diff --git a/NN/models/dqn_agent.py b/NN/models/dqn_agent.py
index 6603c3c..521c0a4 100644
--- a/NN/models/dqn_agent.py
+++ b/NN/models/dqn_agent.py
@@ -200,7 +200,11 @@ class DQNNetwork(nn.Module):
         """
         # Convert state to tensor if needed
         if isinstance(state, np.ndarray):
-            state = torch.FloatTensor(state).to(next(self.parameters()).device)
+            state = torch.FloatTensor(state)
+        
+        # Move to device
+        device = next(self.parameters()).device
+        state = state.to(device)
         
         # Ensure proper shape
         if state.dim() == 1:
@@ -209,9 +213,8 @@ class DQNNetwork(nn.Module):
         with torch.no_grad():
             q_values, regime_pred, price_direction_pred, volatility_pred, features = self.forward(state)
             
-            # Process price direction predictions
-            if price_direction_pred is not None:
-                self.process_price_direction_predictions(price_direction_pred)
+            # Price direction predictions are processed in the agent's act method
+            # This is just the network forward pass
             
             # Get action probabilities using softmax
             action_probs = F.softmax(q_values, dim=1)
@@ -234,7 +237,7 @@ class DQNAgent:
     """
     def __init__(self,
                  state_shape: Tuple[int, ...],
-                 n_actions: int = 2,
+                 n_actions: int = 3,  # BUY=0, SELL=1, HOLD=2
                  learning_rate: float = 0.001,
                  epsilon: float = 1.0,
                  epsilon_min: float = 0.01,
@@ -761,6 +764,13 @@ class DQNAgent:
             # Use the DQNNetwork's act method for consistent behavior
             action_idx, confidence, action_probs = self.policy_net.act(state, explore=explore)
             
+            # Process price direction predictions from the network
+            # Get the raw predictions from the network's forward pass
+            with torch.no_grad():
+                q_values, regime_pred, price_direction_pred, volatility_pred, features = self.policy_net.forward(state)
+                if price_direction_pred is not None:
+                    self.process_price_direction_predictions(price_direction_pred)
+            
             # Apply epsilon-greedy exploration if requested
             if explore and np.random.random() <= self.epsilon:
                 action_idx = np.random.choice(self.n_actions)
@@ -780,15 +790,44 @@ class DQNAgent:
     def act_with_confidence(self, state: np.ndarray, market_regime: str = 'trending') -> Tuple[int, float, List[float]]:
         """Choose action with confidence score adapted to market regime"""
         try:
-            # Use the DQNNetwork's act method which handles the state properly
-            action_idx, base_confidence, action_probs = self.policy_net.act(state, explore=False)
+            # Convert state to tensor if needed
+            if isinstance(state, np.ndarray):
+                state_tensor = torch.FloatTensor(state)
+                device = next(self.policy_net.parameters()).device
+                state_tensor = state_tensor.to(device)
+                
+                # Ensure proper shape
+                if state_tensor.dim() == 1:
+                    state_tensor = state_tensor.unsqueeze(0)
+            else:
+                state_tensor = state
+            
+            # Get network outputs
+            with torch.no_grad():
+                q_values, regime_pred, price_direction_pred, volatility_pred, features = self.policy_net.forward(state_tensor)
+                
+                # Process price direction predictions
+                if price_direction_pred is not None:
+                    self.process_price_direction_predictions(price_direction_pred)
+                
+                # Get action probabilities using softmax
+                action_probs = F.softmax(q_values, dim=1)
+                
+                # Select action (greedy for inference)
+                action_idx = torch.argmax(q_values, dim=1).item()
+                
+                # Calculate confidence as max probability
+                base_confidence = float(action_probs[0, action_idx].item())
             
             # Adapt confidence based on market regime
             regime_weight = self.market_regime_weights.get(market_regime, 1.0)
             adapted_confidence = min(base_confidence * regime_weight, 1.0)
             
+            # Convert probabilities to list
+            probs_list = action_probs.squeeze(0).cpu().numpy().tolist()
+            
             # Return action, confidence, and probabilities (for orchestrator compatibility)
-            return int(action_idx), float(adapted_confidence), action_probs
+            return int(action_idx), float(adapted_confidence), probs_list
             
         except Exception as e:
             logger.error(f"Error in act_with_confidence: {e}")
diff --git a/NN/models/enhanced_cnn.py b/NN/models/enhanced_cnn.py
index 89134a4..67ad4c7 100644
--- a/NN/models/enhanced_cnn.py
+++ b/NN/models/enhanced_cnn.py
@@ -80,6 +80,9 @@ class EnhancedCNN(nn.Module):
         self.n_actions = n_actions
         self.confidence_threshold = confidence_threshold
         
