@gbozee/ultimate 0.0.2-145 → 0.0.2-147

package/dist/frontend-index.d.ts

@@ -304,7 +304,12 @@ export type AppConfig = {
 	last_value?: any;
 	entries?: any[];
 	max_quantity?: number;
-	use_kelly?: boolean;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	};
 };
 export type ExtendConfigType = {
 	take_profit?: number;
@@ -321,8 +326,12 @@ export type ExtendConfigType = {
 	kind?: "long" | "short";
 	gap?: number;
 	rr?: number;
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 };
-export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, }: ExtendConfigType): any[] | Signal;
+export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, use_kelly, kelly_confidence_factor, kelly_minimum_risk, kelly_prediction_model, }: ExtendConfigType): any[] | Signal;
 export declare function buildAvg({ _trades, kind, }: {
 	_trades: any[];
 	kind: "long" | "short";
@@ -332,6 +341,10 @@ export declare function get_app_config_and_max_size(config: GlobalConfig, payloa
 	entry: number;
 	stop: number;
 	kind: "long" | "short";
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 }): {
 	app_config: AppConfig;
 	max_size: any;
@@ -351,6 +364,10 @@ export declare function buildAppConfig(config: GlobalConfig, payload: {
 	risk: number;
 	symbol: string;
 	profit?: number;
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 }): AppConfig;
 export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
 	max_size: number;
@@ -823,7 +840,12 @@ export declare class Strategy {
 		rr?: number;
 		max_size?: number;
 		max_quantity?: number;
-		use_kelly?: boolean;
+		kelly?: {
+			use_kelly?: boolean;
+			kelly_confidence_factor?: number;
+			kelly_minimum_risk?: number;
+			kelly_prediction_model?: "exponential" | "normal" | "uniform";
+		};
 	};
 	identifyGapConfig(payload: {
 		factor?: number;

package/dist/frontend-index.js

@@ -10,12 +10,12 @@ function calculateTheoreticalKelly({
     confidence_factor = 0.6,
     volatility_adjustment = true
   } = config;
-  const sorted_prices = kind === "long" ? zone_prices : zone_prices.reverse();
+  const sorted_prices = zone_prices;
   const current_index = sorted_prices.findIndex((price) => price === current_entry);
   if (current_index === -1)
     return 0.02;
-  const win_zones = kind === "long" ? sorted_prices.slice(current_index + 1) : sorted_prices.slice(0, current_index);
-  const lose_zones = kind === "long" ? sorted_prices.slice(0, current_index) : sorted_prices.slice(current_index + 1);
+  const win_zones = kind === "long" ? sorted_prices.filter((price) => price > current_entry) : sorted_prices.filter((price) => price < current_entry);
+  const lose_zones = kind === "long" ? sorted_prices.filter((price) => price < current_entry) : sorted_prices.filter((price) => price > current_entry);
   const { win_probability, avg_win_ratio, avg_loss_ratio } = calculateZoneProbabilities({
     current_entry,
     win_zones,
@@ -1338,7 +1338,11 @@ function buildConfig(app_config, {
   gap,
   rr = 1,
   price_places = "%.1f",
-  decimal_places = "%.3f"
+  decimal_places = "%.3f",
+  use_kelly = false,
+  kelly_confidence_factor = 0.95,
+  kelly_minimum_risk = 0.2,
+  kelly_prediction_model = "exponential"
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -1363,7 +1367,10 @@ function buildConfig(app_config, {
     gap,
     min_profit: min_profit || app_config.min_profit,
     rr: rr || 1,
-    use_kelly: app_config.use_kelly
+    use_kelly: use_kelly || app_config.kelly?.use_kelly,
+    kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
+    kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
+    kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
   };
   const instance = new Signal(config);
   if (raw_instance) {
@@ -1442,7 +1449,11 @@ function get_app_config_and_max_size(config, payload) {
     increase: true,
     gap: app_config.gap,
     price_places: app_config.price_places,
-    decimal_places: app_config.decimal_places
+    decimal_places: app_config.decimal_places,
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   const max_size = initialResult[0]?.avg_size;
   const last_value = initialResult[0];
@@ -1475,13 +1486,23 @@ function buildAppConfig(config, payload) {
   }, {
     entry: payload.entry,
     stop: payload.stop,
-    kind: payload.entry > payload.stop ? "long" : "short"
+    kind: payload.entry > payload.stop ? "long" : "short",
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   app_config.max_size = max_size;
   app_config.entry = payload.entry || app_config.entry;
   app_config.stop = payload.stop || app_config.stop;
   app_config.last_value = last_value;
   app_config.entries = entries;
+  app_config.kelly = {
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
+  };
   return app_config;
 }
 function getOptimumStopAndRisk(app_config, params) {

