Best model: CFG_XAG_ASIAN_V6/run_20260601_215546_v6_asian

workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_215546_v6_asian/config.json

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+{
+    "HF_RUN_ID": "run_20260601_215546_v6_asian",
+    "MT5_PATH": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe",
+    "TARGET_SYMBOL": "XAGUSDm",
+    "EXECUTION_SYMBOL": "XAGUSDm",
+    "TARGET_PREFIX": "XAGUSD",
+    "CONFIG_ID": "CFG_XAG_ASIAN_V6",
+    "VERSION": "6.0",
+    "HF_CLOUD": {
+        "DATASET_REPO": "dung5k/argo_workspaces",
+        "MODEL_REPO": "dung5k/argo_workspaces",
+        "SYNC_CHUNKS": true
+    },
+    "FEATURE_ENGINEERING": {
+        "\u26a0\ufe0f_STRICT_WARNING_\u26a0\ufe0f": "T\u1ea4T C\u1ea2 MODULE MACRO_FEATURES L\u00c0 B\u1eaeT BU\u1ed8C.",
+        "TP_PCT": 0.003,
+        "SL_PCT": 0.002,
+        "MAX_HOLD_BARS": 20,
+        "FAST_HIT_BARS": 5,
+        "LABEL_MODE": "pct",
+        "PIP_SIZE": 0.001,
+        "lot_size": 0.1,
+        "CRYPTO_MODE": false,
+        "MTF_INPUTS": [
+            {
+                "SYMBOL": "XAGUSDm",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "body_pct",
+                    "bb_width",
+                    "rsi_14_scaled",
+                    "hour_sin",
+                    "hour_cos",
+                    "volatility_index",
+                    "order_flow_imbalance",
+                    "atr_14_scaled"
+                ]
+            },
+            {
+                "SYMBOL": "XAUUSD",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "volatility_index",
+                    "order_flow_imbalance"
+                ]
+            },
+            {
+                "SYMBOL": "BTCUSD",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "volatility_index",
+                    "order_flow_imbalance"
+                ]
+            },
+            {
+                "SYMBOL": "ETHUSD",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "volatility_index",
+                    "order_flow_imbalance"
+                ]
+            }
+        ],
+        "VOL_REGIME": true,
+        "ORDER_FLOW": true,
+        "STEP_SIZE": 1
+    },
+    "TRAINING": {
+        "D_MODEL": 128,
+        "N_HEAD": 8,
+        "NUM_LAYERS": 3,
+        "BATCH_SIZE": 64,
+        "WARMUP_EPOCHS": 15,
+        "FINETUNE_EPOCHS": 80,
+        "LEARNING_RATE": 1.8e-05,
+        "DROPOUT_RATE": 0.25,
+        "LR_SCHEDULER": "cosine_warm",
+        "POOLING": "attention",
+        "TRAIN_START": "2025-01-01",
+        "VAL_END": "2026-04-30"
+    },
+    "MT5_PATHS": {
+        "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
+    },
+    "DATA_SOURCE": {
+        "RAW_LOCAL_DIR": "workspaces/CFG_XAG_ASIAN_V6/data/raw",
+        "DATASET_SUFFIX": "2026",
+        "TIMEFRAME": "M1",
+        "BROKERS": {
+            "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
+        },
+        "ROUTING": {
+            "XAGUSDm": "EXNESS",
+            "XAUUSDm": "EXNESS",
+            "BTCUSDm": "EXNESS",
+            "ETHUSDm": "EXNESS"
+        }
+    },
+    "LIVE_BOT": {
+        "PAPER_TRADE": false,
+        "TRADE_PLATFORM": "EXNESS",
+        "MAX_ABSOLUTE_MSE": 0.8,
+        "MIN_PROBABILITY_THRESH": 0.59
+    },
+    "SESSION": "asian",
+    "SESSION_UTC": {
+        "START": "00:00",
+        "END": "07:00"
+    },
+    "RUN_ID": "run_20260531_103407_v6_asian",
+    "TRAIN": {
+        "LR_INIT": 0.0001
+    }
+}

workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_215546_v6_asian/prepare_dataset.log

