docs: Major documentation reorganization + ENV variable reference
**Documentation Structure:** - Created docs/ subdirectory organization (analysis/, architecture/, bugs/, cluster/, deployments/, roadmaps/, setup/, archived/) - Moved 68 root markdown files to appropriate categories - Root directory now clean (only README.md remains) - Total: 83 markdown files now organized by purpose **New Content:** - Added comprehensive Environment Variable Reference to copilot-instructions.md - 100+ ENV variables documented with types, defaults, purpose, notes - Organized by category: Required (Drift/RPC/Pyth), Trading Config (quality/ leverage/sizing), ATR System, Runner System, Risk Limits, Notifications, etc. - Includes usage examples (correct vs wrong patterns) **File Distribution:** - docs/analysis/ - Performance analyses, blocked signals, profit projections - docs/architecture/ - Adaptive leverage, ATR trailing, indicator tracking - docs/bugs/ - CRITICAL_*.md, FIXES_*.md bug reports (7 files) - docs/cluster/ - EPYC setup, distributed computing docs (3 files) - docs/deployments/ - *_COMPLETE.md, DEPLOYMENT_*.md status (12 files) - docs/roadmaps/ - All *ROADMAP*.md strategic planning files (7 files) - docs/setup/ - TradingView guides, signal quality, n8n setup (8 files) - docs/archived/2025_pre_nov/ - Obsolete verification checklist (1 file) **Key Improvements:** - ENV variable reference: Single source of truth for all configuration - Common Pitfalls #68-71: Already complete, verified during audit - Better findability: Category-based navigation vs 68 files in root - Preserves history: All files git mv (rename), not copy/delete - Zero broken functionality: Only documentation moved, no code changes **Verification:** - 83 markdown files now in docs/ subdirectories - Root directory cleaned: 68 files → 0 files (except README.md) - Git history preserved for all moved files - Container running: trading-bot-v4 (no restart needed) **Next Steps:** - Create README.md files in each docs subdirectory - Add navigation index - Update main README.md with new structure - Consolidate duplicate deployment docs - Archive truly obsolete files (old SQL backups) See: docs/analysis/CLEANUP_PLAN.md for complete reorganization strategy
This commit is contained in:
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docs/deployments/CLUSTER_STOP_BUTTON_FIX_COMPLETE.md
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docs/deployments/CLUSTER_STOP_BUTTON_FIX_COMPLETE.md
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# Cluster Stop Button Fix - COMPLETE ✅
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**Date:** December 1, 2025
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**Status:** ✅ DEPLOYED AND VERIFIED
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**Commit:** db33af9
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---
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## Executive Summary
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Successfully fixed two critical cluster management issues:
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1. **Stop button database reset** - Now works even when coordinator crashed
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2. **Stale metrics display** - UI now shows accurate 4-state system
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**Key Achievement:** Database-first architecture ensures clean cluster state regardless of process crashes.
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---
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## Issues Resolved
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### Issue #1: Stop Button Appears Broken
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**Original Problem:**
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- User clicks Stop button
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- Button appears to fail (shows error in UI)
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- Database still shows chunks as "running"
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- Can't restart cluster cleanly
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**Root Cause:**
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- Database already in stale state BEFORE Stop clicked
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- Old logic: pkill processes → wait → reset database
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- If coordinator crashed earlier, database never got reset
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- Stop button tried to reset but stale data made it look failed
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**Fix Applied:**
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```typescript
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// NEW ORDER: Database reset FIRST, then pkill
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if (action === 'stop') {
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// 1. Reset database state FIRST (even if coordinator already gone)
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const db = await open({ filename: dbPath, driver: sqlite3.Database })
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await db.run(`UPDATE chunks SET status='pending', assigned_worker=NULL, started_at=NULL WHERE status='running'`)
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const pendingCount = await db.get(`SELECT COUNT(*) as count FROM chunks WHERE status='pending'`)
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await db.close()
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// 2. THEN try to stop any running processes
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const stopCmd = 'pkill -9 -f distributed_coordinator; pkill -9 -f distributed_worker'
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try {
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await execAsync(stopCmd)
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} catch (err) {
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console.log('📝 No processes to kill (already stopped)')
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}
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}
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```
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**Verification:**
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```bash
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# Before fix:
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curl POST /api/cluster/control '{"action":"stop"}'
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# → {"success": false, "error": "sqlite3: not found"}
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# After fix:
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curl POST /api/cluster/control '{"action":"stop"}'
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# → {"success": true, "message": "Cluster stopped and database reset to pending"}
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# Database state:
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sqlite3 exploration.db "SELECT status, COUNT(*) FROM chunks GROUP BY status;"
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# Before: running|3
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# After: pending|3 ✅
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```
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---
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### Issue #2: Stale Metrics Display
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**Original Problem:**
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- UI shows "ACTIVE" status with 3 running chunks
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- Progress bar shows 0.00% (no actual work happening)
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- Confusing state: looks active but nothing running
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- Missing "Idle" state when no work queued
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**Root Cause:**
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- Coordinator crashed without updating database
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- Status API trusts database without verification
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- UI only showed 3 states (Processing/Pending/Complete)
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- No visual indicator for "no work at all" state
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**Fix Applied:**
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```typescript
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// UI Enhancement - 4-state display system
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{status.exploration.chunks.running > 0 ? (
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<span className="text-yellow-400">⚡ Processing</span>
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) : status.exploration.chunks.pending > 0 ? (
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<span className="text-blue-400">⏳ Pending</span>
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) : status.exploration.chunks.completed === status.exploration.chunks.total ? (
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<span className="text-green-400">✅ Complete</span>
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) : (
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<span className="text-gray-400">⏸️ Idle</span> // NEW STATE
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)}
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// Show pending chunk count
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{status.exploration.chunks.pending > 0 && (
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<span className="text-gray-400">({status.exploration.chunks.pending} pending)</span>
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)}
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```
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**Verification:**
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```bash
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curl -s http://localhost:3001/api/cluster/status | jq '.exploration'
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# After Stop button:
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{
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"totalCombinations": 4096,
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"testedCombinations": 0,
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"progress": 0,
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"chunks": {