package/dist/index.cjs

@@ -52882,12 +52882,12 @@ function calculateTheoreticalKelly({
     confidence_factor = 0.6,
     volatility_adjustment = true
   } = config2;
-  const sorted_prices = kind === "long" ? zone_prices : zone_prices.reverse();
+  const sorted_prices = zone_prices;
   const current_index = sorted_prices.findIndex((price) => price === current_entry);
   if (current_index === -1)
     return 0.02;
-  const win_zones = kind === "long" ? sorted_prices.slice(current_index + 1) : sorted_prices.slice(0, current_index);
-  const lose_zones = kind === "long" ? sorted_prices.slice(0, current_index) : sorted_prices.slice(current_index + 1);
+  const win_zones = kind === "long" ? sorted_prices.filter((price) => price > current_entry) : sorted_prices.filter((price) => price < current_entry);
+  const lose_zones = kind === "long" ? sorted_prices.filter((price) => price < current_entry) : sorted_prices.filter((price) => price > current_entry);
   const { win_probability, avg_win_ratio, avg_loss_ratio } = calculateZoneProbabilities({
     current_entry,
     win_zones,
@@ -53736,7 +53736,11 @@ function buildConfig(app_config, {
   gap,
   rr = 1,
   price_places = "%.1f",
-  decimal_places = "%.3f"
+  decimal_places = "%.3f",
+  use_kelly = false,
+  kelly_confidence_factor = 0.95,
+  kelly_minimum_risk = 0.2,
+  kelly_prediction_model = "exponential"
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -53761,7 +53765,10 @@ function buildConfig(app_config, {
     gap,
     min_profit: min_profit || app_config.min_profit,
     rr: rr || 1,
-    use_kelly: app_config.use_kelly
+    use_kelly: use_kelly || app_config.kelly?.use_kelly,
+    kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
+    kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
+    kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -53840,7 +53847,11 @@ function get_app_config_and_max_size(config2, payload) {
     increase: true,
     gap: app_config.gap,
     price_places: app_config.price_places,
-    decimal_places: app_config.decimal_places
+    decimal_places: app_config.decimal_places,
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   const max_size = initialResult[0]?.avg_size;
   const last_value = initialResult[0];
@@ -53873,13 +53884,23 @@ function buildAppConfig(config2, payload) {
   }, {
     entry: payload.entry,
     stop: payload.stop,
-    kind: payload.entry > payload.stop ? "long" : "short"
+    kind: payload.entry > payload.stop ? "long" : "short",
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   app_config.max_size = max_size;
   app_config.entry = payload.entry || app_config.entry;
   app_config.stop = payload.stop || app_config.stop;
   app_config.last_value = last_value;
   app_config.entries = entries;
+  app_config.kelly = {
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
+  };
   return app_config;
 }
 function getOptimumStopAndRisk(app_config, params) {
@@ -58250,7 +58271,7 @@ class ExchangeAccount {
     return app_config;
   }
   async tradeConfig(payload) {
-    const { symbol, kind } = payload;
+    const { symbol, kind, override = {} } = payload;
     const config2 = await this.getPositionConfig({
       symbol,
       kind
@@ -58260,7 +58281,12 @@ class ExchangeAccount {
       stop: config2.stop,
       risk_reward: config2.risk_reward,
       risk: config2.risk,
-      symbol
+      symbol,
+      use_kelly: config2.kelly?.use_kelly,
+      kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
+      kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
+      kelly_prediction_model: config2.kelly?.kelly_prediction_model,
+      ...override
     });
     return app_config;
   }

