From 0365560c5b63512157a2d3f2a4fa4257dbd0d24b Mon Sep 17 00:00:00 2001
From: mindesbunister <github_service@egonetix.de>
Date: Fri, 7 Nov 2025 08:56:19 +0100
Subject: [PATCH] Add timeframe-aware signal quality scoring for 5min charts

- Lower ADX/ATR thresholds for 5min timeframe (ADX 12-22, ATR 0.2-0.7%)
- Add anti-chop filter: -20 points for extreme sideways (ADX<10, ATR<0.25, Vol<0.9)
- Pass timeframe parameter through check-risk and execute endpoints
- Fixes flip-flop losses from overly strict 5min filters
- Higher timeframes unchanged (still use ADX 18+, ATR 0.4+)

5min scoring now:
- ADX 12-15: moderate trend (+5)
- ADX 22+: strong trend (+15)
- ATR 0.2-0.35: acceptable (+5)
- ATR 0.35+: healthy (+10)
- Extreme chop penalty prevents whipsaw trades
---
 app/api/trading/check-risk/route.ts |  5 +-
 app/api/trading/execute/route.ts    |  2 +
 lib/trading/signal-quality.ts       | 93 ++++++++++++++++++++++-------
 3 files changed, 76 insertions(+), 24 deletions(-)

diff --git a/app/api/trading/check-risk/route.ts b/app/api/trading/check-risk/route.ts
index 036f3af..bb25f02 100644
--- a/app/api/trading/check-risk/route.ts
+++ b/app/api/trading/check-risk/route.ts
@@ -15,6 +15,7 @@ import { scoreSignalQuality, SignalQualityResult } from '@/lib/trading/signal-qu
 export interface RiskCheckRequest {
   symbol: string
   direction: 'long' | 'short'
+  timeframe?: string // e.g., '5', '15', '60', '1D'
   // Optional context metrics from TradingView
   atr?: number
   adx?: number
@@ -57,6 +58,7 @@ function shouldAllowScaling(
     pricePosition: newSignal.pricePosition,
     direction: newSignal.direction,
     minScore: config.minScaleQualityScore,
+    timeframe: newSignal.timeframe,
   })
   
   // 2. Check quality score (higher bar than initial entry)
@@ -271,7 +273,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<RiskCheck
         volumeRatio: body.volumeRatio || 0,
         pricePosition: body.pricePosition || 0,
         direction: body.direction,
-        minScore: 60 // Hardcoded threshold
+        minScore: 60, // Hardcoded threshold
+        timeframe: body.timeframe,
       })
       
       if (!qualityScore.passed) {
diff --git a/app/api/trading/execute/route.ts b/app/api/trading/execute/route.ts
index 1dd53af..8ccffe4 100644
--- a/app/api/trading/execute/route.ts
+++ b/app/api/trading/execute/route.ts
@@ -322,6 +322,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
           volumeRatio: body.volumeRatio || 0,
           pricePosition: body.pricePosition || 0,
           direction: body.direction,
+          timeframe: body.timeframe,
         })
         
         await createTrade({
@@ -550,6 +551,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         volumeRatio: body.volumeRatio || 0,
         pricePosition: body.pricePosition || 0,
         direction: body.direction,
+        timeframe: body.timeframe,
       })
       
       await createTrade({
diff --git a/lib/trading/signal-quality.ts b/lib/trading/signal-quality.ts
index 8093e81..c32cc02 100644
--- a/lib/trading/signal-quality.ts
+++ b/lib/trading/signal-quality.ts
@@ -14,14 +14,18 @@ export interface SignalQualityResult {
 /**
  * Calculate signal quality score based on technical indicators
  * 
+ * TIMEFRAME-AWARE SCORING:
+ * 5min charts naturally have lower ADX/ATR than higher timeframes
+ * 
  * Scoring breakdown:
  * - Base: 50 points
- * - ATR (volatility): -20 to +10 points
- * - ADX (trend strength): -15 to +15 points
+ * - ATR (volatility): -20 to +10 points (5min: 0.25-0.7% is healthy)
+ * - ADX (trend strength): -15 to +15 points (5min: 15+ is trending)
  * - RSI (momentum): -10 to +10 points
  * - Volume: -10 to +15 points
  * - Price position: -15 to +5 points
  * - Volume breakout bonus: +10 points
+ * - Anti-chop filter: -20 points (5min only, extreme chop)
  * 
  * Total range: ~15-115 points (realistically 30-100)
  * Threshold: 60 points minimum for execution
@@ -34,38 +38,75 @@ export function scoreSignalQuality(params: {
   pricePosition: number
   direction: 'long' | 'short'
   minScore?: number // Configurable minimum score threshold
+  timeframe?: string // e.g., '5', '15', '60', '1D'
 }): SignalQualityResult {
   let score = 50 // Base score
   const reasons: string[] = []
+  
+  // Detect 5-minute timeframe
+  const is5min = params.timeframe === '5' || params.timeframe === 'manual'
 