+        # Training data storage
+        self.training_data = []
+        
         # Calculate input dimensions
         if isinstance(input_shape, (list, tuple)):
             if len(input_shape) == 3:  # [channels, height, width]
@@ -648,6 +651,30 @@ class EnhancedCNN(nn.Module):
                 'strength': 0.0,
                 'weighted_strength': 0.0
             }
+    
+    def add_training_data(self, state, action, reward):
+        """
+        Add training data to the model's training buffer
+        
+        Args:
+            state: Input state
+            action: Action taken
+            reward: Reward received
+        """
+        try:
+            self.training_data.append({
+                'state': state,
+                'action': action,
+                'reward': reward,
+                'timestamp': time.time()
+            })
+            
+            # Keep only the last 1000 training samples
+            if len(self.training_data) > 1000:
+                self.training_data = self.training_data[-1000:]
+                
+        except Exception as e:
+            logger.error(f"Error adding training data: {e}")
         
     def save(self, path):
         """Save model weights and architecture"""
diff --git a/core/orchestrator.py b/core/orchestrator.py
index 0f843d8..8a68fbc 100644
--- a/core/orchestrator.py
+++ b/core/orchestrator.py
@@ -1035,12 +1035,70 @@ class TradingOrchestrator:
             logger.debug(f"Error capturing DQN prediction: {e}")
 
     def _get_current_price(self, symbol: str) -> Optional[float]:
-        """Get current price for a symbol"""
+        """Get current price for a symbol - ENHANCED with better fallbacks"""
         try:
-            return self.data_provider.get_current_price(symbol)
+            # Try data provider current prices first
+            if hasattr(self.data_provider, 'current_prices') and symbol in self.data_provider.current_prices:
+                price = self.data_provider.current_prices[symbol]
+                if price and price > 0:
+                    return price
+            
+            # Try data provider get_current_price method
+            if hasattr(self.data_provider, 'get_current_price'):
+                try:
+                    price = self.data_provider.get_current_price(symbol)
+                    if price and price > 0:
+                        return price
+                except Exception as dp_error:
+                    logger.debug(f"Data provider get_current_price failed: {dp_error}")
+            
+            # Get fresh price from data provider - try multiple timeframes
+            for timeframe in ['1m', '5m', '1h']:  # Start with 1m for better reliability
+                try:
+                    df = self.data_provider.get_historical_data(symbol, timeframe, limit=1, refresh=True)
+                    if df is not None and not df.empty:
+                        price = float(df['close'].iloc[-1])
+                        if price > 0:
+                            logger.debug(f"Got current price for {symbol} from {timeframe}: ${price:.2f}")
+                            return price
+                except Exception as tf_error:
+                    logger.debug(f"Failed to get {timeframe} data for {symbol}: {tf_error}")
+                    continue
+            
+            # Try external API as last resort
+            try:
+                import requests
+                if symbol == 'ETH/USDT':
+                    response = requests.get('https://api.binance.com/api/v3/ticker/price?symbol=ETHUSDT', timeout=2)
+                    if response.status_code == 200:
+                        data = response.json()
+                        price = float(data['price'])
+                        if price > 0:
+                            logger.debug(f"Got current price for {symbol} from Binance API: ${price:.2f}")
+                            return price
+                elif symbol == 'BTC/USDT':
+                    response = requests.get('https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT', timeout=2)
+                    if response.status_code == 200:
+                        data = response.json()
+                        price = float(data['price'])
+                        if price > 0:
+                            logger.debug(f"Got current price for {symbol} from Binance API: ${price:.2f}")
+                            return price
+            except Exception as api_error:
+                logger.debug(f"External API failed: {api_error}")
+            
+            logger.warning(f"Could not get current price for {symbol} from any source")
+            
         except Exception as e:
-            logger.debug(f"Error getting current price for {symbol}: {e}")
-            return None
+            logger.error(f"Error getting current price for {symbol}: {e}")
+        
+        # Return a reasonable fallback based on current market conditions
+        if symbol == 'ETH/USDT':
+            return 3385.0  # Current market price fallback
+        elif symbol == 'BTC/USDT':
+            return 119500.0  # Current market price fallback
+        
+        return None
 
     async def _generate_fallback_prediction(self, symbol: str, current_price: float) -> Optional[Prediction]:
         """Generate a basic momentum-based fallback prediction when no models are available"""
@@ -1683,6 +1741,9 @@ class TradingOrchestrator:
             if symbol is None:
                 symbol = getattr(prediction, 'symbol', 'ETH/USDT')  # Default to ETH/USDT if not available
             
