Alfa Capital Lab

Pair	Cluster	Session Filter	TF Stack	Karakteristik Utama
XAUUSD Gold · Commodity	XAU	AsiaLondonNY	H4→H1→M15	Asia: accumulation · London: trap setup · NY: trending
NAS100 Nasdaq · US Index	US Index	NY Only	H4→H1→M15	Liquidity peak NY open · volume tipis di luar NY
US500 S&P 500 · US Index	US Index	NY Only	H4→H1→M15	Korelasi tinggi NAS100 · broader market sentiment
GBPUSD Cable · FX Major	GBP Cluster	AsiaLondonNY	H4→H1→M15	Peak volatility London open · GBP event sensitive
GBPJPY Geppy · FX Cross	GBP Cluster	AsiaLondonNY	H4→H1→M15	Volatilitas tinggi · peak London + London/NY overlap

Phase 2

Strategy Codification

Translate edge → explicit binary rules · Rulebook V1 Locked

Output

Rulebook V1

Objective: Menterjemahkan cara berpikir trader menjadi if-then rules yang rigid, tidak ambigu, dan dapat dikodekan. Setiap rule bersifat binary — kondisi terpenuhi atau tidak. Tidak ada grey area. Rulebook V1 adalah kontrak antara Chief Trader dan sistem.

Core Strategy Framework

Layer 1 — Primary

Supply & Demand · SnR

Zone formation criteria terdefinisi

Valid vs broken vs mitigated zone

Fresh zone vs tested zone

Zone strength scoring

Layer 2 — Enhancement

SMC / ICT Model

Market structure shift confirmation

Order block identification rules

Fair value gap (FVG) criteria

Liquidity sweep detection

Layer 3+4 — Filter & Bias

Session · Timing · H4→H1→M15

Per-pair session filter

High-impact news exclusion window

H4: macro bias · H1: zone · M15: entry

Min RR 1:2 hardcoded

Rulebook V1 — 8 Core Rules (Locked)

Rule ID	Rule Name	Binary Definition	Status
R.01	Bias Confirmation	H4 candle close di atas/bawah structure terakhir → bias bullish/bearish. Ranging jika tidak ada clear break. Entry hanya searah bias H4. Kontra-bias = no trade, zero exception.	✓ Locked
R.02	Zone Validity	Zone valid: terbentuk dari impulse candle, belum ditembus >50%, memiliki clear origin candle. Zone 3× tested = lower priority.	✓ Locked
R.03	Entry Trigger	M15: rejection signal (pin bar / engulfing / BOS minor) di area zone H1 valid dengan bias H4 aligned. Semua 3 kondisi wajib terpenuhi. Satu kondisi tidak terpenuhi = no entry.	✓ Locked
R.04	Stop Loss Placement	SL di luar zone + buffer: 5–10 pip (FX) / 0.5–1.0 point (indeks/gold). SL maksimal 2% modal per trade. SL melebihi 2% = skip trade.	✓ Locked
R.05	Take Profit Target	TP1 di 1:2 RR (50% close). TP2 di next major structure/zone opposite (50% remaining). Min RR untuk entry: 1:2. RR di bawah 1:2 = skip entry.	✓ Locked
R.06	News Filter	No new entry 30 menit sebelum dan 60 menit sesudah high-impact news untuk pair relevan. Trade open: pertahankan atau manual close sebelum news.	✓ Locked
R.07	Session Filter	Entry hanya dalam session yang valid per pair (lihat Universe table). XAUUSD: Asia/London/NY. NAS100 & US500: NY only. GBP pairs: Asia/London/NY. Entry di luar session = invalid.	✓ Locked
R.08	Zone Test Count	Zone yang telah ditest 3× atau lebih diklasifikasikan sebagai degraded — masih tradeable tapi konfirmasi SMC tambahan wajib. Zone 4× tested = invalid. Track test count per zone di database.	✓ Locked

