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feat: add indicator version tracking system

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Database changes:
- Added indicatorVersion field to Trade table
- Added indicatorVersion field to BlockedSignal table
- Tracks which Pine Script version (v5, v6, etc.) generated each signal

Pine Script changes:
- v6 now includes '| IND:v6' in alert messages
- Enables differentiation between v5 and v6 signals in database

Documentation:
- Created INDICATOR_VERSION_TRACKING.md with full implementation guide
- Includes n8n workflow update instructions
- Includes SQL analysis queries for v5 vs v6 comparison
- Includes rollback plan if needed

Next steps (manual):
1. Update n8n workflow Parse Signal Enhanced node to extract IND field
2. Update n8n HTTP requests to pass indicatorVersion
3. Update API endpoints to accept and save indicatorVersion
4. Rebuild Docker container

Benefits:
- Compare v5 vs v6 Pine Script effectiveness
- Track which version generated winning/losing trades
- Validate that v6 price position filter reduces blocked signals
- Data-driven decisions on Pine Script improvements
This commit is contained in:
mindesbunister
2025-11-11 12:53:33 +01:00
parent 871d82a64a
commit 0700daf8ff
3 changed files with 234 additions and 4 deletions
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225
INDICATOR_VERSION_TRACKING.md Normal file
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@@ -0,0 +1,225 @@
# Indicator Version Tracking System
**Date:** November 11, 2025
**Purpose:** Track which Pine Script version generated each signal for comparative analysis
## Changes Made
### 1. Database Schema (`prisma/schema.prisma`)
Added `indicatorVersion` field to both tables:
```prisma
model Trade {
// ... existing fields ...
indicatorVersion String? // Pine Script version (v5, v6, etc.)
}
model BlockedSignal {
// ... existing fields ...
indicatorVersion String? // Pine Script version (v5, v6, etc.)
}
```
### 2. Pine Script v6 (`moneyline_v6_improved.pinescript`)
Added version identifier to alert messages:
```pinescript
// Line 245-247
indicatorVer = "v6"
// Alert messages now include: | IND:v6
longAlertMsg = "SOL buy 5 | ATR:0.45 | ADX:28.3 | RSI:62.5 | VOL:1.45 | POS:75.3 | IND:v6"
shortAlertMsg = "SOL sell 5 | ATR:0.45 | ADX:28.3 | RSI:62.5 | VOL:1.45 | POS:75.3 | IND:v6"
```
### 3. n8n Workflow Update (REQUIRED)
**File:** `workflows/trading/Money_Machine.json`
**Node:** `Parse Signal Enhanced` (JavaScript code)
**Add this code after the pricePosition extraction:**
```javascript
// Extract indicator version (v5, v6, etc.)
const indicatorMatch = body.match(/IND:([a-z0-9]+)/i);
const indicatorVersion = indicatorMatch ? indicatorMatch[1] : 'v5'; // Default to v5 for old signals
return {
rawMessage: body,
symbol,
direction,
timeframe,
// Context fields
atr,
adx,
rsi,
volumeRatio,
pricePosition,
// NEW: Indicator version
indicatorVersion
};
```
**Then update the HTTP request nodes to include it:**
**Check Risk Request:**
```json
{
"symbol": "{{ $('Parse Signal Enhanced').item.json.symbol }}",
"direction": "{{ $('Parse Signal Enhanced').item.json.direction }}",
"timeframe": "{{ $('Parse Signal Enhanced').item.json.timeframe }}",
"atr": {{ $('Parse Signal Enhanced').item.json.atr }},
"adx": {{ $('Parse Signal Enhanced').item.json.adx }},
"rsi": {{ $('Parse Signal Enhanced').item.json.rsi }},
"volumeRatio": {{ $('Parse Signal Enhanced').item.json.volumeRatio }},
"pricePosition": {{ $('Parse Signal Enhanced').item.json.pricePosition }},
"indicatorVersion": "{{ $('Parse Signal Enhanced').item.json.indicatorVersion }}"
}
```
**Execute Trade Request:** (same addition)
### 4. API Endpoints Update (REQUIRED)
**Files to update:**
- `app/api/trading/check-risk/route.ts`
- `app/api/trading/execute/route.ts`
**Add to request body interface:**
```typescript
interface RequestBody {
symbol: string
direction: 'long' | 'short'
timeframe?: string
atr?: number
adx?: number
rsi?: number
volumeRatio?: number
pricePosition?: number
indicatorVersion?: string // NEW
}
```
**Pass to database functions:**
```typescript
await createTrade({
// ... existing params ...
indicatorVersion: body.indicatorVersion || 'v5'
})
await createBlockedSignal({
// ... existing params ...
indicatorVersion: body.indicatorVersion || 'v5'
})
```
## Database Migration
Run this to apply schema changes:
```bash
# Generate Prisma client with new fields
npx prisma generate
# Push schema to database
npx prisma db push
# Rebuild Docker container
docker compose build trading-bot
docker compose up -d trading-bot
```
## Analysis Queries
### Compare v5 vs v6 Performance
```sql
-- Executed trades by indicator version
SELECT
indicatorVersion,
COUNT(*) as trades,
ROUND(AVG(realizedPnL)::numeric, 2) as avg_pnl,
ROUND(SUM(realizedPnL)::numeric, 2) as total_pnl,
ROUND(100.0 * SUM(CASE WHEN realizedPnL > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate
FROM "Trade"
WHERE exitReason IS NOT NULL
AND indicatorVersion IS NOT NULL
GROUP BY indicatorVersion
ORDER BY indicatorVersion;
```
### Blocked signals by version
```sql
-- Blocked signals by indicator version
SELECT
indicatorVersion,
COUNT(*) as blocked_count,
ROUND(AVG(signalQualityScore)::numeric, 1) as avg_score,
blockReason,
COUNT(*) as count_per_reason
FROM "BlockedSignal"
WHERE indicatorVersion IS NOT NULL
GROUP BY indicatorVersion, blockReason
ORDER BY indicatorVersion, count_per_reason DESC;
```
### v6 effectiveness check
```sql
-- Did v6 reduce blocked signals at range extremes?
SELECT
indicatorVersion,
CASE
WHEN pricePosition < 15 OR pricePosition > 85 THEN 'Range Extreme'
ELSE 'Normal Range'
END as position_type,
COUNT(*) as count
FROM "BlockedSignal"
WHERE indicatorVersion IN ('v5', 'v6')
AND pricePosition IS NOT NULL
GROUP BY indicatorVersion, position_type
ORDER BY indicatorVersion, position_type;
```
## Expected Results
**v5 signals:**
- Should show more blocked signals at range extremes (< 15% or > 85%)
- Higher percentage of signals blocked for QUALITY_SCORE_TOO_LOW
**v6 signals:**
- Should show fewer/zero blocked signals at range extremes (filtered in Pine Script)
- Higher average quality scores
- Most signals should score 70+
## Rollback Plan
If v6 performs worse:
1. **Revert Pine Script:** Change `indicatorVer = "v5"` in v6 script
2. **Or use v5 script:** Just switch back to `moneyline_v5_final.pinescript`
3. **Database keeps working:** Old signals tagged as v5, new as v6
4. **Analysis remains valid:** Can compare both versions historically
## Testing Checklist
- [ ] Database schema updated (`npx prisma db push`)
- [ ] Prisma client regenerated (`npx prisma generate`)
- [ ] Docker container rebuilt
- [ ] n8n workflow updated (Parse Signal Enhanced node)
- [ ] n8n HTTP requests updated (Check Risk + Execute Trade)
- [ ] v6 Pine Script deployed to TradingView
- [ ] Test signal fires and `indicatorVersion` appears in database
- [ ] SQL queries return v6 data correctly
## Notes
- **Backward compatible:** Old signals without version default to 'v5'
- **No data loss:** Existing trades remain unchanged
- **Immediate effect:** Once n8n updated, all new signals tagged with version
- **Analysis ready:** Can compare v5 vs v6 after 10+ signals each
---
**Status:** Database and Pine Script updated. n8n workflow update REQUIRED before v6 tracking works.

4
prisma/schema.prisma
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@@ -77,7 +77,8 @@ model Trade {
volumeAtEntry Float? // Volume relative to MA
pricePositionAtEntry Float? // Price position in range (0-100%)
signalQualityScore Int? // Calculated quality score (0-100)
signalQualityVersion String? @default("v1") // Tracks which scoring logic was used
signalQualityVersion String? @default("v4") // Tracks which scoring logic was used
indicatorVersion String? // Pine Script version (v5, v6, etc.)
fundingRateAtEntry Float? // Perp funding rate at entry
basisAtEntry Float? // Perp-spot basis at entry
@@ -177,6 +178,7 @@ model BlockedSignal {
signalQualityVersion String? // Which scoring version
scoreBreakdown Json? // Detailed breakdown of score components
minScoreRequired Int // What threshold was used (e.g., 65)
indicatorVersion String? // Pine Script version (v5, v6, etc.)
// Block reason
blockReason String // "QUALITY_SCORE_TOO_LOW", "DUPLICATE", "COOLDOWN", etc.

9
workflows/trading/moneyline_v6_improved.pinescript
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@@ -220,10 +220,13 @@ baseCurrency = str.replace(syminfo.ticker, "USD", "")
baseCurrency := str.replace(baseCurrency, "USDT", "")
baseCurrency := str.replace(baseCurrency, "PERP", "")
// Build enhanced alert messages with context (timeframe.period is dynamic)
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#")
// Indicator version for tracking in database
indicatorVer = "v6"
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#")
// Build enhanced alert messages with context (timeframe.period is dynamic)
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
if finalLongSignal