Updated the chart

app.py

@@ -581,16 +581,9 @@ def main():
         st.session_state.first_run = True
         st.session_state.widget_defaults = load_settings()
         st.session_state.veto_setup = load_veto_setup()
-        st.session_state.summary_df = None
-        st.session_state.single_ticker_results = None
-        st.session_state.confidence_results_df = None
-        st.session_state.open_trades_df = None
-        st.session_state.best_params = None
-        
     st.title("📈 Stock Backtesting Sandbox")
     st.success(f"Good morning! Today is {date.today().strftime('%A, %d %B %Y')}.")
     main_content_placeholder = st.empty()
-
     if 'master_df' not in st.session_state:
         with main_content_placeholder.container():
             master_df, load_message = load_all_data('csv_data')
@@ -605,7 +598,6 @@ def main():
                 st.download_button("⬇️ Download Outlier Report", report_df.to_csv(index=False).encode('utf-8'), "outlier_report.csv", "text/csv")
             st.session_state.master_df = master_df
             st.session_state.ticker_list = sorted([col for col in master_df.columns if '_volume' not in str(col).lower()])
-    
     master_df = st.session_state.master_df
     ticker_list = st.session_state.ticker_list
     defaults = st.session_state.widget_defaults
@@ -617,11 +609,7 @@ def main():
     st.sidebar.date_input("Start Date", master_df.index.min().date(), key='start_date')
     st.sidebar.date_input("End Date", master_df.index.max().date(), key='end_date')
     st.markdown("""<style>div[data-testid="stSidebar"] button[kind="primary"] { background-color: #4CAF50; color: white; border-color: #4CAF50;}</style>""", unsafe_allow_html=True)
-    
-    if st.sidebar.button("🚀 Run Analysis", type="primary", key="run_analysis_button"):
-        st.session_state.confidence_results_df = None
-        st.session_state.best_params = None
-
+    st.sidebar.button("🚀 Run Analysis", type="primary", key="run_analysis_button")
     st.sidebar.markdown("---")
     
     st.sidebar.header("2. Confidence Score Factors (for Main Signal)")
@@ -630,7 +618,7 @@ def main():
     st.sidebar.toggle("Use Volatility", value=True, key='use_vol')
     st.sidebar.number_input("Volatility Weight", 0.1, 5.0, 1.0, 0.1, key='vol_w', disabled=not st.session_state.get('use_vol', True))
     st.sidebar.toggle("Use Trend (200d MA)", value=True, key='use_trend')
-    st.sidebar.number_input("Trend Weight", 0.1, 5.0, 1.0, 0.1, key='trend_w', disabled=not st.session_state.get('use_trend', True))
+    st.sidebar.number_input("Trend Weight", 0.1, 5.0, 1.5, 0.1, key='trend_w', disabled=not st.session_state.get('use_trend', True))
     st.sidebar.toggle("Use Volume Spike", value=True, key='use_volume')
     st.sidebar.number_input("Volume Weight", 0.1, 5.0, 1.0, 0.1, key='volume_w', disabled=not st.session_state.get('use_volume', True))
     st.sidebar.slider("Minimum Confidence Threshold (%)", 0, 100, defaults.get("confidence_threshold", 50), 5, key='confidence_slider')
@@ -643,6 +631,7 @@ def main():
     st.sidebar.subheader("Long Trade Logic"); st.sidebar.slider("Entry Threshold (%)", 0.0, 10.0, defaults.get("long_entry_threshold_pct", 0.0) * 100, 0.1, key='long_entry'); st.sidebar.slider("Exit MA Threshold (%)", 0.0, 10.0, defaults.get("long_exit_ma_threshold_pct", 0.0) * 100, 0.1, key='long_exit'); st.sidebar.slider("Stop Loss (%)", 0.0, 30.0, defaults.get("long_stop_loss_pct", 0.0) * 100, 0.5, key='long_sl'); st.sidebar.number_input("Delay Entry (days)", 0, 10, defaults.get("long_delay_days", 0), 1, key='long_delay')
     st.sidebar.subheader("Short Trade Logic"); st.sidebar.slider("Entry Threshold (%)", 0.0, 10.0, defaults.get("short_entry_threshold_pct", 0.0) * 100, 0.1, key='short_entry'); st.sidebar.slider("Exit MA Threshold (%)", 0.0, 10.0, defaults.get("short_exit_ma_threshold_pct", 0.0) * 100, 0.1, key='short_exit'); st.sidebar.slider("Stop Loss (%)", 0.0, 30.0, defaults.get("short_stop_loss_pct", 0.0) * 100, 0.5, key='short_sl'); st.sidebar.number_input("Delay Entry (days)", 0, 10, defaults.get("short_delay_days", 0), 1, key='short_delay')
     