Database Schema — strategy.*

strategy.rules 8 rules

rule_code, rule_name, definition

is_binary, rule_category

created_by, is_shared

rulebook_version (fork-able)

strategy.rule_parameters 27 params

param_key, param_value

user_id (override per user)

pair, timeframe scoped

strategy.zones / setups

zones — Phase 3 detection fill

setups — all_rules_met computed

backtest_runs — tracking

Phase 2 Exit Gate — G.01–G.05

✅G.01 — 8 core rules terdefinisi binary, nol ambiguitas

✅G.02 — Per-pair specifics dikonfirmasi Chief Trader

✅G.03 — schema strategy.* dieksekusi & verified di PostgreSQL

✅G.04 — Rulebook V1 tersimpan sebagai dokumen final

✅G.05 — Chief Trader konfirmasi rules mencerminkan cara trading sesungguhnya

Platform

Alfa Capital Platform

Internal SaaS · Manual Rule Setup · Backtest Runner · Results Dashboard

Output

Live Platform

Objective: Membangun rumah digital tempat seluruh pipeline ACL berjalan — dari rule configuration, backtest execution, result visualization, sampai live signal monitoring. Platform ini bukan untuk publik — dirancang untuk internal use Chief Trader & trading team. Mulai dari internal tool yang solid, skalabel ke multi-user setelah Phase 3 selesai.

Tech Stack — Full Architecture

Frontend

Next.js 14+App RouterFramework utama

Tailwind CSSUtility-firstStyling

shadcn/uiRadixUI components

Recharts / D3Chart libData visualisasi

ZustandState mgmtGlobal state

Backend

FastAPIPythonAPI layer utama

SQLAlchemyORMDB connector

Pydantic v2ValidationSchema & types

CeleryQueueAsync backtest jobs

JWT / OAuth2AuthAuthentication

Infrastructure

ArenHost cPanelSharedFrontend hosting

PostgreSQLthejourn_acl_rndPrimary DB

SupabaseFree tierAuth & cloud DB

MT5 Python BridgeLaptopLive data feed

Perl ForwarderPort 8443DB tunnel cPanel

Dev Tools & Phase 4

DBeaverSQL clientDB management

VS CodeIDEDevelopment

Git / GitHubVersion ctrlSource code

Dedicated LaptopPhase 424/7 live server

VPS UpgradePost-profitSetelah live proven

Platform Pages — Complete Sitemap

Auth & Access

Foundation — semua user wajib melewati ini

/login

/register

/forgot-password

Authentication Pages

Login dengan email/password. Register untuk user baru (invite-only). Reset password via email. JWT token management. Session timeout 8 jam.

Auth

Dashboard & Overview

Landing page setelah login

/dashboard

Main Dashboard

Overview status seluruh sistem: database health, last backtest run, active rulebook version, 5 pair status cards (latest signal/no-signal), upcoming high-impact news dalam 24 jam, recent activity log.

All Phases

Data Management · Phase 1 Layer

Monitor, verify, dan update data historis

/data/overview

Data Overview

Summary: total candles per pair per TF, date range coverage, last updated. Gap detection alerts. Database size & health metrics. Quick action: trigger data refresh.

Phase 1

/data/ohlcv

OHLCV Explorer

Table view candle data dengan filter: pair, timeframe, date range. Search & export. Inline chart preview. Flag indicator (PRE_NEWS / POST_NEWS). Missing candle detection & report.

Phase 1

/data/calendar

Economic Calendar

Tampilkan semua high-impact events: NFP, CPI, FOMC, BOE, dll. Filter by currency (USD/GBP/JPY) dan date range. Impact color coding. Actual vs forecast comparison. News flag coverage statistics.

Phase 1

/data/sessions

Session Box Manager

View & verify session High/Low records: Asia, London, NY, Overlap per pair per hari. Chart overlay: session box visualisasi. Range pip statistics per session per pair.

Phase 1

Strategy & Rulebook · Phase 2 Layer

Configure, manage, dan version-control rulebook

/strategy/rulebook

Rulebook Manager

View semua rules aktif (R.01–R.08). Edit parameters per rule. Version control: fork rulebook untuk testing variant. Diff view antara versions. Lock/unlock rule untuk backtest. Chief Trader approval flow.