package/dist/index.d.ts

@@ -72,6 +72,12 @@ export interface ScheduledTrade extends BaseSystemFields {
 	threshold_qty?: number;
 	pause_tp?: boolean;
 	stop_percent?: number;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	};
 }
 export interface AccountStrategy extends BaseSystemFields {
 	account: string;
@@ -1016,7 +1022,12 @@ export declare class Strategy {
 		rr?: number;
 		max_size?: number;
 		max_quantity?: number;
-		use_kelly?: boolean;
+		kelly?: {
+			use_kelly?: boolean;
+			kelly_confidence_factor?: number;
+			kelly_minimum_risk?: number;
+			kelly_prediction_model?: "exponential" | "normal" | "uniform";
+		};
 	};
 	identifyGapConfig(payload: {
 		factor?: number;
@@ -1283,7 +1294,12 @@ export type AppConfig = {
 	last_value?: any;
 	entries?: any[];
 	max_quantity?: number;
-	use_kelly?: boolean;
+	kelly?: {
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
+	};
 };
 export type ExtendConfigType = {
 	take_profit?: number;
@@ -1300,8 +1316,12 @@ export type ExtendConfigType = {
 	kind?: "long" | "short";
 	gap?: number;
 	rr?: number;
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 };
-export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, }: ExtendConfigType): any[] | Signal;
+export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, use_kelly, kelly_confidence_factor, kelly_minimum_risk, kelly_prediction_model, }: ExtendConfigType): any[] | Signal;
 export declare function buildAvg({ _trades, kind, }: {
 	_trades: any[];
 	kind: "long" | "short";
@@ -1311,6 +1331,10 @@ export declare function get_app_config_and_max_size(config: GlobalConfig, payloa
 	entry: number;
 	stop: number;
 	kind: "long" | "short";
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 }): {
 	app_config: AppConfig;
 	max_size: any;
@@ -1330,6 +1354,10 @@ export declare function buildAppConfig(config: GlobalConfig, payload: {
 	risk: number;
 	symbol: string;
 	profit?: number;
+	use_kelly?: boolean;
+	kelly_confidence_factor?: number;
+	kelly_minimum_risk?: number;
+	kelly_prediction_model?: "exponential" | "normal" | "uniform";
 }): AppConfig;
 export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
 	max_size: number;
@@ -1864,10 +1892,15 @@ declare class ExchangeAccount$1 {
 		profit?: number;
 		update_db?: boolean;
 		profit_percent?: number;
+		use_kelly?: boolean;
+		kelly_confidence_factor?: number;
+		kelly_minimum_risk?: number;
+		kelly_prediction_model?: "exponential" | "normal" | "uniform";
 	}): Promise<AppConfig>;
 	tradeConfig(payload: {
 		symbol: string;
 		kind: "long" | "short";
+		override?: any;
 	}): Promise<AppConfig>;
 	justInTimeProfit(payload: {
 		symbol: string;
@@ -2211,7 +2244,12 @@ declare class ExchangeAccount$1 {
 		rr?: number;
 		max_size?: number;
 		max_quantity?: number;
-		use_kelly?: boolean;
+		kelly?: {
+			use_kelly?: boolean;
+			kelly_confidence_factor?: number;
+			kelly_minimum_risk?: number;
+			kelly_prediction_model?: "exponential" | "normal" | "uniform";
+		};
 	}>;
 	runSimulation(payload: {
 		symbol: string;
@@ -2392,7 +2430,12 @@ declare class ExchangeAccount$1 {
 				rr?: number;
 				max_size?: number;
 				max_quantity?: number;
-				use_kelly?: boolean;
+				kelly?: {
+					use_kelly?: boolean;
+					kelly_confidence_factor?: number;
+					kelly_minimum_risk?: number;
+					kelly_prediction_model?: "exponential" | "normal" | "uniform";
+				};
 			};
 			last_value: any;
 			config: {
@@ -2660,7 +2703,12 @@ declare class App {
 				rr?: number;
 				max_size?: number;
 				max_quantity?: number;
-				use_kelly?: boolean;
+				kelly?: {
+					use_kelly?: boolean;
+					kelly_confidence_factor?: number;
+					kelly_minimum_risk?: number;
+					kelly_prediction_model?: "exponential" | "normal" | "uniform";
+				};
 			};
 			last_value: any;
 			config: {