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+
+======================================================================
+🔥 CHUẨN BỊ DỮ LIỆU V6 MTF HETEROGENEOUS: CFG_XAG_ASIAN_V6
+======================================================================
+
+[LOAD] Quét thư mục: workspaces\CFG_XAG_ASIAN_V6\data\raw
+  + XAGUSDM: Đã gộp 1 file → 71,381 nến (từ 2024)
+  + XAUUSD: Đã gộp 1 file → 71,346 nến (từ 2024)
+  + BTCUSD: Đã gộp 1 file → 56,094 nến (từ 2024)
+  + ETHUSD: Đã gộp 1 file → 75,474 nến (từ 2024)
+  ✅ df_raw tổng hợp: 95,567 dòng × 28 cột
+
+[1] Gắn nhãn Triple-Barrier trên khung Base (1m) cho XAGUSDm...
+  Phân bố TRAIN sau Downsample: {2: 4256, 0: 4256, 1: 3693}
+  Phân bố TEST (Giữ nguyên thực tế): {2: 15800, 0: 245, 1: 189}
+
+[2] Feature Engineering Độc Lập Cho Từng MTF_INPUTS...
+  -> Nhánh 0: XAGUSDm | 1m | Window 20
+[DEBUG FE] target_prefix=XAGUSDm, cols=['xagusdm_real_volume', 'xagusdm_open', 'xagusdm_low', 'xagusdm_spread', 'xagusdm_close', 'xagusdm_volume', 'xagusdm_high']
+[FE] Order Flow features added: ['delta_volume', 'cum_delta_session']
+[FE] Volatility Regime features added: ['vol_regime_low', 'vol_regime_high']
+     [Cảnh báo] Feature 'volatility_index' không tồn tại. Bỏ qua.
+     [Cảnh báo] Feature 'order_flow_imbalance' không tồn tại. Bỏ qua.
+     [Cảnh báo] Feature 'atr_14_scaled' không tồn tại. Bỏ qua.
+     Đã lọc 6 features: ['log_return_close', 'body_pct', 'bb_width']...
+     [DEBUG SHAPE] len(df_f) = 95567
+  -> Nhánh 1: XAUUSD | 1m | Window 20
+[DEBUG FE] target_prefix=XAUUSD, cols=['xauusd_open', 'xauusd_close', 'xauusd_high', 'xauusd_real_volume', 'xagusdm_open', 'xagusdm_close', 'xauusd_spread', 'xauusd_volume', 'xauusd_low']
+[FE] Order Flow features added: ['delta_volume', 'cum_delta_session']
+[FE] Volatility Regime features added: ['vol_regime_low', 'vol_regime_high']
+DEBUG: sym=XAGUSDm, sym_lower=xagusdm, cols keys matching: ['xagusdm_open', 'xagusdm_close']
+sym=XAGUSDm, m_close=XAGUSDM_close, m_open=XAGUSDM_open
+     [Cảnh báo] Feature 'volatility_index' không tồn tại. Bỏ qua.
+     [Cảnh báo] Feature 'order_flow_imbalance' không tồn tại. Bỏ qua.
+     Đã lọc 1 features: ['log_return_close']...
+     [DEBUG SHAPE] len(df_f) = 95567
+  -> Nhánh 2: BTCUSD | 1m | Window 20
+[DEBUG FE] target_prefix=BTCUSD, cols=['btcusd_real_volume', 'btcusd_spread', 'btcusd_close', 'xagusdm_open', 'xagusdm_close', 'btcusd_volume', 'btcusd_open', 'btcusd_low', 'btcusd_high']
+[FE] Order Flow features added: ['delta_volume', 'cum_delta_session']
+[FE] Volatility Regime features added: ['vol_regime_low', 'vol_regime_high']
+DEBUG: sym=XAGUSDm, sym_lower=xagusdm, cols keys matching: ['xagusdm_open', 'xagusdm_close']
+sym=XAGUSDm, m_close=XAGUSDM_close, m_open=XAGUSDM_open
+     [Cảnh báo] Feature 'volatility_index' không tồn tại. Bỏ qua.
+     [Cảnh báo] Feature 'order_flow_imbalance' không tồn tại. Bỏ qua.
+     Đã lọc 1 features: ['log_return_close']...
+     [DEBUG SHAPE] len(df_f) = 95567
+  -> Nhánh 3: ETHUSD | 1m | Window 20