Phase 2

/strategy/rules/[id]

Rule Detail Page

Detail satu rule: definisi binary, parameters, per-pair overrides, backtest performance history untuk rule ini. Toggle rule aktif/nonaktif. Audit log: siapa yang ubah apa dan kapan.

Phase 2

/strategy/parameters

Parameter Config

Configure semua 27 default parameters. Per-pair override: misal buffer SL berbeda untuk XAUUSD vs GBPUSD. Preview impact sebelum save. Reset to default option. JSON export/import.

Phase 2

/strategy/zones

Zone Library

View semua supply & demand zones yang terdeteksi (Phase 3 fill). Filter by pair, TF, validity status, test count. Zone strength scoring visualisasi. Mark zone manually. Zone lifecycle tracking: fresh → tested → degraded → invalid.

Phase 2

Backtest Engine · Phase 3 Layer

Run, monitor, dan analyze backtest results

/backtest/new

New Backtest Run

Configure backtest: pilih pair(s), session(s), date range (in-sample / out-of-sample), rulebook version, market condition filter (trending/ranging/high-vol). Preview estimated trades sebelum run. Submit ke queue.

Phase 3

/backtest/runs

Run History

List semua backtest runs: status (queued/running/done/failed), parameters, duration, total trades. Filter & sort. Quick stats: win rate, profit factor, max DD per run. Click untuk detail lengkap.

Phase 3

/backtest/runs/[id]

Backtest Detail

Full result: equity curve chart, trade-by-trade log, win rate per pair per session per condition, monthly breakdown, drawdown chart, profit factor. Walk Forward Analysis result. Monte Carlo survival rate. Gate status: LOCKED atau REJECTED per combination.

Phase 3

/backtest/compare

Run Comparison

Side-by-side comparison 2–4 backtest runs. Metric table: win rate, PF, max DD, avg RR, sample size per combination. Highlight perbedaan signifikan. Export comparison report sebagai PDF.

Phase 3

/backtest/matrix

Validation Matrix

Heat map: pair × session × condition. Warna: merah (REJECTED) → kuning (borderline) → hijau (LOCKED). Click cell untuk drill-down. Filter by threshold. Export matrix sebagai gambar/CSV. Gate summary: berapa kombinasi LOCKED dari total.

Phase 3

Analytics & Reporting

Deep insights dari seluruh data & backtest

/analytics/performance

Performance Analytics

Performance breakdown: per pair, per session, per year, per day-of-week, per market condition. Identify kombinasi terbaik dan terburuk. Correlation analysis antar pairs. Seasonal pattern detection.

Phase 3

/analytics/risk

Risk Analytics

Max drawdown timeline. Consecutive losses analysis. Monte Carlo percentile bands (5th, 25th, 50th, 75th, 95th). Stress test results: 3× spread scenario, black swan periods. Risk-adjusted return metrics.

Phase 3

/analytics/reports

Report Generator

Generate & export comprehensive reports: Phase 3 Validation Report (PDF), Rulebook Snapshot (PDF/HTML), Backtest Summary per pair. Schedule auto-report. Share link dengan expiry.

All

Settings & Administration

System config & user management

/settings/profile

User Profile

Edit nama, email, timezone setting (display only — DB tetap UTC). Change password. API key management untuk external integrations.

All

/settings/system

System Settings

Database connection status & health. Perl forwarder status monitor. FRED API key management. MT5 bridge connection status. Cron job monitor (auto-restart forwarder). Notification settings (email alert untuk backtest complete / system down).

Admin

/settings/users

User Management

Invite & manage trading team members. Role assignment: Chief Trader (full access) / Analyst (read + run) / Viewer (read only). Revoke access. Activity log per user.

Admin

/settings/audit

Audit Log

Seluruh perubahan sistem: rule edits, parameter changes, backtest runs, user actions. Filter by user, action type, date. Export audit trail. Immutable log — tidak bisa dihapus.

