diff --git a/Dockerfile b/Dockerfile
index a5ef686..3cb3638 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -60,7 +60,7 @@ ENV NODE_ENV=demo
 
 # RUN apk update && apk add bash
 RUN apk update && apk add git
-RUN npm install -g npm@latest
+#RUN npm install -g npm@latest
 
 
 WORKDIR /app
@@ -69,6 +69,7 @@ COPY ["package.json", "package-lock.json*", "npm-shrinkwrap.json*", "./"]
 # && mv node_modules ../
 COPY . .
 RUN npm install
+#RUN mpm install nodemon
 EXPOSE 8080 8081
 
 
diff --git a/Niki/trader/test-NNFX/dealer.py b/Niki/trader/test-NNFX/dealer.py
new file mode 100644
index 0000000..d67ab1f
--- /dev/null
+++ b/Niki/trader/test-NNFX/dealer.py
@@ -0,0 +1,11 @@
+import ccxt
+import pandas as pd
+exchange = ccxt.coinbase()
+symbol = 'BTC/USDT'
+timeframe = '1m'
+ohlcv = exchange.fetch_ohlcv(symbol, timeframe)
+df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
+df.set_index('timestamp', inplace=True)
+# print(df.head())
+print(df)
\ No newline at end of file
diff --git a/Niki/trader/test-NNFX/examples/exchanges.py b/Niki/trader/test-NNFX/examples/exchanges.py
new file mode 100644
index 0000000..7a150b5
--- /dev/null
+++ b/Niki/trader/test-NNFX/examples/exchanges.py
@@ -0,0 +1,22 @@
+# -*- coding: utf-8 -*-
+
+import os
+import sys
+from pprint import pprint
+
+root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+sys.path.append(root + '/python')
+
+import ccxt  # noqa: E402
+
+
+print('CCXT Version:', ccxt.__version__)
+
+for exchange_id in ccxt.exchanges:
+    try:
+        exchange = getattr(ccxt, exchange_id)()
+        print(exchange_id)
+        # do what you want with this exchange
+        # pprint(dir(exchange))
+    except Exception as e:
+        print(e)
\ No newline at end of file
diff --git a/Niki/trader/test-NNFX/strategy.pine b/Niki/trader/test-NNFX/strategy.pine
new file mode 100644
index 0000000..9132d2f
--- /dev/null
+++ b/Niki/trader/test-NNFX/strategy.pine
@@ -0,0 +1,99 @@
+//@version=5
+// https://www.youtube.com/watch?v=3fBLZgWSsy4
+strategy("NNFX Style Strategy with ADX, EMA, ATR SL and TP", overlay=true)
+
+// SSL Channel
+period = input.int(title="SSL Period", defval=140)
+smaHigh = ta.sma(high, period)
+smaLow = ta.sma(low, period)
+var float Hlv = na
+Hlv := close > smaHigh ? 1 : close < smaLow ? -1 : nz(Hlv[1])
+sslDown = Hlv < 0 ? smaHigh : smaLow
+sslUp = Hlv < 0 ? smaLow : smaHigh
+
+plot(sslDown, linewidth=2, color=color.red)
+plot(sslUp, linewidth=2, color=color.lime)
+
+// T3 Indicator
+length_fast = input.int(40, minval=1, title="Fast T3 Length")
+length_slow = input.int(90, minval=1, title="Slow T3 Length")
+b = 0.7
+
+t3(x, length) =>
+    e1 = ta.ema(x, length)
+    e2 = ta.ema(e1, length)
+    e3 = ta.ema(e2, length)
+    e4 = ta.ema(e3, length)
+    e5 = ta.ema(e4, length)
+    e6 = ta.ema(e5, length)
+    c1 = -b * b * b
+    c2 = 3 * b * b + 3 * b * b * b
+    c3 = -6 * b * b - 3 * b - 3 * b * b * b
+    c4 = 1 + 3 * b + b * b * b + 3 * b * b
+    c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3
+
+t3_fast = t3(close, length_fast)
+t3_slow = t3(close, length_slow)
+
+plot(t3_fast, color=color.blue, title="T3 Fast")
+plot(t3_slow, color=color.red, title="T3 Slow")
+
+// ADX Calculation
+adxlen = input.int(100, title="ADX Smoothing")
+dilen = input.int(110, title="DI Length")
+
+dirmov(len) =>
+    up = ta.change(high)
+    down = -ta.change(low)
+    plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
+    minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
+    truerange = ta.rma(ta.tr(true), len)
+    plus = nz(100 * ta.rma(plusDM, len) / truerange)
+    minus = nz(100 * ta.rma(minusDM, len) / truerange)
+    [plus, minus]
+
+adx(dilen, adxlen) =>
+    [plus, minus] = dirmov(dilen)
+    sum = plus + minus