+[DEBUG FE] target_prefix=ETHUSD, cols=['ethusd_open', 'xagusdm_open', 'ethusd_high', 'ethusd_close', 'xagusdm_close', 'ethusd_low', 'ethusd_spread', 'ethusd_real_volume', 'ethusd_volume']
+[FE] Order Flow features added: ['delta_volume', 'cum_delta_session']
+[FE] Volatility Regime features added: ['vol_regime_low', 'vol_regime_high']
+DEBUG: sym=XAGUSDm, sym_lower=xagusdm, cols keys matching: ['xagusdm_open', 'xagusdm_close']
+sym=XAGUSDm, m_close=XAGUSDM_close, m_open=XAGUSDM_open
+     [Cảnh báo] Feature 'volatility_index' không tồn tại. Bỏ qua.
+     [Cảnh báo] Feature 'order_flow_imbalance' không tồn tại. Bỏ qua.
+     Đã lọc 1 features: ['log_return_close']...
+     [DEBUG SHAPE] len(df_f) = 95567
+
+[DEBUG] Bắt đầu ráp Tensor MTF với window_sizes=[20, 20, 20, 20], step_size=1, weekly_split=False
+[DEBUG] max_idx (số lượng nến Base có thể dùng): 95547
+
+Ráp Tensor MTF:   0%|          | 0/95547 [00:00<?, ?it/s]
+Ráp Tensor MTF:   2%|▏         | 1628/95547 [00:00<00:05, 16135.45it/s]
+Ráp Tensor MTF:   6%|▌         | 5677/95547 [00:00<00:02, 30279.25it/s]
+Ráp Tensor MTF:   9%|▉         | 8706/95547 [00:00<00:03, 27119.65it/s]
+Ráp Tensor MTF:  13%|█▎        | 12313/95547 [00:00<00:02, 30330.20it/s]
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+Ráp Tensor MTF:  80%|████████  | 76839/95547 [00:03<00:00, 27150.90it/s]
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+Ráp Tensor MTF:  85%|████████▌ | 81635/95547 [00:05<00:03, 4546.70it/s]
+Ráp Tensor MTF:  87%|████████▋ | 83111/95547 [00:06<00:03, 4075.64it/s]
+Ráp Tensor MTF:  88%|████████▊ | 84230/95547 [00:06<00:02, 4134.24it/s]
+Ráp Tensor MTF:  89%|████████▉ | 85146/95547 [00:06<00:02, 3979.49it/s]
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+Ráp Tensor MTF:  91%|█████████ | 86985/95547 [00:07<00:02, 3756.02it/s]
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+Ráp Tensor MTF:  93%|█████████▎| 88426/95547 [00:07<00:02, 3457.30it/s]
+Ráp Tensor MTF:  93%|█████████▎| 89029/95547 [00:08<00:02, 2642.23it/s]
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+Ráp Tensor MTF:  95%|█████████▍| 90438/95547 [00:08<00:02, 2469.37it/s]
+Ráp Tensor MTF:  96%|█████████▌| 91304/95547 [00:08<00:01, 3206.96it/s]
+Ráp Tensor MTF:  96%|█████████▌| 91870/95547 [00:09<00:01, 2377.03it/s]
+Ráp Tensor MTF:  97%|█████████▋| 92743/95547 [00:09<00:00, 3150.04it/s]
+Ráp Tensor MTF:  98%|█████████▊| 93307/95547 [00:09<00:00, 2328.10it/s]
+Ráp Tensor MTF:  99%|█████████▊| 94181/95547 [00:10<00:00, 3113.65it/s]
+Ráp Tensor MTF:  99%|█████████▉| 94744/95547 [00:10<00:00, 2289.88it/s]
+Ráp Tensor MTF: 100%|██████████| 95547/95547 [00:10<00:00, 9069.37it/s]
+  Bỏ qua (ngoài session): 67,428
+  Bỏ qua (clean mask):    18,982
+  Bỏ qua (NaN):           0
+  Bỏ qua (Embargo):       842
+  Giữ lại (Valid Samples):8,295
+
+👉 KẾT QUẢ: Y=(8295,)
+  X_tf0 (XAGUSDm-1m): (8295, 20, 6)
+  X_tf1 (XAUUSD-1m): (8295, 20, 1)
+  X_tf2 (BTCUSD-1m): (8295, 20, 1)
+  X_tf3 (ETHUSD-1m): (8295, 20, 1)
+
+✅ Đã lưu tensor MTF Heterogeneous cục bộ tại: workspaces\CFG_XAG_ASIAN_V6\data\tensors/

workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_215546_v6_asian/results/config.json

@@ -0,0 +1,122 @@
+{
+    "HF_RUN_ID": "run_20260601_215546_v6_asian",
+    "MT5_PATH": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe",
+    "TARGET_SYMBOL": "XAGUSDm",
+    "EXECUTION_SYMBOL": "XAGUSDm",
+    "TARGET_PREFIX": "XAGUSD",
+    "CONFIG_ID": "CFG_XAG_ASIAN_V6",
+    "VERSION": "6.0",
+    "HF_CLOUD": {
+        "DATASET_REPO": "dung5k/argo_workspaces",
+        "MODEL_REPO": "dung5k/argo_workspaces",
+        "SYNC_CHUNKS": true
+    },
+    "FEATURE_ENGINEERING": {
+        "\u26a0\ufe0f_STRICT_WARNING_\u26a0\ufe0f": "T\u1ea4T C\u1ea2 MODULE MACRO_FEATURES L\u00c0 B\u1eaeT BU\u1ed8C.",
+        "TP_PCT": 0.003,
+        "SL_PCT": 0.002,
+        "MAX_HOLD_BARS": 20,
+        "FAST_HIT_BARS": 5,
+        "LABEL_MODE": "pct",
+        "PIP_SIZE": 0.001,
+        "lot_size": 0.1,
+        "CRYPTO_MODE": false,
+        "MTF_INPUTS": [
+            {
+                "SYMBOL": "XAGUSDm",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "body_pct",
+                    "bb_width",
+                    "rsi_14_scaled",
+                    "hour_sin",
+                    "hour_cos",
+                    "volatility_index",
+                    "order_flow_imbalance",
+                    "atr_14_scaled"
+                ]
+            },
+            {
+                "SYMBOL": "XAUUSD",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "volatility_index",
+                    "order_flow_imbalance"
+                ]
+            },
+            {
+                "SYMBOL": "BTCUSD",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "volatility_index",
+                    "order_flow_imbalance"
+                ]
+            },
+            {
+                "SYMBOL": "ETHUSD",
+                "TIMEFRAME": "1m",
+                "WINDOW_SIZE": 20,
+                "FEATURES": [
+                    "log_return_close",
+                    "volatility_index",
+                    "order_flow_imbalance"
+                ]
+            }
+        ],
+        "VOL_REGIME": true,
+        "ORDER_FLOW": true,
+        "STEP_SIZE": 1
+    },
+    "TRAINING": {
+        "D_MODEL": 128,
+        "N_HEAD": 8,
+        "NUM_LAYERS": 3,
+        "BATCH_SIZE": 64,
+        "WARMUP_EPOCHS": 15,
+        "FINETUNE_EPOCHS": 80,
+        "LEARNING_RATE": 1.8e-05,
+        "DROPOUT_RATE": 0.25,
+        "LR_SCHEDULER": "cosine_warm",
+        "POOLING": "attention",
+        "TRAIN_START": "2025-01-01",
+        "VAL_END": "2026-04-30"
+    },
+    "MT5_PATHS": {
+        "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
+    },
+    "DATA_SOURCE": {
+        "RAW_LOCAL_DIR": "workspaces/CFG_XAG_ASIAN_V6/data/raw",
+        "DATASET_SUFFIX": "2026",
+        "TIMEFRAME": "M1",
+        "BROKERS": {
+            "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
+        },
+        "ROUTING": {
+            "XAGUSDm": "EXNESS",
+            "XAUUSDm": "EXNESS",
+            "BTCUSDm": "EXNESS",
+            "ETHUSDm": "EXNESS"
+        }
+    },
+    "LIVE_BOT": {
+        "PAPER_TRADE": false,
+        "TRADE_PLATFORM": "EXNESS",
+        "MAX_ABSOLUTE_MSE": 0.8,
+        "MIN_PROBABILITY_THRESH": 0.59
+    },
+    "SESSION": "asian",
+    "SESSION_UTC": {
+        "START": "00:00",
+        "END": "07:00"
+    },
+    "RUN_ID": "run_20260531_103407_v6_asian",
+    "TRAIN": {
+        "LR_INIT": 0.0001
+    }
+}

workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_215546_v6_asian/results/train_v3.log

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+[PACK] Kèm theo scaler file vào: D:\DungLA\Argo\workspaces\CFG_XAG_ASIAN_V6\runs\run_20260601_215546_v6_asian\brains
+--- 🚀 BẮT ĐẦU VÒNG LẶP FINE-TUNING ĐA NHIỆM (Infinite Loop) ---
+[Epoch 1] Loss(MSE:0.1537/CE:1.0507) | LR=1.80e-05 | Val V6 Simulator Score [0.000] - Loss(MSE:0.0144/CE:0.7242) |   >=53%: WR=0.0% | Score=0.000 | N=7 (0B/7S Bal:0.00) | >=54%: WR=0.0% | Score=0.000 | N=3 (0B/3S Bal:0.00) | >=55%: WR=0.0% | Score=0.000 | N=0 (0B/0S Bal:0.00) | >=56%: WR=0.0% | Score=0.000 | N=0 (0B/0S Bal:0.00)
+  [ARGO2] MO HINH HOI TU TOT NHAT! Val CE Loss = 0.7378 (WR: 0.0%). Luu model...
+[21:56:51] PUSH RUN: run_20260601_215546_v6_asian -> HF (new/changed files only)...

workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_215546_v6_asian/results/training_metrics_v3.json

@@ -0,0 +1,86 @@
+{
+    "target": "xagusd",
+    "version": "Transformer_V3",
+    "dimensions": {
+        "num_features_target": 0,
+        "num_features_macro": 38
+    },
+    "sessions": {
+        "asian": {
+            "BEST_VLOSS": {
+                "epoch": 1,
+                "max_threshold": 0.56,
+                "composite_score": 0.0,
+                "val_loss": 0.7385671787882504,
+                "threshold_metrics": [
+                    {
+                        "threshold": 0.53,
+                        "total_signals": 7,
+                        "win_rate": 0.0,
+                        "avg_win_return": 0.001,
+                        "avg_loss_return": 0.001,
+                        "ev_score": 0.0,
+                        "sharpe_score": 0.0,
+                        "tus_score": 0.0,
+                        "total_buy": 0,
+                        "total_sell": 7
+                    },
+                    {
+                        "threshold": 0.54,
+                        "total_signals": 3,
+                        "win_rate": 0.0,
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+                    }
+                ],
+                "win_rates": [
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+                    0.0,
+                    0.0,
+                    0.0
+                ],
+                "thresholds": [
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+                    0.55,
+                    0.56
+                ],
+                "totals": [
+                    7,
+                    3,
+                    0,
+                    0
+                ]
+            }
+        }
+    }
+}