+    if 'best_params' not in st.session_state: st.session_state.best_params = None
     st.sidebar.markdown("---")
     st.sidebar.header("4. Find Best Parameters")
     with st.sidebar.expander("Set Optimisation Ranges"):
@@ -705,36 +694,24 @@ def main():
     if st.sidebar.button("💾 Save Settings as Default"):
         save_settings({ "large_ma_period": st.session_state.ma_period, "bband_period": st.session_state.bb_period, "bband_std_dev": st.session_state.bb_std, "confidence_threshold": st.session_state.confidence_slider, "long_entry_threshold_pct": st.session_state.long_entry / 100, "long_exit_ma_threshold_pct": st.session_state.long_exit / 100, "long_stop_loss_pct": st.session_state.long_sl / 100, "long_delay_days": st.session_state.long_delay, "short_entry_threshold_pct": st.session_state.short_entry / 100, "short_exit_ma_threshold_pct": st.session_state.short_exit / 100, "short_stop_loss_pct": st.session_state.short_sl / 100, "short_delay_days": st.session_state.short_delay, })
 
-    
-    # --- Trigger actions based on session state flags ---
-    if st.session_state.get('run_analysis_button'):
-        st.session_state.run_analysis_button = False
-        st.session_state.confidence_results_df = None
-        st.session_state.best_params = None
-        st.session_state.advisor_df = None
-        
+    if st.session_state.get("run_analysis_button"):
         with main_content_placeholder.container():
             veto_to_use = st.session_state.get('veto_setup')
             if veto_to_use: st.info("Veto filter is active for this analysis.")
-            else: st.info("💡 Tip: You can find and apply a 'Veto Filter' from section 5 in the sidebar.")
-            
+            else: st.info("💡 Tip: You can find and apply a 'Veto Filter' from section 5 in the sidebar to potentially screen out bad trades.")
             manual_params = {"large_ma_period": st.session_state.ma_period, "bband_period": st.session_state.bb_period, "bband_std_dev": st.session_state.bb_std, "confidence_threshold": st.session_state.confidence_slider, "long_entry_threshold_pct": st.session_state.long_entry / 100, "long_exit_ma_threshold_pct": st.session_state.long_exit / 100, "long_stop_loss_pct": st.session_state.long_sl / 100, "long_delay_days": st.session_state.long_delay, "short_entry_threshold_pct": st.session_state.short_entry / 100, "short_exit_ma_threshold_pct": st.session_state.short_exit / 100, "short_stop_loss_pct": st.session_state.short_sl / 100, "short_delay_days": st.session_state.short_delay, }
-            
-            # --- FIX: Correct indentation for this block ---
             if st.session_state.run_mode == "Analyse Single Ticker":
                 selected_ticker = st.session_state.get('ticker_select', ticker_list[0])
                 cols_to_use = [selected_ticker]
                 if f'{selected_ticker}_Volume' in master_df.columns: cols_to_use.append(f'{selected_ticker}_Volume')
                 data_for_backtest = master_df[cols_to_use].rename(columns={selected_ticker: 'Close', f'{selected_ticker}_Volume': 'Volume'})
                 ticker_data_series = data_for_backtest.loc[pd.Timestamp(st.session_state.start_date):pd.Timestamp(st.session_state.end_date)]
-                
                 if not ticker_data_series.empty:
                     long_pnl, short_pnl, avg_long_trade, avg_short_trade, results_df, trades, open_trades = run_backtest(ticker_data_series, manual_params, st.session_state.use_rsi, st.session_state.use_vol, st.session_state.use_trend, st.session_state.use_volume, st.session_state.rsi_w, st.session_state.vol_w, st.session_state.trend_w, st.session_state.volume_w, veto_setup=veto_to_use)
                     st.session_state.single_ticker_results = {"long_pnl": long_pnl, "short_pnl": short_pnl, "avg_long_trade": avg_long_trade, "avg_short_trade": avg_short_trade, "results_df": results_df, "trades": trades}
                     if open_trades: st.session_state.open_trades_df = pd.DataFrame(open_trades)
                     else: st.session_state.open_trades_df = pd.DataFrame()
                 else: st.warning("No data for this ticker in the selected date range.")
-
             elif st.session_state.run_mode == "Analyse Full List":
                 summary_results, all_open_trades = [], []
                 progress_bar = st.progress(0, text="Starting analysis...")
@@ -758,12 +735,6 @@ def main():
                 else: st.warning("No trades found for any ticker with the current settings.")
                 if all_open_trades: st.session_state.open_trades_df = pd.DataFrame(all_open_trades)
                 else: st.session_state.open_trades_df = pd.DataFrame()
-        
-         
-
-    if st.session_state.get('run_advanced_advisor'):
-        generate_advisor_report(master_df, main_content_placeholder)
-        st.session_state.run_advanced_advisor = False
     
     # --- Main Display Area ---
     with main_content_placeholder.container():