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"total": 3,
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"completed": 0,
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"running": 0, # ✅ Was 3 before fix
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"pending": 3 # ✅ Correctly reset
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}
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}
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```
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---
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## Technical Implementation
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### Database Operations Refactor
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**Problem:** Original code used sqlite3 CLI commands
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```typescript
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// ❌ DOESN'T WORK IN DOCKER
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const resetCmd = `sqlite3 ${dbPath} "UPDATE chunks SET status='pending'..."`
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await execAsync(resetCmd)
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// Error: /bin/sh: sqlite3: not found
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```
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**Solution:** Use Node.js sqlite library
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```typescript
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// ✅ WORKS IN DOCKER
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const db = await open({
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filename: dbPath,
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driver: sqlite3.Database
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})
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await db.run(`UPDATE chunks SET status=?, assigned_worker=NULL WHERE status=?`,
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['pending', 'running'])
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const result = await db.get(`SELECT COUNT(*) as count FROM chunks WHERE status=?`,
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['pending'])
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await db.close()
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```
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**Why This Matters:**
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- Docker container uses node:20-alpine (minimal Linux)
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- Alpine doesn't include sqlite3 CLI by default
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- Node.js sqlite3 library already installed (used in status API)
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- Cleaner code, better error handling, no shell dependencies
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|
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---
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### File Permissions Fix
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**Problem:** Database readonly in container
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```
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SQLITE_READONLY: attempt to write a readonly database
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```
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**Root Cause:**
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- Database file owned by root (UID 0)
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- Container runs as nextjs user (UID 1001)
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- SQLite needs write access + directory write for lock files
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**Solution:**
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```bash
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# Fix database file ownership
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chown 1001:1001 /home/icke/traderv4/cluster/exploration.db
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chmod 664 /home/icke/traderv4/cluster/exploration.db
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# Fix directory permissions (for lock files)
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chown 1001:1001 /home/icke/traderv4/cluster
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chmod 775 /home/icke/traderv4/cluster
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# Verification:
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ls -la /home/icke/traderv4/cluster/
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drwxrwxr-x 4 1001 1001 30 Dec 1 10:02 .
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-rw-rw-r-- 1 1001 1001 40960 Dec 1 10:02 exploration.db
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```
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---
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## Deployment Process
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### Build & Deploy Steps
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1. **Code Changes:**
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- Updated control/route.ts with database-first logic
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- Enhanced page.tsx with 4-state display
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- Replaced sqlite3 CLI with Node.js API
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2. **Docker Build:**
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```bash
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docker compose build trading-bot
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# Build time: ~73 seconds
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# Image: sha256:7b830abb...
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```
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3. **Container Restart:**
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```bash
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docker compose up -d --force-recreate trading-bot
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# Container: trading-bot-v4 started successfully
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```
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4. **Permission Fix:**
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```bash
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chown 1001:1001 /home/icke/traderv4/cluster/exploration.db
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chmod 664 /home/icke/traderv4/cluster/exploration.db
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chown 1001:1001 /home/icke/traderv4/cluster
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chmod 775 /home/icke/traderv4/cluster
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```
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5. **Testing:**
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```bash
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# Test Stop button
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curl -X POST http://localhost:3001/api/cluster/control \
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-H "Content-Type: application/json" \
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-d '{"action":"stop"}' | jq .
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# Result: {"success": true, "message": "Cluster stopped..."}
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```
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6. **Verification:**
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```bash
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# Check database state
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sqlite3 exploration.db "SELECT status, COUNT(*) FROM chunks GROUP BY status;"
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# Result: pending|3 ✅
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# Check status API
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curl -s http://localhost:3001/api/cluster/status | jq .exploration
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# Result: running=0, pending=3, progress=0% ✅
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```
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---
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## Container Logs
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**Stop Button Operation (Successful):**
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```
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🛑 Stopping cluster...
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🔧 Resetting database chunks to pending...
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✅ Database cleanup complete - 3 chunks reset to pending (total pending: 3)
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📝 No processes to kill (already stopped)
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```
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**Key Log Messages:**
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- `🔧 Resetting database chunks to pending...` - Database operation started
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- `✅ Database cleanup complete - 3 chunks reset` - Success confirmation
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- Shows count of chunks reset and total pending
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- Gracefully handles "no processes to kill" (already crashed scenario)
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---
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## Testing Results
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||||
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||||
### Test Case: Stale Database from Coordinator Crash
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**Initial State:**
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```sql
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SELECT status, COUNT(*) FROM chunks GROUP BY status;
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-- Result: running|3
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```
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|
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**Stop Button Action:**
|
||||
```bash
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curl -X POST http://localhost:3001/api/cluster/control \
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-H "Content-Type: application/json" \
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-d '{"action":"stop"}' | jq .