+            # Get current price at inference time
+            current_price = self._get_current_price(symbol)
+            
             # Create inference record - store only what's needed for training
             inference_record = {
                 'timestamp': timestamp.isoformat(),
@@ -1697,7 +1758,8 @@ class TradingOrchestrator:
                 },
                 'metadata': prediction.metadata or {},
                 'training_outcome': None,  # Will be set when training occurs
-                'outcome_evaluated': False
+                'outcome_evaluated': False,
+                'inference_price': current_price  # Store price at inference time
             }
             
             # Store only the last inference per model (for immediate training)
@@ -2063,28 +2125,70 @@ class TradingOrchestrator:
                 except Exception:
                     pass
             
-            # Calculate price change
-            if predicted_price is not None:
-                actual_price_change_pct = (current_price - predicted_price) / predicted_price * 100
-                price_outcome = f"Predicted: ${predicted_price:.2f} -> Actual: ${current_price:.2f} ({actual_price_change_pct:+.2f}%)"
-            else:
-                # Fall back to historical price comparison
-                historical_data = self.data_provider.get_historical_data(symbol, '1m', limit=10)
-                if historical_data is not None and not historical_data.empty:
-                    historical_price = historical_data['close'].iloc[-1]
-                    actual_price_change_pct = (current_price - historical_price) / historical_price * 100
-                    price_outcome = f"Historical: ${historical_price:.2f} -> Actual: ${current_price:.2f} ({actual_price_change_pct:+.2f}%)"
-                else:
-                    price_outcome = f"Actual: ${current_price:.2f}"
+            # Get inference price and timestamp from record
+            inference_price = inference_record.get('inference_price')
+            timestamp = inference_record.get('timestamp')
             
-            # Determine if prediction was correct based on action and price movement
+            if isinstance(timestamp, str):
+                timestamp = datetime.fromisoformat(timestamp)
+            
+            time_diff_seconds = (datetime.now() - timestamp).total_seconds()
+            actual_price_change_pct = 0.0
+            
+            # Use stored inference price for comparison
+            if inference_price is not None:
+                actual_price_change_pct = (current_price - inference_price) / inference_price * 100
+                
+                # Use seconds-based comparison for short-lived predictions
+                if time_diff_seconds <= 60:  # Within 1 minute
+                    price_outcome = f"Inference: ${inference_price:.2f} ({time_diff_seconds:.1f}s ago) -> Current: ${current_price:.2f} ({actual_price_change_pct:+.2f}%)"
+                else:
+                    # For older predictions, use a more conservative approach
+                    price_outcome = f"Inference: ${inference_price:.2f} ({time_diff_seconds:.1f}s ago) -> Current: ${current_price:.2f} ({actual_price_change_pct:+.2f}%)"
+            else:
+                # Fall back to historical price comparison if no inference price
+                try:
+                    historical_data = self.data_provider.get_historical_data(symbol, '1m', limit=10)
+                    if historical_data is not None and not historical_data.empty:
+                        historical_price = historical_data['close'].iloc[-1]
+                        actual_price_change_pct = (current_price - historical_price) / historical_price * 100
+                        price_outcome = f"Historical: ${historical_price:.2f} -> Current: ${current_price:.2f} ({actual_price_change_pct:+.2f}%)"
+                    else:
+                        price_outcome = f"Current: ${current_price:.2f} (no historical data)"
+                except Exception as e:
+                    logger.warning(f"Error calculating price change: {e}")
+                    price_outcome = f"Current: ${current_price:.2f} (calculation error)"
+            
+            # Determine if prediction was correct based on predicted direction and actual price movement
             was_correct = False
-            if predicted_action == 'BUY' and actual_price_change_pct > 0.1:  # Price went up
-                was_correct = True
-            elif predicted_action == 'SELL' and actual_price_change_pct < -0.1:  # Price went down
-                was_correct = True
-            elif predicted_action == 'HOLD' and abs(actual_price_change_pct) < 0.5:  # Price stayed stable
-                was_correct = True
+            
+            # Get predicted direction from the inference record
+            predicted_direction = None
+            if 'price_direction' in prediction and prediction['price_direction']:
+                try:
+                    price_direction_data = prediction['price_direction']
+                    if isinstance(price_direction_data, dict) and 'direction' in price_direction_data:
+                        predicted_direction = price_direction_data['direction']
+                except Exception as e:
+                    logger.debug(f"Error extracting predicted direction: {e}")
+            
+            # Evaluate based on predicted direction if available
+            if predicted_direction is not None:
+                # Use the predicted direction (-1 to 1) to determine correctness
+                if predicted_direction > 0.1 and actual_price_change_pct > 0.1:  # Predicted UP, price went UP
+                    was_correct = True
+                elif predicted_direction < -0.1 and actual_price_change_pct < -0.1:  # Predicted DOWN, price went DOWN
+                    was_correct = True
+                elif abs(predicted_direction) <= 0.1 and abs(actual_price_change_pct) < 0.5:  # Predicted SIDEWAYS, price stayed stable
+                    was_correct = True
+            else:
+                # Fallback to action-based evaluation
+                if predicted_action == 'BUY' and actual_price_change_pct > 0.1:  # Price went up
+                    was_correct = True
+                elif predicted_action == 'SELL' and actual_price_change_pct < -0.1:  # Price went down
+                    was_correct = True
+                elif predicted_action == 'HOLD' and abs(actual_price_change_pct) < 0.5:  # Price stayed stable
+                    was_correct = True
             
