diff --git a/OPTIMIZATION_MASTER_ROADMAP.md b/OPTIMIZATION_MASTER_ROADMAP.md index 4f20504..b06996b 100644 --- a/OPTIMIZATION_MASTER_ROADMAP.md +++ b/OPTIMIZATION_MASTER_ROADMAP.md @@ -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. --- @@ -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 %)