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||||
```
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|
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**Response:**
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||||
```json
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{
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"success": true,
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"message": "Cluster stopped and database reset to pending",
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"isRunning": false,
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"note": "All processes stopped, chunks reset"
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||||
}
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```
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|
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**Final State:**
|
||||
```sql
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SELECT status, COUNT(*) FROM chunks GROUP BY status;
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-- Result: pending|3 ✅
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```
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**Status API After Stop:**
|
||||
```json
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{
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"totalCombinations": 4096,
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"testedCombinations": 0,
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"progress": 0,
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||||
"chunks": {
|
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"total": 3,
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||||
"completed": 0,
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"running": 0, // Was 3 before
|
||||
"pending": 3 // Correctly reset
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||||
}
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||||
}
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||||
```
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|
||||
---
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|
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## Architecture Decision: Database-First
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|
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### Why Database Reset Comes First
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||||
|
||||
**Old Approach (WRONG):**
|
||||
```
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Stop Button → pkill processes → wait → reset database
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Problem: If processes already crashed, database never resets
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```
|
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|
||||
**New Approach (CORRECT):**
|
||||
```
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Stop Button → reset database → pkill processes → verify
|
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Benefit: Database always clean regardless of process state
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||||
```
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||||
|
||||
**Rationale:**
|
||||
1. **Idempotency:** Database reset safe to run multiple times
|
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2. **Crash Recovery:** Works even when coordinator already dead
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3. **User Intent:** "Stop" means "clean up everything" not just "kill processes"
|
||||
4. **Restart Readiness:** Fresh database state enables immediate restart
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||||
5. **Error Isolation:** Process kill failure doesn't block database cleanup
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|
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**Real-World Scenario:**
|
||||
- Coordinator crashes at 2 AM (out of memory, network issue, etc.)
|
||||
- Database left with 3 chunks in "running" state
|
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- User wakes up at 9 AM, sees stale "ACTIVE" status
|
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- Clicks Stop button
|
||||
- OLD: Would fail because processes already gone
|
||||
- NEW: Succeeds because database reset happens first ✅
|
||||
|
||||
---
|
||||
|
||||
## Files Changed
|
||||
|
||||
### app/api/cluster/control/route.ts (Major Refactor)
|
||||
|
||||
**Before:**
|
||||
```typescript
|
||||
// Start action - shell command (doesn't work in Docker)
|
||||
const resetCmd = `sqlite3 ${dbPath} "UPDATE chunks..."`
|
||||
await execAsync(resetCmd)
|
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|
||||
// Stop action - pkill first, database second
|
||||
const stopCmd = 'pkill -9 -f distributed_coordinator'
|
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await execAsync(stopCmd)
|
||||
// ... then reset database
|
||||
```
|
||||
|
||||
**After:**
|
||||
```typescript
|
||||
// Imports added:
|
||||
import sqlite3 from 'sqlite3'
|
||||
import { open } from 'sqlite'
|
||||
|
||||
// Start action - Node.js API
|
||||
const db = await open({ filename: dbPath, driver: sqlite3.Database })
|
||||
await db.run(`UPDATE chunks SET status='pending', assigned_worker=NULL, started_at=NULL WHERE status='running'`)
|
||||
await db.close()
|
||||
|
||||
// Stop action - DATABASE FIRST
|
||||
// 1. Reset database state
|
||||
const db = await open({ filename: dbPath, driver: sqlite3.Database })
|
||||
const result = await db.run(`UPDATE chunks SET status='pending'...`)
|
||||
const pendingCount = await db.get(`SELECT COUNT(*) as count FROM chunks WHERE status='pending'`)
|
||||
await db.close()
|
||||
|
||||
// 2. THEN kill processes
|
||||
const stopCmd = 'pkill -9 -f distributed_coordinator; pkill -9 -f distributed_worker'
|
||||
try {
|
||||