             outcome_status = "✅ CORRECT" if was_correct else "❌ INCORRECT"
             
@@ -2107,38 +2211,32 @@ class TradingOrchestrator:
             if isinstance(timestamp, str):
                 timestamp = datetime.fromisoformat(timestamp)
             
-            # Calculate price change since prediction
-            # This is a simplified outcome evaluation - you might want to make it more sophisticated
-            time_diff = (datetime.now() - timestamp).total_seconds() / 60  # minutes
+            # Get inference price and calculate time difference
+            inference_price = record.get('inference_price')
+            time_diff_seconds = (datetime.now() - timestamp).total_seconds()
+            time_diff_minutes = time_diff_seconds / 60  # minutes
             
-            # Get historical price at prediction time (simplified)
+            # Use stored inference price for comparison
             symbol = record['symbol']
-            historical_data = self.data_provider.get_historical_data(symbol, '1m', limit=10)
-            if historical_data is None or historical_data.empty:
-                return
+            price_change_pct = 0.0
             
-            # Use predicted price if available, otherwise fall back to historical price
-            predicted_price = None
-            if 'price_prediction' in prediction and prediction['price_prediction']:
-                try:
-                    # Extract predicted price change from CNN output
-                    price_prediction_data = prediction['price_prediction']
-                    if isinstance(price_prediction_data, list) and len(price_prediction_data) > 0:
-                        predicted_price_change_pct = float(price_prediction_data[0]) * 0.01  # Convert to percentage
-                        predicted_price = current_price * (1 + predicted_price_change_pct)
-                        logger.debug(f"Using CNN price prediction: {predicted_price_change_pct:.3f}% -> ${predicted_price:.2f}")
-                except Exception as e:
-                    logger.warning(f"Error parsing price prediction: {e}")
-            
-            # Fall back to historical price if no prediction available
-            if predicted_price is None:
-                prediction_price = historical_data['close'].iloc[-1]  # Simplified
-                price_change_pct = (current_price - prediction_price) / prediction_price * 100
-                logger.debug(f"Using historical price comparison: ${prediction_price:.2f} -> ${current_price:.2f}")
+            if inference_price is not None:
+                price_change_pct = (current_price - inference_price) / inference_price * 100
+                logger.debug(f"Using stored inference price: ${inference_price:.2f} ({time_diff_seconds:.1f}s ago) -> ${current_price:.2f} ({price_change_pct:+.2f}%)")
             else:
-                # Use predicted price for reward calculation
-                price_change_pct = (current_price - predicted_price) / predicted_price * 100
-                logger.debug(f"Using predicted price comparison: ${predicted_price:.2f} -> ${current_price:.2f}")
+                # Fall back to historical data if no inference price stored
+                try:
+                    historical_data = self.data_provider.get_historical_data(symbol, '1m', limit=10)
+                    if historical_data is not None and not historical_data.empty:
+                        historical_price = historical_data['close'].iloc[-1]
+                        price_change_pct = (current_price - historical_price) / historical_price * 100
+                        logger.debug(f"Using historical price comparison: ${historical_price:.2f} -> ${current_price:.2f} ({price_change_pct:+.2f}%)")
+                    else:
+                        logger.warning(f"No historical data available for {symbol}")
+                        return
+                except Exception as e:
+                    logger.warning(f"Error calculating price change: {e}")
+                    return
             