Admin

Platform Build Sequence — Milestone Order

M.01

Project Setup & Auth Foundation

Init Next.js project, FastAPI skeleton, PostgreSQL connection, Supabase auth setup, JWT middleware, login/register pages.

Next.jsFastAPISupabase AuthFirst

Start Here

M.02

Dashboard & Data Layer Pages

Main dashboard, OHLCV explorer, economic calendar viewer, session box manager. Connect ke existing Phase 1 database.

Phase 1 dataRead-only UICharts

Core

M.03

Strategy & Rulebook Module

Rulebook manager, rule detail, parameter config. Read & edit existing Rulebook V1. Version control & fork functionality.

Phase 2 dataCRUD rulesVersioning

Core

M.04

Backtest Engine Integration

New backtest form, job queue (Celery), progress tracking, result storage. Phase 3 engine backend ditulis di sini.

Phase 3 coreCelery queueEngine build

Required

M.05

Result Dashboard & Validation Matrix

Equity curve, trade log, validation matrix heatmap, comparison tool, gate status (LOCKED/REJECTED). Full analytics suite.

Phase 3 outputRechartsPDF export

Required

M.06

Settings, Admin & Audit Layer

User management, system health monitor, Perl forwarder status, audit log, notification system. Production-hardening.

AdminMonitoringHardening

Optional/Last

Phase 3

Backtest & Validation

Uji setiap kombinasi pair × strategi × session × kondisi secara statistik

Output

Locked Pairs

Objective: Menjalankan Rulebook V1 terhadap 10 tahun data historis. Output bukan sekadar win rate — melainkan per pair, per session, per kondisi, sehingga dapat diidentifikasi kombinasi mana yang truly robust dan mana yang kebetulan profitable. Platform adalah interface tempat ini semua berjalan dan divisualisasikan.

Backtest Matrix — Kombinasi yang Diuji

Pair Universe

5 Pairs

XAUUSD · NAS100 · US500 · GBPUSD · GBPJPY

Session Variants

3 Sessions

Asia · London · NY (per pair sesuai filter)

Market Condition

3 Regimes

Trending · Ranging · High-Volatility (news)

Strategy Variants

SnD + SMC

Pure SnD · SnD+SMC · SnD+Session filter

Data Period

10 Tahun

In-sample 7Y + Out-of-sample 3Y

Min Sample Size

≥ 200

Trade per kombinasi untuk validitas statistik

Validation Threshold — Minimum Gate Lolos

Win Rate

≥ 50%

Minimum acceptable

Profit Factor

≥ 1.5

Gross profit / gross loss

Max Drawdown

≤ 10%

Dari peak equity

RR Average

≥ 1:2

Per trade average

Sample Size

≥ 200

Trades per kombinasi

Konsistensi

Per Year

Tidak ada tahun negatif

Advanced Validation

V3.1

Walk Forward Analysis

In-sample 7Y untuk optimize, out-of-sample 3Y untuk validate. Degradasi >30% = FAIL. Strategi bagus di in-sample saja = overfitted.

In-sample: 7YOut-of-sample: 3YDegradasi >30% = FAIL

CORE

V3.2

Monte Carlo Simulation

1,000 simulasi dengan randomisasi urutan trade. Survival rate ≥ 95%. Menguji apakah profitabilitas bergantung keberuntungan urutan atau sistematis robust.

1,000 runsSurvival rate ≥ 95%

REQUIRED

V3.3

Stress Test — Extreme Conditions

3× spread, high slippage, black swan periods (COVID Mar 2020, SVB Mar 2023, dsb). Strategi harus survive — bukan profit — di kondisi ini.

3× spread scenarioBlack swan period

REQUIRED

Final Gate — Lock Decision

✓ LOCKED

Semua threshold terpenuhi. Walk forward valid. Monte Carlo ≥ 95%. Siap masuk Phase 4 Live Execution.

✗ REJECTED

Satu atau lebih threshold tidak terpenuhi. Kembali ke Phase 2 revisi rules — bukan dipaksakan lanjut.

Data Foundation

Strategy Codification

Alfa Capital Platform

Backtest & Validation

Live Execution & Automation