await execAsync(stopCmd)
|
||||
} catch (err) {
|
||||
console.log('📝 No processes to kill (already stopped)')
|
||||
}
|
||||
```
|
||||
|
||||
**Changes:**
|
||||
- Added sqlite3/sqlite imports (lines 5-6)
|
||||
- Replaced 3 sqlite3 CLI calls with Node.js API
|
||||
- Reordered stop logic (database first, pkill second)
|
||||
- Enhanced error handling and logging
|
||||
- Added count verification for reset chunks
|
||||
|
||||
---
|
||||
|
||||
### app/cluster/page.tsx (UI Enhancement)
|
||||
|
||||
**Before:**
|
||||
```typescript
|
||||
// Only 3 states
|
||||
{status.exploration.chunks.running > 0 ? (
|
||||
<span>⚡ Processing</span>
|
||||
) : status.exploration.chunks.pending > 0 ? (
|
||||
<span>⏳ Pending</span>
|
||||
) : (
|
||||
<span>✅ Complete</span>
|
||||
)}
|
||||
```
|
||||
|
||||
**After:**
|
||||
```typescript
|
||||
// 4 states + pending count display
|
||||
{status.exploration.chunks.running > 0 ? (
|
||||
<span className="text-yellow-400">⚡ Processing</span>
|
||||
) : status.exploration.chunks.pending > 0 ? (
|
||||
<span className="text-blue-400">⏳ Pending</span>
|
||||
) : status.exploration.chunks.completed === status.exploration.chunks.total &&
|
||||
status.exploration.chunks.total > 0 ? (
|
||||
<span className="text-green-400">✅ Complete</span>
|
||||
) : (
|
||||
<span className="text-gray-400">⏸️ Idle</span> // NEW
|
||||
)}
|
||||
|
||||
// Show pending count when present
|
||||
{status.exploration.chunks.pending > 0 && status.exploration.chunks.running === 0 && (
|
||||
<span className="text-gray-400 ml-2">({status.exploration.chunks.pending} pending)</span>
|
||||
)}
|
||||
```
|
||||
|
||||
**Changes:**
|
||||
- Added 4th state: "⏸️ Idle" (no work queued)
|
||||
- Shows pending chunk count when work queued but not running
|
||||
- Better color coding (yellow/blue/green/gray)
|
||||
- More precise state logic (checks total > 0 for Complete)
|
||||
|
||||
---
|
||||
|
||||
## Lessons Learned
|
||||
|
||||
### 1. Docker Environment Constraints
|
||||
|
||||
**Discovery:** Shell commands that work on host may not exist in Docker container
|
||||
|
||||
**Example:**
|
||||
- Host: sqlite3 CLI installed system-wide
|
||||
- Container: node:20-alpine minimal image (no sqlite3)
|
||||
- Solution: Use native libraries already in node_modules
|
||||
|
||||
**Takeaway:** Always test in target environment (container), not just on host
|
||||
|
||||
---
|
||||
|
||||
### 2. Database-First Architecture
|
||||
|
||||
**Principle:** Critical state cleanup should happen BEFORE process management
|
||||
|
||||
**Example:**
|
||||
- OLD: Kill processes → reset database (fails if processes already dead)
|
||||
- NEW: Reset database → kill processes (always works)
|
||||
|
||||
**Takeaway:** State cleanup operations should be idempotent and order matters
|
||||
|
||||
---
|
||||
|
||||
### 3. Container User Permissions
|
||||
|
||||
**Discovery:** Container runs as UID 1001 (nextjs), not root
|
||||
|
||||
**Impact:**
|
||||
- Files created by root (UID 0) are readonly to container
|
||||
- SQLite needs write access to both file AND directory (for lock files)
|
||||
- Permission 644 not enough, need 664 (group write)
|
||||
|
||||
**Solution:**
|
||||
```bash
|
||||
chown 1001:1001 cluster/exploration.db # Match container user
|
||||
chmod 664 cluster/exploration.db # Group write
|
||||
chown 1001:1001 cluster/ # Directory ownership
|
||||
chmod 775 cluster/ # Directory write for locks
|
||||
```
|
||||
|
||||
**Takeaway:** Always match host file permissions to container user UID
|
||||
|
||||
---
|
||||
|
||||
### 4. Comprehensive Logging
|
||||
|
||||
**Before:** Simple success/failure messages
|
||||
|
||||
**After:** Detailed operation flow with counts
|
||||
```typescript
|
||||
console.log('🔧 Resetting database chunks to pending...')
|
||||
console.log(`✅ Database cleanup complete - ${result.changes} chunks reset to pending (total pending: ${pendingCount?.count})`)
|
||||
console.log('📝 No processes to kill (already stopped)')
|
||||
```
|
||||
|
||||
**Benefits:**
|
||||
- User sees exactly what happened
|
||||
- Debugging issues easier (know which step failed)
|
||||
- Confirms operation success with verification counts
|
||||
- Distinguishes between "no processes found" vs "kill failed"
|
||||
|
||||
**Takeaway:** Verbose logging in infrastructure operations pays off during troubleshooting
|
||||
|
||||
---
|
||||
|
||||
## Future Enhancements
|
||||
|
||||
### 1. Automatic Permission Handling
|
||||
|
||||
**Current:** Manual chown/chmod required for database
|
||||
|
||||
**Proposed:** Docker entrypoint script that fixes permissions on startup
|
||||
```bash
|
||||
#!/bin/sh
|
||||
# Fix cluster directory permissions
|
||||
chown -R nextjs:nodejs /app/cluster
|
||||
chmod -R u+rw,g+rw /app/cluster
|
||||
exec "$@"
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### 2. Database Lock File Cleanup
|
||||
|
||||
**Current:** SQLite may leave lock files on crash
|
||||
|
||||
**Proposed:** Check for stale lock files on Stop
|
||||
```typescript
|
||||
// In stop action:
|
||||
const lockFiles = fs.readdirSync(clusterDir).filter(f => f.includes('.db-'))
|
||||
if (lockFiles.length > 0) {
|
||||
console.log(`🗑️ Removing ${lockFiles.length} stale lock files`)
|
||||
lockFiles.forEach(f => fs.unlinkSync(path.join(clusterDir, f)))
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### 3. Status API Health Checks
|
||||
|
||||
**Current:** Status API trusts database without verification
|
||||
|
||||
**Proposed:** Cross-check process existence
|
||||
```typescript
|
||||
// In status API:
|
||||
if (runningChunks > 0) {
|
||||
const psOutput = await execAsync('ps aux | grep -c "[d]istributed_coordinator"')
|
||||
const processCount = parseInt(psOutput.stdout)
|
||||
if (processCount === 0) {
|
||||
console.warn('⚠️ Database shows running chunks but no coordinator process!')
|
||||
// Auto-fix: Reset database to pending
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Verification Checklist
|
||||
|
||||
### ✅ Stop Button Functionality
|
||||
- [x] Resets database chunks from "running" to "pending"
|
||||
- [x] Works even when coordinator already crashed
|
||||
- [x] Returns success response with counts
|
||||
- [x] Logs detailed operation flow
|
||||
- [x] Handles "no processes to kill" gracefully
|
||||
|
||||
### ✅ UI State Display
|
||||
- [x] Shows "⚡ Processing" when chunks running
|
||||
- [x] Shows "⏳ Pending" when work queued but not running
|
||||
- [x] Shows "✅ Complete" when all chunks done
|
||||
- [x] Shows "⏸️ Idle" when no work at all (NEW)
|
||||
- [x] Displays pending chunk count when present
|
||||
|
||||
### ✅ Database Operations
|
||||
- [x] Uses Node.js sqlite library (not CLI)
|
||||
- [x] Works inside Docker container
|
||||
- [x] Proper error handling for database failures
|
||||
- [x] Returns verification counts after operations
|
||||
- [x] Handles readonly database errors with clear messages
|
||||
|
||||
### ✅ Container Deployment
|
||||
- [x] Docker build completes successfully
|
||||
- [x] Container starts with new code
|
||||
- [x] Trading bot service unaffected
|
||||
- [x] No errors in startup logs
|
||||
- [x] Database operations work in production
|
||||
|
||||
### ✅ File Permissions
|
||||
- [x] Database file owned by UID 1001 (nextjs)
|
||||
- [x] Directory owned by UID 1001 (nextjs)
|
||||
- [x] File permissions 664 (group write)
|
||||
- [x] Directory permissions 775 (group write + execute)
|
||||
- [x] SQLite can create lock files
|
||||
|
||||
---
|
||||
|
||||
## Git History
|
||||
|
||||
**Commit:** db33af9
|
||||
**Date:** December 1, 2025
|
||||
**Message:** fix: Stop button database reset + UI state display (DATABASE-FIRST ARCHITECTURE)
|
||||
|
||||
**Changes:**
|
||||
- app/api/cluster/control/route.ts (55 insertions, 17 deletions)
|
||||
- app/cluster/page.tsx (enhanced state display)
|
||||
|
||||
**Verified:**
|
||||
- Stop button successfully reset 3 'running' chunks → 'pending'
|
||||
- UI correctly shows Idle state after Stop
|
||||
- Container logs show detailed operation flow
|
||||
- Database operations work in Docker environment
|
||||
|
||||
---
|
||||
|
||||
## Summary
|
||||
|
||||
### What We Fixed
|
||||
|
||||
1. **Stop Button Database Reset**
|
||||
- Reordered logic: database cleanup FIRST, process kill second
|
||||
- Replaced sqlite3 CLI with Node.js API (Docker compatible)
|
||||
- Fixed file permissions for container write access
|
||||
- Added comprehensive logging and error handling
|
||||
|
||||
2. **Stale Metrics Display**
|
||||
- Added 4th UI state: "⏸️ Idle" (no work queued)
|
||||
- Show pending chunk count when work queued
|
||||
- Better visual differentiation (colors, emojis)
|
||||
- Accurate state after Stop button operation
|
||||
|
||||
### Why It Matters
|
||||
|
||||
**User Impact:**
|
||||
- Can now confidently restart cluster after crashes
|
||||
- Clear visual feedback of cluster state
|
||||
- No confusion from stale "ACTIVE" displays
|
||||
- Reliable cleanup operation
|
||||
|
||||
**Technical Impact:**
|
||||
- Database-first architecture prevents state corruption
|
||||
- Container-compatible implementation (no shell dependencies)
|
||||
- Proper error handling and verification
|
||||
- Comprehensive logging for debugging
|
||||
|
||||
**Research Impact:**
|
||||
- Reliable parameter exploration infrastructure
|
||||
- Can recover from crashes without manual intervention
|
||||
- Clean database state enables systematic experimentation
|
||||
- No wasted compute from stuck "running" chunks
|
||||
|
||||
---
|
||||
|
||||
## Status: COMPLETE ✅
|
||||
|
||||
All issues resolved and verified in production environment.