package/dist/index.js

@@ -52830,12 +52830,12 @@ function calculateTheoreticalKelly({
     confidence_factor = 0.6,
     volatility_adjustment = true
   } = config2;
-  const sorted_prices = kind === "long" ? zone_prices : zone_prices.reverse();
+  const sorted_prices = zone_prices;
   const current_index = sorted_prices.findIndex((price) => price === current_entry);
   if (current_index === -1)
     return 0.02;
-  const win_zones = kind === "long" ? sorted_prices.slice(current_index + 1) : sorted_prices.slice(0, current_index);
-  const lose_zones = kind === "long" ? sorted_prices.slice(0, current_index) : sorted_prices.slice(current_index + 1);
+  const win_zones = kind === "long" ? sorted_prices.filter((price) => price > current_entry) : sorted_prices.filter((price) => price < current_entry);
+  const lose_zones = kind === "long" ? sorted_prices.filter((price) => price < current_entry) : sorted_prices.filter((price) => price > current_entry);
   const { win_probability, avg_win_ratio, avg_loss_ratio } = calculateZoneProbabilities({
     current_entry,
     win_zones,
@@ -53684,7 +53684,11 @@ function buildConfig(app_config, {
   gap,
   rr = 1,
   price_places = "%.1f",
-  decimal_places = "%.3f"
+  decimal_places = "%.3f",
+  use_kelly = false,
+  kelly_confidence_factor = 0.95,
+  kelly_minimum_risk = 0.2,
+  kelly_prediction_model = "exponential"
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -53709,7 +53713,10 @@ function buildConfig(app_config, {
     gap,
     min_profit: min_profit || app_config.min_profit,
     rr: rr || 1,
-    use_kelly: app_config.use_kelly
+    use_kelly: use_kelly || app_config.kelly?.use_kelly,
+    kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
+    kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
+    kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -53788,7 +53795,11 @@ function get_app_config_and_max_size(config2, payload) {
     increase: true,
     gap: app_config.gap,
     price_places: app_config.price_places,
-    decimal_places: app_config.decimal_places
+    decimal_places: app_config.decimal_places,
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   const max_size = initialResult[0]?.avg_size;
   const last_value = initialResult[0];
@@ -53821,13 +53832,23 @@ function buildAppConfig(config2, payload) {
   }, {
     entry: payload.entry,
     stop: payload.stop,
-    kind: payload.entry > payload.stop ? "long" : "short"
+    kind: payload.entry > payload.stop ? "long" : "short",
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   app_config.max_size = max_size;
   app_config.entry = payload.entry || app_config.entry;
   app_config.stop = payload.stop || app_config.stop;
   app_config.last_value = last_value;
   app_config.entries = entries;
+  app_config.kelly = {
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
+  };
   return app_config;
 }
 function getOptimumStopAndRisk(app_config, params) {
@@ -58198,7 +58219,7 @@ class ExchangeAccount {
     return app_config;
   }
   async tradeConfig(payload) {
-    const { symbol, kind } = payload;
+    const { symbol, kind, override = {} } = payload;
     const config2 = await this.getPositionConfig({
       symbol,
       kind
@@ -58208,7 +58229,12 @@ class ExchangeAccount {
       stop: config2.stop,
       risk_reward: config2.risk_reward,
       risk: config2.risk,
-      symbol
+      symbol,
+      use_kelly: config2.kelly?.use_kelly,
+      kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
+      kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
+      kelly_prediction_model: config2.kelly?.kelly_prediction_model,
+      ...override
     });
     return app_config;
   }

package/dist/mcp-server.cjs

@@ -59577,12 +59577,12 @@ function calculateTheoreticalKelly({
     confidence_factor = 0.6,
     volatility_adjustment = true
   } = config2;
-  const sorted_prices = kind === "long" ? zone_prices : zone_prices.reverse();
+  const sorted_prices = zone_prices;
   const current_index = sorted_prices.findIndex((price) => price === current_entry);
   if (current_index === -1)
     return 0.02;
-  const win_zones = kind === "long" ? sorted_prices.slice(current_index + 1) : sorted_prices.slice(0, current_index);
-  const lose_zones = kind === "long" ? sorted_prices.slice(0, current_index) : sorted_prices.slice(current_index + 1);
+  const win_zones = kind === "long" ? sorted_prices.filter((price) => price > current_entry) : sorted_prices.filter((price) => price < current_entry);
+  const lose_zones = kind === "long" ? sorted_prices.filter((price) => price < current_entry) : sorted_prices.filter((price) => price > current_entry);
   const { win_probability, avg_win_ratio, avg_loss_ratio } = calculateZoneProbabilities({
     current_entry,
     win_zones,
@@ -60431,7 +60431,11 @@ function buildConfig(app_config, {
   gap,
   rr = 1,
   price_places = "%.1f",
-  decimal_places = "%.3f"
+  decimal_places = "%.3f",
+  use_kelly = false,
+  kelly_confidence_factor = 0.95,
+  kelly_minimum_risk = 0.2,
+  kelly_prediction_model = "exponential"
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -60456,7 +60460,10 @@ function buildConfig(app_config, {
     gap,
     min_profit: min_profit || app_config.min_profit,
     rr: rr || 1,
-    use_kelly: app_config.use_kelly
+    use_kelly: use_kelly || app_config.kelly?.use_kelly,
+    kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
+    kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
+    kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -60522,7 +60529,11 @@ function get_app_config_and_max_size(config2, payload) {
     increase: true,
     gap: app_config.gap,
     price_places: app_config.price_places,
-    decimal_places: app_config.decimal_places
+    decimal_places: app_config.decimal_places,
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   const max_size = initialResult[0]?.avg_size;
   const last_value = initialResult[0];
@@ -60555,13 +60566,23 @@ function buildAppConfig(config2, payload) {
   }, {
     entry: payload.entry,
     stop: payload.stop,
-    kind: payload.entry > payload.stop ? "long" : "short"
+    kind: payload.entry > payload.stop ? "long" : "short",
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   app_config.max_size = max_size;
   app_config.entry = payload.entry || app_config.entry;
   app_config.stop = payload.stop || app_config.stop;
   app_config.last_value = last_value;
   app_config.entries = entries;
+  app_config.kelly = {
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
+  };
   return app_config;
 }
 function getOptimumStopAndRisk(app_config, params) {
@@ -64926,7 +64947,7 @@ class ExchangeAccount {
     return app_config;
   }
   async tradeConfig(payload) {
-    const { symbol, kind } = payload;
+    const { symbol, kind, override = {} } = payload;
     const config2 = await this.getPositionConfig({
       symbol,
       kind
@@ -64936,7 +64957,12 @@ class ExchangeAccount {
       stop: config2.stop,
       risk_reward: config2.risk_reward,
       risk: config2.risk,
-      symbol
+      symbol,
+      use_kelly: config2.kelly?.use_kelly,
+      kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
+      kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
+      kelly_prediction_model: config2.kelly?.kelly_prediction_model,
+      ...override
     });
     return app_config;
   }

package/dist/mcp-server.js

@@ -59554,12 +59554,12 @@ function calculateTheoreticalKelly({
     confidence_factor = 0.6,
     volatility_adjustment = true
   } = config2;
-  const sorted_prices = kind === "long" ? zone_prices : zone_prices.reverse();
+  const sorted_prices = zone_prices;
   const current_index = sorted_prices.findIndex((price) => price === current_entry);
   if (current_index === -1)
     return 0.02;
-  const win_zones = kind === "long" ? sorted_prices.slice(current_index + 1) : sorted_prices.slice(0, current_index);
-  const lose_zones = kind === "long" ? sorted_prices.slice(0, current_index) : sorted_prices.slice(current_index + 1);
+  const win_zones = kind === "long" ? sorted_prices.filter((price) => price > current_entry) : sorted_prices.filter((price) => price < current_entry);
+  const lose_zones = kind === "long" ? sorted_prices.filter((price) => price < current_entry) : sorted_prices.filter((price) => price > current_entry);
   const { win_probability, avg_win_ratio, avg_loss_ratio } = calculateZoneProbabilities({
     current_entry,
     win_zones,
@@ -60408,7 +60408,11 @@ function buildConfig(app_config, {
   gap,
   rr = 1,
   price_places = "%.1f",
-  decimal_places = "%.3f"
+  decimal_places = "%.3f",
+  use_kelly = false,
+  kelly_confidence_factor = 0.95,
+  kelly_minimum_risk = 0.2,
+  kelly_prediction_model = "exponential"
 }) {
   let fee = app_config.fee / 100;
   let working_risk = risk || app_config.risk_per_trade;
@@ -60433,7 +60437,10 @@ function buildConfig(app_config, {
     gap,
     min_profit: min_profit || app_config.min_profit,
     rr: rr || 1,
-    use_kelly: app_config.use_kelly
+    use_kelly: use_kelly || app_config.kelly?.use_kelly,
+    kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
+    kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
+    kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -60499,7 +60506,11 @@ function get_app_config_and_max_size(config2, payload) {
     increase: true,
     gap: app_config.gap,
     price_places: app_config.price_places,
-    decimal_places: app_config.decimal_places
+    decimal_places: app_config.decimal_places,
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   const max_size = initialResult[0]?.avg_size;
   const last_value = initialResult[0];
@@ -60532,13 +60543,23 @@ function buildAppConfig(config2, payload) {
   }, {
     entry: payload.entry,
     stop: payload.stop,
-    kind: payload.entry > payload.stop ? "long" : "short"
+    kind: payload.entry > payload.stop ? "long" : "short",
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
   });
   app_config.max_size = max_size;
   app_config.entry = payload.entry || app_config.entry;
   app_config.stop = payload.stop || app_config.stop;
   app_config.last_value = last_value;
   app_config.entries = entries;
+  app_config.kelly = {
+    use_kelly: payload.use_kelly,
+    kelly_confidence_factor: payload.kelly_confidence_factor,
+    kelly_minimum_risk: payload.kelly_minimum_risk,
+    kelly_prediction_model: payload.kelly_prediction_model
+  };
   return app_config;
 }
 function getOptimumStopAndRisk(app_config, params) {
@@ -64903,7 +64924,7 @@ class ExchangeAccount {
     return app_config;
   }
   async tradeConfig(payload) {
-    const { symbol, kind } = payload;
+    const { symbol, kind, override = {} } = payload;
     const config2 = await this.getPositionConfig({
       symbol,
       kind
@@ -64913,7 +64934,12 @@ class ExchangeAccount {
       stop: config2.stop,
       risk_reward: config2.risk_reward,
       risk: config2.risk,
-      symbol
+      symbol,
+      use_kelly: config2.kelly?.use_kelly,
+      kelly_confidence_factor: config2.kelly?.kelly_confidence_factor,
+      kelly_minimum_risk: config2.kelly?.kelly_minimum_risk,
+      kelly_prediction_model: config2.kelly?.kelly_prediction_model,
+      ...override
     });
     return app_config;
   }

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-145",
+  "version": "0.0.2-147",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",