+    adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
+    adx
+
+adx_value = adx(dilen, adxlen)
+adx_ema_length = input.int(80, title="ADX EMA Length")
+adx_ema = ta.ema(adx_value, adx_ema_length)
+
+plot(adx_value, title="ADX", color=color.orange)
+plot(adx_ema, title="ADX EMA", color=color.purple)
+
+// ATR-based Stop Loss and Take Profit
+atr_length = input.int(120, title="ATR Length")
+atr_stop_loss_multiplier = input.float(10, title="ATR Stop Loss Multiplier")
+atr_take_profit_multiplier = input.float(20, title="ATR Take Profit Multiplier")
+atr = ta.atr(atr_length)
+
+// Strategy Logic
+longCondition = ta.crossover(t3_fast, t3_slow) and adx_value > adx_ema and Hlv > 0
+shortCondition = ta.crossunder(t3_fast, t3_slow) and adx_value > adx_ema and Hlv < 0
+
+exitLongCondition = ta.crossunder(t3_fast, t3_slow) or Hlv < 0
+exitShortCondition = ta.crossover(t3_fast, t3_slow) or Hlv > 0
+
+// Debug plots
+plotshape(series=longCondition, location=location.belowbar, color=color.green, style=shape.labelup, text="LONG")
+plotshape(series=shortCondition, location=location.abovebar, color=color.red, style=shape.labeldown, text="SHORT")
+
+if (longCondition)
+    stopLoss = close - atr_stop_loss_multiplier * atr
+    takeProfit = close + atr_take_profit_multiplier * atr
+    strategy.entry("Long", strategy.long)
+    strategy.exit("Long TP/SL", from_entry="Long", stop=stopLoss, limit=takeProfit)
+if (shortCondition)
+    stopLoss = close + atr_stop_loss_multiplier * atr
+    takeProfit = close - atr_take_profit_multiplier * atr
+    strategy.entry("Short", strategy.short)
+    strategy.exit("Short TP/SL", from_entry="Short", stop=stopLoss, limit=takeProfit)
+
+if (exitLongCondition)
+    strategy.close("Long")
+if (exitShortCondition)
+    strategy.close("Short")
\ No newline at end of file
diff --git a/Niki/trader/test-NNFX/strategy.py b/Niki/trader/test-NNFX/strategy.py
new file mode 100644
index 0000000..f47f90c
--- /dev/null
+++ b/Niki/trader/test-NNFX/strategy.py
@@ -0,0 +1,89 @@
+import numpy as np
+import pandas as pd
+
+class NNFXStrategy:
+    def __init__(self, ssl_period=140, t3_fast_length=40, t3_slow_length=90, 
+                 adx_len=100, di_len=110, adx_ema_length=80, 
+                 atr_length=120, atr_stop_loss_multiplier=10, atr_take_profit_multiplier=20):
+        self.ssl_period = ssl_period
+        self.t3_fast_length = t3_fast_length
+        self.t3_slow_length = t3_slow_length
+        self.adx_len = adx_len
+        self.di_len = di_len
+        self.adx_ema_length = adx_ema_length
+        self.atr_length = atr_length
+        self.atr_stop_loss_multiplier = atr_stop_loss_multiplier
+        self.atr_take_profit_multiplier = atr_take_profit_multiplier
+
+    def sma(self, series, period):
+        return series.rolling(window=period).mean()
+
+    def t3(self, series, length, b=0.7):
+        e1 = series.ewm(span=length).mean()
+        e2 = e1.ewm(span=length).mean()
+        e3 = e2.ewm(span=length).mean()
+        e4 = e3.ewm(span=length).mean()
+        e5 = e4.ewm(span=length).mean()
+        e6 = e5.ewm(span=length).mean()
+        c1 = -b * b * b
+        c2 = 3 * b * b + 3 * b * b * b
+        c3 = -6 * b * b - 3 * b - 3 * b * b * b
+        c4 = 1 + 3 * b + b * b * b + 3 * b * b
+        return c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3
+
+    def adx(self, high, low, close, di_len, adx_len):
+        plus_dm = high.diff().clip(lower=0)
+        minus_dm = low.diff().clip(upper=0).abs()
+        tr = np.maximum.reduce([high - low, (high - close.shift()).abs(), (low - close.shift()).abs()])
+        atr = tr.rolling(window=di_len).mean()
+        plus_di = 100 * (plus_dm.rolling(window=di_len).mean() / atr)
+        minus_di = 100 * (minus_dm.rolling(window=di_len).mean() / atr)
