feat: Add multi-timeframe data collection to execute endpoint

- Only 5min signals execute trades (production)
- 15min/1H/4H/Daily signals saved to BlockedSignal table for analysis
- Enables cross-timeframe performance comparison
- Zero financial risk - non-5min signals just collect data
- blockReason: 'DATA_COLLECTION_ONLY' for easy filtering
- Returns HTTP 200 (not 400) since this is expected behavior
- Prepares for future timeframe optimization decisions

app/api/trading/execute/route.ts

@@ -105,6 +105,52 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       console.log(`📊 Market data auto-cached for ${driftSymbol} from trade signal`)
     }
 
+    // 🔬 MULTI-TIMEFRAME DATA COLLECTION
+    // Only execute trades from 5min timeframe, save other timeframes for analysis
+    const timeframe = body.timeframe || '5'
+    if (timeframe !== '5') {
+      console.log(`📊 DATA COLLECTION: ${timeframe}min signal from ${driftSymbol}, saving for analysis (not executing)`)
+      
+      // Save to BlockedSignal for cross-timeframe analysis
+      const { createBlockedSignal } = await import('@/lib/database/trades')
+      try {
+        await createBlockedSignal({
+          symbol: driftSymbol,
+          direction: body.direction,
+          blockReason: 'DATA_COLLECTION_ONLY',
+          blockDetails: `Multi-timeframe data collection: ${timeframe}min signals saved but not executed (only 5min executes)`,
+          atr: body.atr,
+          adx: body.adx,
+          rsi: body.rsi,
+          volumeRatio: body.volumeRatio,
+          pricePosition: body.pricePosition,
+          timeframe: timeframe,
+          currentPrice: body.signalPrice || 0,
+          signalQualityScore: 0, // Not scored since not executed
+          signalQualityVersion: 'data-collection',
+          minScoreRequired: 0,
+          scoreBreakdown: {},
+        })
+        console.log(`✅ ${timeframe}min signal saved to database for future analysis`)
+      } catch (dbError) {
+        console.error(`❌ Failed to save ${timeframe}min signal:`, dbError)
+      }
+      
+      return NextResponse.json({
+        success: false,
+        error: 'Data collection only',
+        message: `Signal from ${timeframe}min timeframe saved for analysis. Only 5min signals are executed. Check BlockedSignal table for data.`,
+        dataCollection: {
+          timeframe: timeframe,
+          symbol: driftSymbol,
+          direction: body.direction,
+          saved: true,
+        }
+      }, { status: 200 }) // 200 not 400 - this is expected behavior
+    }
+    
+    console.log(`✅ 5min signal confirmed - proceeding with trade execution`)
+
     // Get trading configuration
     const config = getMergedConfig()