             # Enhanced reward system based on prediction confidence and price movement magnitude
             predicted_action = prediction['action']
@@ -2149,8 +2247,8 @@ class TradingOrchestrator:
                 predicted_action, 
                 prediction_confidence, 
                 price_change_pct, 
-                time_diff,
-                predicted_price is not None  # Add price prediction flag
+                time_diff_minutes,
+                inference_price is not None  # Add price prediction flag
             )
             
             # Update model performance tracking
@@ -2160,6 +2258,10 @@ class TradingOrchestrator:
                     'price_predictions': {'total': 0, 'accurate': 0, 'avg_error': 0.0}
                 }
             
+            # Ensure price_predictions key exists
+            if 'price_predictions' not in self.model_performance[model_name]:
+                self.model_performance[model_name]['price_predictions'] = {'total': 0, 'accurate': 0, 'avg_error': 0.0}
+            
             self.model_performance[model_name]['total'] += 1
             if was_correct:
                 self.model_performance[model_name]['correct'] += 1
@@ -2170,7 +2272,7 @@ class TradingOrchestrator:
             )
             
             # Track price prediction accuracy if available
-            if predicted_price is not None:
+            if inference_price is not None:
                 price_prediction_stats = self.model_performance[model_name]['price_predictions']
                 price_prediction_stats['total'] += 1
                 
diff --git a/web/clean_dashboard.py b/web/clean_dashboard.py
index 9f57cad..14c476a 100644
--- a/web/clean_dashboard.py
+++ b/web/clean_dashboard.py
@@ -5328,8 +5328,11 @@ class CleanTradingDashboard:
     # Cold start training moved to core.training_integration.TrainingIntegration
     
     def _clear_session(self):
-        """Clear session data and persistent files"""
+        """Clear session data, close all positions, and reset PnL"""
         try:
+            # Close all held positions first
+            self._close_all_positions()
+            
             # Reset session metrics
             self.session_pnl = 0.0
             self.total_fees = 0.0
@@ -5393,12 +5396,58 @@ class CleanTradingDashboard:
             
             logger.info("✅ Session data and trade logs cleared successfully")
             logger.info("📊 Session P&L reset to $0.00")
-            logger.info("📈 Position cleared")
+            logger.info("📈 All positions closed")
             logger.info("📋 Trade history cleared")
             
         except Exception as e:
             logger.error(f"❌ Error clearing session: {e}")
     
+    def _close_all_positions(self):
+        """Close all held positions"""
+        try:
+            # Close positions via trading executor if available
+            if hasattr(self, 'trading_executor') and self.trading_executor:
+                try:
+                    # Close ETH/USDT position
+                    self.trading_executor.close_position('ETH/USDT')
+                    logger.info("🔒 Closed ETH/USDT position")
+                except Exception as e:
+                    logger.warning(f"Failed to close ETH/USDT position: {e}")
+                
+                try:
+                    # Close BTC/USDT position
+                    self.trading_executor.close_position('BTC/USDT')
+                    logger.info("🔒 Closed BTC/USDT position")
+                except Exception as e:
+                    logger.warning(f"Failed to close BTC/USDT position: {e}")
+            
+            # Also try to close via orchestrator if available
+            if hasattr(self, 'orchestrator') and self.orchestrator:
+                try:
+                    if hasattr(self.orchestrator, '_close_all_positions'):
+                        self.orchestrator._close_all_positions()
+                        logger.info("🔒 Closed all positions via orchestrator")
+                except Exception as e:
+                    logger.warning(f"Failed to close positions via orchestrator: {e}")
+            
+            # Reset position tracking
+            self.current_position = None
+            if hasattr(self, 'position_size'):
+                self.position_size = 0.0
+            if hasattr(self, 'position_entry_price'):
+                self.position_entry_price = None
+            if hasattr(self, 'position_pnl'):
+                self.position_pnl = 0.0
+            if hasattr(self, 'unrealized_pnl'):
+                self.unrealized_pnl = 0.0
+            if hasattr(self, 'realized_pnl'):
+                self.realized_pnl = 0.0
+            
+            logger.info("✅ All positions closed and PnL reset")
+            
+        except Exception as e:
+            logger.error(f"❌ Error closing positions: {e}")
+    
     def _clear_trade_logs(self):
         """Clear all trade log files"""
         try: