docs: Update OPTIMIZATION_MASTER_ROADMAP.md with current status

Capital: $97.55 → $540 USDC (5.5× increase, zero debt, 15x leverage)
v8 Status: Ready → Deployed and Validated (8 trades, 57.1% WR, +$262.70)
Perfect Separation: All winners ≥95 quality, all losers ≤90 quality
Quality Threshold: Raised to 91 (Nov 21) based on data validation
Blocked Signals: 8/20 collected (6 complete with price tracking)
ATR Tracking: 8/50 trades with v8 indicator (median 0.43 SOL)
Trade Count: 170+ total (updated from 160)

Last Updated: Nov 22, 2025
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mindesbunister
2025-11-22 14:33:27 +01:00
parent 81926c24b9
commit 11d350cebc

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@@ -1,10 +1,10 @@
# Trading Bot Optimization - Master Roadmap
**Last Updated:** November 18, 2025
**Current Capital:** $97.55 USDC
**Last Updated:** November 22, 2025
**Current Capital:** $540 USDC (zero debt, 100% health, 15x SOL leverage)
**Phase 1 Goal:** $106 → $2,500 (60%+ win rate, aggressive compounding)
**🎯 Recent Progress:** v8 Money Line indicator developed with sticky trend detection, flip threshold protection, and momentum confirmation (Nov 18, 2025). Ready for live testing.
**🎯 Recent Progress:** v8 Money Line indicator deployed and validated (Nov 22, 2025). 8 trades completed with perfect quality score separation: All winners ≥95, all losers ≤90. Quality threshold raised to 91 based on data.
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@@ -26,12 +26,13 @@ All three initiatives follow the same pattern:
Filter out bad trades BEFORE entry by optimizing quality score thresholds.
### Current Status
🚀 **NEW: v8 Indicator Deployed** (Nov 18, 2025)
**v8 Indicator DEPLOYED AND VALIDATED** (Nov 18-22, 2025)
- **Money Line v8:** Sticky trend detection with 0.6% flip threshold
- **Improvements:** Stickier ATR multipliers (3.8x-3.0x), entry buffer 0.2 ATR, ADX 18+
- **Anti-whipsaw:** Momentum confirmation prevents rapid flip-flops
- **Status:** Ready for TradingView alerts, awaiting first live signals
- **Tracking:** Database will tag trades as `indicatorVersion='v8'` for comparison
- **Live Results:** 8 trades completed (57.1% WR, +$262.70 total P&L)
- **Perfect Separation:** ALL winners quality ≥95, ALL losers quality ≤90
- **Threshold Raised:** 91 minimum (from 60) based on data validation
- **Status:** Production system, quality 91+ filter active
- **Tracking:** Database tags trades as `indicatorVersion='v8'` for comparison
**Phase 1.5 COMPLETE** - Signal Frequency Penalties Deployed (Nov 14)
- **Overtrading penalty:** 3+ signals in 30min → -20 points
@@ -40,8 +41,9 @@ Filter out bad trades BEFORE entry by optimizing quality score thresholds.
- **Impact:** Eliminates tight-range flip-flops (like $141-145 consolidation)
📊 **Phase 1 (IN PROGRESS)** - Blocked Signals Collection
- **Progress:** 0/10-20 blocked signals needed
- **Progress:** 8/20 blocked signals collected (6 complete with price tracking)
- **Started:** November 11, 2025
- **Quality Threshold:** Raised to 91 (Nov 21) after perfect separation validation
- **System:** Automatically saves blocked signals to database with full metrics
### What's Being Collected
@@ -101,7 +103,7 @@ Optimize HOW MUCH to close at each target and WHEN to move stops.
📊 **Phase 2-4 PENDING** - Need more trade data
- Requires 50+ trades with full MFE/MAE tracking
- Currently: 160 trades total, need more with v6 indicator data
- Currently: 170+ trades total (8 v8 trades, collecting data)
### What's Being Collected
Every trade tracks:
@@ -145,8 +147,9 @@ Replace fixed % targets with volatility-adaptive targets using ATR multipliers.
### Current Status
📊 **Phase 1 (IN PROGRESS)** - ATR Data Collection
- **Progress:** 1/50 trades with ATR tracking
- **Progress:** 8/50 trades with ATR tracking (v8 indicator)
- **Started:** November 11, 2025 (with indicator v6)
- **Median ATR:** 0.43 for SOL-PERP (from 162 historical trades)
- **System:** `atrAtEntry` field saved with every trade
### Current System (Fixed %)