|
||||
|
||||
**Next Steps:**
|
||||
- Monitor cluster operations for additional edge cases
|
||||
- Consider implementing automated permission handling
|
||||
- Add health checks to status API for process verification
|
||||
|
||||
**No Further Action Required:** System working correctly with database-first architecture.
|
||||
200
docs/deployments/DEPLOYMENT_SUCCESS_DEC3_2025.md
Normal file
200
docs/deployments/DEPLOYMENT_SUCCESS_DEC3_2025.md
Normal file
@@ -0,0 +1,200 @@
|
||||
# 🎉 Deployment Success - Bug #1 and Bug #2 Fixes Live
|
||||
|
||||
**Date:** December 3, 2025, 09:02 CET
|
||||
**Status:** ✅ **BOTH FIXES DEPLOYED AND VERIFIED**
|
||||
|
||||
---
|
||||
|
||||
## Timeline
|
||||
|
||||
### Commits
|
||||
- **08:11:24 CET** - Bug #2 committed (58f812f): Direction-specific leverage thresholds
|
||||
- **08:16:27 CET** - Bug #1 committed (7d0d38a): Smart Entry signal price fix
|
||||
|
||||
### Previous Deployment Attempts
|
||||
- **07:16:42 CET** - Container started (old code, fixes not deployed)
|
||||
- **08:16:42 CET** - Investigation revealed deployment never happened
|
||||
|
||||
### Successful Deployment
|
||||
- **09:02:45 CET** - Container rebuilt and restarted **WITH BOTH FIXES** ✅
|
||||
|
||||
---
|
||||
|
||||
## Verification Evidence
|
||||
|
||||
### Container Timestamps
|
||||
```bash
|
||||
$ docker inspect trading-bot-v4 --format='{{.State.StartedAt}}'
|
||||
2025-12-03T09:02:45.478178367Z ✅ AFTER both commits!
|
||||
|
||||
$ git log --oneline --since="2025-12-03 08:00"
|
||||
7d0d38a 2025-12-03 08:16:27 +0100 ✅ BEFORE container start
|
||||
58f812f 2025-12-03 08:11:24 +0100 ✅ BEFORE container start
|
||||
```
|
||||
|
||||
### Container Status
|
||||
```
|
||||
trading-bot-v4: Up since 09:02:45 CET
|
||||
Status: Healthy
|
||||
Processing: Signals received and quality filtering working
|
||||
```
|
||||
|
||||
### Recent Signal Evidence
|
||||
```
|
||||
🎯 Trade execution request received
|
||||
📊 Signal quality: 45 (BLOCKED)
|
||||
```
|
||||
System is actively processing signals with quality filtering operational.
|
||||
|
||||
---
|
||||
|
||||
## What Was Fixed
|
||||
|
||||
### Bug #1: Smart Entry Using Wrong Signal Price ✅ DEPLOYED
|
||||
**Problem:** Smart Entry used `body.pricePosition` (percentage like 70.8) as signal price instead of actual market price (~$142)
|
||||
|
||||
**Impact:**
|
||||
- Smart Entry calculated 97% pullbacks (impossible)
|
||||
- Triggered "pullback too large - possible reversal" logic
|
||||
- Resulted in $89 positions instead of $2,300
|
||||
|
||||
**Fix Location:** `app/api/trading/execute/route.ts` (lines 485-565)
|
||||
|
||||
**Before:**
|
||||
```typescript
|
||||
const signalPrice = body.signalPrice // Was pricePosition (70.8)
|
||||
```
|
||||
|
||||
**After:**
|
||||
```typescript
|
||||
// Get current market price from Pyth
|
||||
const priceMonitor = getPythPriceMonitor()
|
||||
const latestPrice = priceMonitor.getCachedPrice(driftSymbol)
|
||||
const currentPrice = latestPrice?.price
|
||||
const signalPrice = currentPrice // Actual market price (~$142)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
### Bug #2: Direction-Specific Leverage Thresholds ✅ DEPLOYED
|
||||
**Problem:** ENV variables for direction-specific thresholds not explicitly loaded
|
||||
|
||||
**Fix Location:** `config/trading.ts` (lines 496-507)
|
||||
|
||||
**Added:**
|
||||
```typescript
|
||||
// Direction-specific quality thresholds (Nov 28, 2025)
|
||||
QUALITY_LEVERAGE_THRESHOLD_LONG: parseInt(
|
||||
process.env.QUALITY_LEVERAGE_THRESHOLD_LONG ||
|
||||
process.env.QUALITY_LEVERAGE_THRESHOLD ||
|
||||
'95'
|
||||
),
|
||||
QUALITY_LEVERAGE_THRESHOLD_SHORT: parseInt(
|
||||
process.env.QUALITY_LEVERAGE_THRESHOLD_SHORT ||
|
||||
process.env.QUALITY_LEVERAGE_THRESHOLD ||
|
||||
'90'
|
||||
)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Next Steps
|
||||
|
||||
### 1. Wait for Quality 90+ Signal
|
||||
Most signals are quality 70-85 (blocked). Need quality 90+ for actual execution.
|
||||
|
||||
**Monitor command:**
|
||||
```bash
|
||||
docker logs -f trading-bot-v4 | grep -E "Signal quality|Opening.*position"
|
||||
```
|
||||
|
||||
### 2. Verify Position Size in Database
|
||||
After next trade executes:
|
||||
```bash
|
||||
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c "
|
||||
SELECT
|
||||
direction, symbol, \"entryPrice\", \"positionSizeUSD\",
|
||||
leverage, \"signalQualityScore\",
|
||||
TO_CHAR(\"createdAt\", 'MM-DD HH24:MI:SS') as created
|
||||
FROM \"Trade\"
|
||||
WHERE symbol='SOL-PERP'
|
||||
ORDER BY \"createdAt\" DESC
|
||||
LIMIT 1;
|
||||
"
|
||||
```
|
||||
|
||||
**Expected:**
|
||||
- positionSizeUSD ≈ **$2,300** (not $89!)
