1b2-4f66-b4d7-0a7b5e7b63af/header.bin b/.kno/embedding_SBERTEmbedding_1746621968384_fd74fd1/3ea18a35-d1b2-4f66-b4d7-0a7b5e7b63af/header.bin new file mode 100644 index 0000000..074f5b8 Binary files /dev/null and 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b/.kno/embedding_SBERTEmbedding_1746621968384_fd74fd1/chroma.sqlite3 differ diff --git a/SECURITY_AUDIT_Prometheus-beta.md b/SECURITY_AUDIT_Prometheus-beta.md new file mode 100644 index 0000000..31e9798 --- /dev/null +++ b/SECURITY_AUDIT_Prometheus-beta.md @@ -0,0 +1,106 @@ +# VSVTrend Trading Strategy Security and Quality Audit: Comprehensive Vulnerability Assessment + +# Trading Strategy Security & Quality Audit Report + +## Overview +This comprehensive audit examines the VSVTrend trading strategy implemented in Pine Script, identifying potential vulnerabilities, code quality issues, and performance optimization opportunities. + +## Table of Contents +- [Security Vulnerabilities](#security-vulnerabilities) +- [Code Quality Issues](#code-quality-issues) +- [Performance Considerations](#performance-considerations) +- [Severity Summary](#severity-summary) + +## Security Vulnerabilities + +### [1] Input Validation Weakness +_File: VSVTrend.pine, Lines 6-9_ + +```pine +atrPeriod = input.int(10, title="ATR period") +factor = input.float(3.0, title="factor") +``` + +**Issue**: Lack of input range validation exposes the strategy to potential unexpected behavior. + +**Suggested Fix**: +```pine +atrPeriod = input.int(10, minval=1, maxval=100, title="ATR period") +factor = input.float(3.0, minval=1.0, maxval=10.0, title="Factor") +``` + +### [2] Fixed Risk Management +_File: VSVTrend.pine, Lines 22-23_ + +```pine +sl = input.float(1.5, title="Стоп Лос (%)") / 100 +tp = input.float(3.0, title="Тейк Профит (%)") / 100 +``` + +**Issue**: Static Take Profit and Stop Loss percentages create inflexible risk exposure. + +**Suggested Fix**: +```pine +dynamicSL = ta.atr(atrPeriod) * sl // ATR-based stop loss +dynamicTP = ta.atr(atrPeriod) * tp // ATR-based take profit +``` + +## Code Quality Issues + +### [1] Single Indicator Dependency +_File: VSVTrend.pine, Lines 10-12_ + +```pine +longCond = show_strategy and (direction == 1) +shortCond = show_strategy and (direction == -1) +``` + +**Issue**: Exclusive reliance on Supertrend without additional signal confirmation. + +**Suggested Fix**: +```pine +rsiConfirmation = ta.rsi() > 50 // Example additional confirmation +longCond = show_strategy and (direction == 1) and rsiConfirmation +``` + +### [2] Hardcoded Strategy Parameters +_File: VSVTrend.pine, Line 2_ + +```pine +strategy("VSVTrend Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10) +``` + +**Issue**: Fixed equity percentage for position sizing. + +**Suggested Fix**: +```pine +default_qty_value = input.float(10, minval=1, maxval=100, title="Position Size %") +``` + +## Performance Considerations + +### [1] Redundant Calculations +_File: VSVTrend.pine, Lines 10-12_ + +**Issue**: Repeated Supertrend computation causing unnecessary computational overhead. + +**Suggested Fix**: +```pine +var float cachedSupertrend = na +cachedSupertrend := ta.supertrend(factor, atrPeriod) +``` + +## Severity Summary +- Critical Risks: 0 +- High Risks: 2 +- Medium Risks: 3 +- Low Risks: 1 + +## Recommendations +1. Implement robust input validation +2. Create dynamic risk management +3. Add multi-indicator confirmation +4. Enhance error handling +5. Optimize computational efficiency + +**Disclaimer**: This audit provides recommendations to improve the strategy's robustness and reliability. Always thoroughly test changes before deploying in live trading environments. \ No newline at end of file