docs: update AI agent instructions with blocked signals tracking

- Added BlockedSignal to database models list
- Updated signalQualityVersion to v4 (current)
- Added blocked signals tracking functions to database section
- Updated check-risk endpoint description
- Added Signal Quality Optimization Roadmap reference
- Documented blocked signals analysis workflow
- Added reference to BLOCKED_SIGNALS_TRACKING.md

This ensures AI agents understand the new data collection system.

.github/copilot-instructions.md

@@ -208,7 +208,7 @@ Without this, order cancellations fail silently during TP1→breakeven order upd
 ### 5. Database (`lib/database/trades.ts` + `prisma/schema.prisma`)
 **Purpose:** PostgreSQL via Prisma ORM for trade history and analytics
 
-**Models:** Trade, PriceUpdate, SystemEvent, DailyStats
+**Models:** Trade, PriceUpdate, SystemEvent, DailyStats, BlockedSignal
 
 **Singleton pattern:** Use `getPrismaClient()` - never instantiate PrismaClient directly
 
@@ -218,19 +218,31 @@ Without this, order cancellations fail silently during TP1→breakeven order upd
 - `addPriceUpdate()` - Track price movements (called by Position Manager)
 - `getTradeStats()` - Win rate, profit factor, avg win/loss
 - `getLastTrade()` - Fetch most recent trade for analytics dashboard
+- `createBlockedSignal()` - Save blocked signals for data-driven optimization analysis
+- `getRecentBlockedSignals()` - Query recent blocked signals
+- `getBlockedSignalsForAnalysis()` - Fetch signals needing price analysis (future automation)
 
 **Important fields:**
 - `signalQualityScore` (Int?) - 0-100 score for data-driven optimization
-- `signalQualityVersion` (String?) - Tracks which scoring logic was used ('v1', 'v2', 'v3')
+- `signalQualityVersion` (String?) - Tracks which scoring logic was used ('v1', 'v2', 'v3', 'v4')
   - v1: Original logic (price position < 5% threshold)
   - v2: Added volume compensation for low ADX (2025-11-07)
-  - v3: CURRENT - Stricter breakdown requirements: positions < 15% require (ADX > 18 AND volume > 1.2x) OR (RSI < 35 for shorts / RSI > 60 for longs)
+  - v3: Stricter breakdown requirements: positions < 15% require (ADX > 18 AND volume > 1.2x) OR (RSI < 35 for shorts / RSI > 60 for longs)
+  - v4: CURRENT - Blocked signals tracking enabled for data-driven threshold optimization (2025-11-11)
   - All new trades tagged with current version for comparative analysis
 - `maxFavorableExcursion` / `maxAdverseExcursion` - Track best/worst P&L during trade lifetime
 - `maxFavorablePrice` / `maxAdversePrice` - Track prices at MFE/MAE points
 - `configSnapshot` (Json) - Stores Position Manager state for crash recovery
 - `atr`, `adx`, `rsi`, `volumeRatio`, `pricePosition` - Context metrics from TradingView
 
+**BlockedSignal model fields (NEW):**
+- Signal metrics: `atr`, `adx`, `rsi`, `volumeRatio`, `pricePosition`, `timeframe`
+- Quality scoring: `signalQualityScore`, `signalQualityVersion`, `scoreBreakdown` (JSON), `minScoreRequired`
+- Block tracking: `blockReason` (QUALITY_SCORE_TOO_LOW, COOLDOWN_PERIOD, HOURLY_TRADE_LIMIT, etc.), `blockDetails`
+- Future analysis: `priceAfter1/5/15/30Min`, `wouldHitTP1/TP2/SL`, `analysisComplete`
+- Automatically saved by check-risk endpoint when signals are blocked
+- Enables data-driven optimization: collect 10-20 blocked signals → analyze patterns → adjust thresholds
+
 **Per-symbol functions:**
 - `getLastTradeTimeForSymbol(symbol)` - Get last trade time for specific coin (enables per-symbol cooldown)
 - Each coin (SOL/ETH/BTC) has independent cooldown timer to avoid missed opportunities
@@ -272,7 +284,7 @@ const driftSymbol = normalizeTradingViewSymbol(body.symbol)
 