-  // ATR check (volatility gate: 0.15% - 2.5%)
+  // ATR check - TIMEFRAME AWARE
   if (params.atr > 0) {
-    if (params.atr < 0.15) {
-      score -= 15
-      reasons.push(`ATR too low (${params.atr.toFixed(2)}% - dead market)`)
-    } else if (params.atr > 2.5) {
-      score -= 20
-      reasons.push(`ATR too high (${params.atr.toFixed(2)}% - too volatile)`)
-    } else if (params.atr >= 0.15 && params.atr < 0.4) {
-      score += 5
-      reasons.push(`ATR moderate (${params.atr.toFixed(2)}%)`)
+    if (is5min) {
+      // 5min: lower thresholds, more lenient
+      if (params.atr < 0.2) {
+        score -= 15
+        reasons.push(`ATR too low (${params.atr.toFixed(2)}% - dead market)`)
+      } else if (params.atr > 1.5) {
+        score -= 20
+        reasons.push(`ATR too high (${params.atr.toFixed(2)}% - too volatile)`)
+      } else if (params.atr >= 0.2 && params.atr < 0.35) {
+        score += 5
+        reasons.push(`ATR acceptable (${params.atr.toFixed(2)}%)`)
+      } else {
+        score += 10
+        reasons.push(`ATR healthy (${params.atr.toFixed(2)}%)`)
+      }
     } else {
-      score += 10
-      reasons.push(`ATR healthy (${params.atr.toFixed(2)}%)`)
+      // Higher timeframes: stricter requirements
+      if (params.atr < 0.15) {
+        score -= 15
+        reasons.push(`ATR too low (${params.atr.toFixed(2)}% - dead market)`)
+      } else if (params.atr > 2.5) {
+        score -= 20
+        reasons.push(`ATR too high (${params.atr.toFixed(2)}% - too volatile)`)
+      } else if (params.atr >= 0.15 && params.atr < 0.4) {
+        score += 5
+        reasons.push(`ATR moderate (${params.atr.toFixed(2)}%)`)
+      } else {
+        score += 10
+        reasons.push(`ATR healthy (${params.atr.toFixed(2)}%)`)
+      }
     }
   }
 
-  // ADX check (trend strength: want >18)
+  // ADX check - TIMEFRAME AWARE
   if (params.adx > 0) {
-    if (params.adx > 25) {
-      score += 15
-      reasons.push(`Strong trend (ADX ${params.adx.toFixed(1)})`)
-    } else if (params.adx < 18) {
-      score -= 15
-      reasons.push(`Weak trend (ADX ${params.adx.toFixed(1)})`)
+    if (is5min) {
+      // 5min: ADX 15+ is actually trending, 20+ is strong
+      if (params.adx > 22) {
+        score += 15
+        reasons.push(`Strong 5min trend (ADX ${params.adx.toFixed(1)})`)
+      } else if (params.adx < 12) {
+        score -= 15
+        reasons.push(`Weak 5min trend (ADX ${params.adx.toFixed(1)})`)
+      } else {
+        score += 5
+        reasons.push(`Moderate 5min trend (ADX ${params.adx.toFixed(1)})`)
+      }
     } else {
-      score += 5
-      reasons.push(`Moderate trend (ADX ${params.adx.toFixed(1)})`)
+      // Higher timeframes: stricter ADX requirements
+      if (params.adx > 25) {
+        score += 15
+        reasons.push(`Strong trend (ADX ${params.adx.toFixed(1)})`)
+      } else if (params.adx < 18) {
+        score -= 15
+        reasons.push(`Weak trend (ADX ${params.adx.toFixed(1)})`)
+      } else {
+        score += 5
+        reasons.push(`Moderate trend (ADX ${params.adx.toFixed(1)})`)
+      }
     }
   }
 
@@ -135,6 +176,12 @@ export function scoreSignalQuality(params: {
     score += 10
     reasons.push(`Volume breakout compensates for low ATR`)
   }
+  
+  // ANTI-CHOP FILTER for 5min (extreme penalty for sideways chop)
+  if (is5min && params.adx < 10 && params.atr < 0.25 && params.volumeRatio < 0.9) {
+    score -= 20
+    reasons.push(`⛔ Extreme chop detected (ADX ${params.adx.toFixed(1)}, ATR ${params.atr.toFixed(2)}%, Vol ${params.volumeRatio.toFixed(2)}x)`)
+  }
 
   const minScore = params.minScore || 60
   const passed = score >= minScore