dax-ml/README.md

ICT ML Trading System

A production-grade machine learning trading system for DAX Futures based on ICT (Inner Circle Trader) concepts.

Overview

This system detects ICT patterns (Fair Value Gaps, Order Blocks, Liquidity Sweeps) during the London session (3:00-4:00 AM EST) and uses machine learning to grade pattern quality and predict trade outcomes.

Features

• Pattern Detection: Automated detection of FVG, Order Blocks, and Liquidity patterns
• Machine Learning: ML models for pattern grading and setup classification
• Labeling System: Integrated labeling workflow for training data
• Backtesting: Comprehensive backtesting framework
• Alert System: Real-time alerts via Telegram/Slack
• Production Ready: Comprehensive logging, error handling, and monitoring

Project Structure

ict-ml-trading/
├── src/              # Source code
├── config/           # Configuration files
├── data/             # Data storage
├── models/           # Trained ML models
├── logs/             # Application logs
├── tests/            # Test suite
├── scripts/          # Utility scripts
└── docs/             # Documentation

Quick Start

Prerequisites

• Python 3.10+
• PostgreSQL (optional, for production)

Installation

1. Clone the repository:

git clone <repository-url>
cd ict-ml-trading

2. Create virtual environment:

python -m venv venv
source venv/bin/activate  # On Windows: venv\Scripts\activate

3. Install dependencies:

make install-dev

4. Set up environment variables:

cp .env.example .env
# Edit .env with your configuration

5. Initialize database (optional):

make setup-db

Development

Running Tests

make test

Code Formatting

make format

Linting

make lint

Type Checking

make type-check

Configuration

Configuration files are located in config/:

• config.yaml - Main application configuration
• logging.yaml - Logging setup
• detectors.yaml - Pattern detector parameters
• models.yaml - ML model hyperparameters
• trading.yaml - Trading strategy parameters
• alerts.yaml - Alert system configuration
• database.yaml - Database connection settings

Version History

See CHANGELOG.md for detailed version history.

License

MIT License

Contributing

See docs/contributing.md for contribution guidelines.