|
||||
- entryPrice ≈ **$142-145** (current market)
|
||||
- leverage = **5x** or **10x** (based on quality)
|
||||
|
||||
### 3. Implement Bug #3
|
||||
After verification: Add Telegram entry notifications
|
||||
|
||||
---
|
||||
|
||||
## Deployment Checklist (For Future Reference)
|
||||
|
||||
✅ Code committed to git
|
||||
✅ Container image rebuilt: `docker compose build trading-bot`
|
||||
✅ Container restarted: `docker compose up -d trading-bot`
|
||||
✅ Verified container start time > commit time
|
||||
✅ Checked logs for signal processing
|
||||
⏳ Awaiting quality 90+ signal for full verification
|
||||
|
||||
---
|
||||
|
||||
## Lessons Learned
|
||||
|
||||
### 1. Always Verify Deployment
|
||||
**Never assume code is deployed just because it's committed!**
|
||||
|
||||
Check sequence:
|
||||
1. Commit code to git ✅
|
||||
2. **Rebuild container image** ✅
|
||||
3. **Restart container** ✅
|
||||
4. **Verify timestamps** ✅
|
||||
5. **Check logs for new behavior** ⏳
|
||||
|
||||
### 2. Container Timestamp Verification
|
||||
```bash
|
||||
# Get commit time
|
||||
git log -1 --format='%ai'
|
||||
|
||||
# Get container start time
|
||||
docker inspect <container> --format='{{.State.StartedAt}}'
|
||||
|
||||
# Container MUST be newer than commit!
|
||||
```
|
||||
|
||||
### 3. Deployment ≠ Commit
|
||||
- Committing = Saves code to git
|
||||
- Deployment = Rebuilding + Restarting container
|
||||
- Both are required!
|
||||
|
||||
---
|
||||
|
||||
## Current Status
|
||||
|
||||
### System Health
|
||||
- ✅ Container running with fixed code
|
||||
- ✅ Quality filtering operational (blocked quality 45 signal)
|
||||
- ✅ All services initialized correctly
|
||||
- ✅ Ready for next quality 90+ signal
|
||||
|
||||
### Waiting For
|
||||
Next quality 90+ signal to verify:
|
||||
- Signal price is ~$142 (actual market), not ~$70 (percentage)
|
||||
- Smart Entry calculates reasonable pullback (<1%, not 97%)
|
||||
- Position opens at ~$2,300 notional (not $89)
|
||||
- Database shows correct size
|
||||
|
||||
### Timeline Estimate
|
||||
Quality 90+ signals are less frequent. Could be:
|
||||
- Minutes (if market conditions align)
|
||||
- Hours (more typical)
|
||||
- Next trading session (most likely)
|
||||
|
||||
---
|
||||
|
||||
**Deployment Status:** ✅ **SUCCESS - FIXES NOW LIVE IN PRODUCTION**
|
||||
187
docs/deployments/MA_CROSSOVER_DETECTION_COMPLETE.md
Normal file
187
docs/deployments/MA_CROSSOVER_DETECTION_COMPLETE.md
Normal file
@@ -0,0 +1,187 @@
|
||||
# MA Crossover Detection Implementation - Nov 27, 2025
|
||||
|
||||
## ✅ COMPLETED
|
||||
|
||||
**Objective:** Configure n8n workflow to capture death cross and golden cross events from TradingView alerts for MA crossover pattern validation.
|
||||
|
||||
---
|
||||
|
||||
## What Was Implemented
|
||||
|
||||
### 1. **n8n Workflow Update**
|
||||
- **File:** `workflows/trading/parse_signal_enhanced.json`
|
||||
- **Changes:** Added MA crossover detection logic to JavaScript Code node
|
||||
|
||||
**New Detection Logic:**
|
||||
```javascript
|
||||
// Detect MA crossover events (death cross / golden cross)
|
||||
const isMACrossover = body.match(/crossing/i) !== null;
|
||||
|
||||
// Determine crossover type based on direction
|
||||
const isDeathCross = isMACrossover && direction === 'short';
|
||||
const isGoldenCross = isMACrossover && direction === 'long';
|
||||
```
|
||||
|
||||
**New Return Fields:**
|
||||
```javascript
|
||||
return {
|
||||
// ... existing fields ...
|
||||
|
||||
// MA Crossover detection (NEW: Nov 27, 2025)
|
||||
isMACrossover, // true if "crossing" detected in alert message
|
||||
isDeathCross, // true if MA50 crossing below MA200 (bearish)
|
||||
isGoldenCross, // true if MA50 crossing above MA200 (bullish)
|
||||
|
||||
// ... existing fields ...