+        dx = 100 * (plus_di - minus_di).abs() / (plus_di + minus_di)
+        adx = dx.rolling(window=adx_len).mean()
+        adx_ema = adx.ewm(span=self.adx_ema_length).mean()
+        return adx, adx_ema
+
+    def atr(self, high, low, close, atr_length):
+        tr = np.maximum.reduce([high - low, (high - close.shift()).abs(), (low - close.shift()).abs()])
+        return tr.rolling(window=atr_length).mean()
+
+    def generate_signals(self, data):
+        data['sma_high'] = self.sma(data['high'], self.ssl_period)
+        data['sma_low'] = self.sma(data['low'], self.ssl_period)
+        data['hlv'] = np.where(data['close'] > data['sma_high'], 1, np.where(data['close'] < data['sma_low'], -1, np.nan))
+        data['hlv'] = data['hlv'].ffill().fillna(0)
+        data['ssl_down'] = np.where(data['hlv'] < 0, data['sma_high'], data['sma_low'])
+        data['ssl_up'] = np.where(data['hlv'] < 0, data['sma_low'], data['sma_high'])
+
+        data['t3_fast'] = self.t3(data['close'], self.t3_fast_length)
+        data['t3_slow'] = self.t3(data['close'], self.t3_slow_length)
+
+        data['adx'], data['adx_ema'] = self.adx(data['high'], data['low'], data['close'], self.di_len, self.adx_len)
+
+        data['atr'] = self.atr(data['high'], data['low'], data['close'], self.atr_length)
+
+        data['long_condition'] = (data['t3_fast'] > data['t3_slow']) & (data['adx'] > data['adx_ema']) & (data['hlv'] > 0)
+        data['short_condition'] = (data['t3_fast'] < data['t3_slow']) & (data['adx'] > data['adx_ema']) & (data['hlv'] < 0)
+
+        data['exit_long_condition'] = (data['t3_fast'] < data['t3_slow']) | (data['hlv'] < 0)
+        data['exit_short_condition'] = (data['t3_fast'] > data['t3_slow']) | (data['hlv'] > 0)
+
+        return data
+
+    def apply_strategy(self, data):
+        data = self.generate_signals(data)
+        trades = []
+        for i in range(1, len(data)):
+            if data['long_condition'].iloc[i]:
+                stop_loss = data['close'].iloc[i] - self.atr_stop_loss_multiplier * data['atr'].iloc[i]
+                take_profit = data['close'].iloc[i] + self.atr_take_profit_multiplier * data['atr'].iloc[i]
+                trades.append(('long', data.index[i], stop_loss, take_profit))
+            elif data['short_condition'].iloc[i]:
+                stop_loss = data['close'].iloc[i] + self.atr_stop_loss_multiplier * data['atr'].iloc[i]
+                take_profit = data['close'].iloc[i] - self.atr_take_profit_multiplier * data['atr'].iloc[i]
+                trades.append(('short', data.index[i], stop_loss, take_profit))
+            elif data['exit_long_condition'].iloc[i]:
+                trades.append(('exit_long', data.index[i]))
+            elif data['exit_short_condition'].iloc[i]:
+                trades.append(('exit_short', data.index[i]))
+        return trades
diff --git a/_doc/_notes/readme.md b/_doc/_notes/readme.md
new file mode 100644
index 0000000..c3f9f72
--- /dev/null
+++ b/_doc/_notes/readme.md
@@ -0,0 +1,4 @@
+start the project in container:
+#
+#for debugging: 
+# docker-compose -f docker-compose.debug.yml up
diff --git a/docker-compose.debug.yml b/docker-compose.debug.yml
index a3107c4..0f229c0 100644
--- a/docker-compose.debug.yml
+++ b/docker-compose.debug.yml
@@ -8,7 +8,13 @@ services:
       dockerfile: ./Dockerfile
     environment:
       NODE_ENV: development
+      # TTS_BACKEND_URL: https://tts.d-popov.com/asr
+      TTS_BACKEND_URL: http://192.168.0.10:9009/asr 
+      WS_URL: wss://ws.ai.d-popov.com
+      SERVER_PORT_WS: 3001
+      SERVER_PORT_HTTP: 3000
     ports:
-      - 3000:3000
+      - 23000:3000
+      - 23001:3001
       - 9229:9229
     command: ["node", "--inspect=0.0.0.0:9229", "web/server.js"]