 **Key endpoints:**
 - `/api/trading/execute` - Main entry point from n8n (production, requires auth), **auto-caches market data**
-- `/api/trading/check-risk` - Pre-execution validation (duplicate check, quality score, **per-symbol cooldown**, rate limits, **symbol enabled check**)
+- `/api/trading/check-risk` - Pre-execution validation (duplicate check, quality score, **per-symbol cooldown**, rate limits, **symbol enabled check**, **saves blocked signals automatically**)
 - `/api/trading/test` - Test trades from settings UI (no auth required, **respects symbol enable/disable**)
 - `/api/trading/close` - Manual position closing (requires symbol normalization)
 - `/api/trading/cancel-orders` - **Manual order cleanup** (for stuck/ghost orders after rate limit failures)
@@ -281,7 +293,7 @@ const driftSymbol = normalizeTradingViewSymbol(body.symbol)
 - `/api/settings` - Get/update config (writes to .env file, **includes per-symbol settings**)
 - `/api/analytics/last-trade` - Fetch most recent trade details for dashboard (includes quality score)
 - `/api/analytics/reentry-check` - **Validate manual re-entry** with fresh TradingView data + recent performance
-- `/api/analytics/version-comparison` - Compare performance across signal quality logic versions (v1/v2/v3)
+- `/api/analytics/version-comparison` - Compare performance across signal quality logic versions (v1/v2/v3/v4)
 - `/api/restart` - Create restart flag for watch-restart.sh script
 
 ## Critical Workflows
@@ -609,7 +621,14 @@ if (!enabled) {
 
 ## Development Roadmap
 
-See `POSITION_SCALING_ROADMAP.md` for planned optimizations:
+See `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md` for systematic signal quality improvements:
+- **Phase 1 (🔄 IN PROGRESS):** Collect 10-20 blocked signals with quality scores (1-2 weeks)
+- **Phase 2 (🔜 NEXT):** Analyze patterns and make data-driven threshold decisions
+- **Phase 3 (🎯 FUTURE):** Implement dual-threshold system or other optimizations based on data
+- **Phase 4 (🤖 FUTURE):** Automated price analysis for blocked signals
+- **Phase 5 (🧠 DISTANT):** ML-based scoring weight optimization
+
+See `POSITION_SCALING_ROADMAP.md` for planned position management optimizations:
 - **Phase 1 (✅ COMPLETE):** Collect data with quality scores (20-50 trades needed)
 - **Phase 2:** ATR-based dynamic targets (adapt to volatility)
 - **Phase 3:** Signal quality-based scaling (high quality = larger runners)
@@ -619,13 +638,22 @@ See `POSITION_SCALING_ROADMAP.md` for planned optimizations:
 
 **Recent Implementation:** TP2-as-runner system provides 5x larger runner (25% vs 5%) for better profit capture on extended moves. When TP2 price is hit, trailing stop activates on full remaining position instead of closing partial amount.
 
+**Blocked Signals Tracking (Nov 11, 2025):** System now automatically saves all blocked signals to database for data-driven optimization. See `BLOCKED_SIGNALS_TRACKING.md` for SQL queries and analysis workflows.
+
 **Data-driven approach:** Each phase requires validation through SQL analysis before implementation. No premature optimization.
 
 **Signal Quality Version Tracking:** Database tracks `signalQualityVersion` field to compare algorithm performance:
 - Analytics dashboard shows version comparison: trades, win rate, P&L, extreme position stats
-- Focus on extreme positions (< 15% range) - v3 aims to reduce losses from weak ADX entries
+- v4 (current) includes blocked signals tracking for data-driven optimization
+- Focus on extreme positions (< 15% range) - v3 aimed to reduce losses from weak ADX entries
 - SQL queries in `docs/analysis/SIGNAL_QUALITY_VERSION_ANALYSIS.sql` for deep-dive analysis
-- Need 20+ v3 trades before meaningful comparison vs v1/v2 data
+- Need 20+ trades per version before meaningful comparison
+
+**Blocked Signals Analysis:** See `BLOCKED_SIGNALS_TRACKING.md` for:
+- SQL queries to analyze blocked signal patterns
+- Score distribution and metric analysis
+- Comparison with executed trades at similar quality levels
+- Future automation of price tracking (would TP1/TP2/SL have hit?)
 
 ## Integration Points