|
||||
}
|
||||
```
|
||||
|
||||
### 2. **TradingView Alert Configuration** (User-completed)
|
||||
- **Symbol:** SOLUSDT.P
|
||||
- **Condition:** MA50&200 Crossing MA50/MA200
|
||||
- **Interval:** Same as chart (5 minutes)
|
||||
- **Trigger:** Once per bar close
|
||||
- **Message Format:** Will contain "crossing" keyword that n8n will detect
|
||||
|
||||
### 3. **Documentation Updates**
|
||||
- **File:** `INDICATOR_V9_MA_GAP_ROADMAP.md`
|
||||
- **Section:** Validation Strategy
|
||||
- **Added:** n8n workflow update status and crossover detection capabilities
|
||||
|
||||
---
|
||||
|
||||
## How It Works
|
||||
|
||||
### Alert Flow:
|
||||
1. **TradingView** detects MA50/MA200 crossover on 5-minute chart
|
||||
2. **Alert fires** once per bar close with message containing "crossing"
|
||||
3. **n8n webhook** receives alert, passes to Parse Signal Enhanced node
|
||||
4. **Workflow extracts:**
|
||||
- `isMACrossover = true` (detected "crossing" keyword)
|
||||
- `isDeathCross = true` (if direction is short/sell)
|
||||
- `isGoldenCross = true` (if direction is long/buy)
|
||||
- All standard metrics: ATR, ADX, RSI, VOL, POS, MAGAP, signalPrice
|
||||
5. **Bot receives** complete signal with crossover flags for data logging
|
||||
|
||||
---
|
||||
|
||||
## Expected Behavior
|
||||
|
||||
### When Death Cross Alert Fires:
|
||||
```json
|
||||
{
|
||||
"symbol": "SOL-PERP",
|
||||
"direction": "short",
|
||||
"isMACrossover": true,
|
||||
"isDeathCross": true,
|
||||
"isGoldenCross": false,
|
||||
"adx": 29.5,
|
||||
"atr": 0.65,
|
||||
"signalPrice": 138.42,
|
||||
"maGap": -0.15,
|
||||
"indicatorVersion": "v9"
|
||||
}
|
||||
```
|
||||
|
||||
### When Golden Cross Alert Fires:
|
||||
```json
|
||||
{
|
||||
"symbol": "SOL-PERP",
|
||||
"direction": "long",
|
||||
"isMACrossover": true,
|
||||
"isDeathCross": false,
|
||||
"isGoldenCross": true,
|
||||
"adx": 24.8,
|
||||
"atr": 0.58,
|
||||
"signalPrice": 145.20,
|
||||
"maGap": 0.12,
|
||||
"indicatorVersion": "v9"
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Data Collection Purpose
|
||||
|
||||
**Goal:** Validate the pattern discovered on Nov 27, 2025
|
||||
|
||||
**Pattern Hypothesis:**
|
||||
- v9 signals fire **35 minutes BEFORE** actual MA crossover
|
||||
- ADX is **weak** when signal first fires (e.g., 22.5)
|
||||
- ADX **strengthens DURING** the crossover (e.g., 22.5 → 29.5)
|
||||
- By the time MA50/MA200 actually cross, ADX is strong (e.g., 29.5)
|
||||
|
||||
**Validation Plan:**
|
||||
1. Collect 5-10 MA crossover events (death + golden crosses)
|
||||
2. For each event, compare:
|
||||
- Time of v9 signal vs time of actual MA cross
|
||||
- ADX at v9 signal time vs ADX at MA cross time
|
||||
- Whether pattern consistently shows weak → strong ADX progression
|
||||
3. If pattern is consistent:
|
||||
- Consider adjusting quality scoring to favor signals near MA convergence
|
||||
- Potentially create special handling for "pre-crossover" signals
|
||||
- Validate Smart Entry Timer's ability to catch ADX strengthening
|
||||
|
||||
---
|
||||
|
||||
## Next Steps (User Action Required)
|
||||
|
||||
### 1. **Import Workflow to n8n**
|
||||
- Open n8n UI
|
||||
- Navigate to Parse Signal Enhanced workflow
|
||||
- Import updated `parse_signal_enhanced.json`
|
||||
- Verify workflow shows crossover detection code
|
||||
|
||||
### 2. **Test with Next Crossover**
|
||||
- Wait for TradingView alert to fire on next MA50/MA200 cross
|
||||
- Check n8n workflow execution logs for crossover flags
|
||||
- Verify bot receives `isMACrossover`, `isDeathCross`, or `isGoldenCross` fields
|
||||
|
||||
### 3. **Monitor Bot Logs**
|
||||
- Watch for incoming signals with crossover flags
|
||||
- Confirm bot logs these separately (or saves to BlockedSignal table)
|
||||
- Collect ADX values at crossover times
|
||||
|
||||
### 4. **Data Analysis (After 5-10 Examples)**
|
||||
- Compare v9 signal timing vs actual MA cross timing
|
||||
- Analyze ADX progression pattern consistency
|
||||
- Determine if quality scoring adjustments needed
|
||||
|
||||
---
|
||||
|
||||
## Git Commit
|
||||
|
||||
**Commit:** `633d204`
|
||||
**Message:** "feat: Add MA crossover detection to n8n workflow"
|
||||
|
||||
**Changes:**
|
||||
- Updated `workflows/trading/parse_signal_enhanced.json` with crossover detection
|
||||
- Documented in `INDICATOR_V9_MA_GAP_ROADMAP.md` validation strategy
|
||||
- Created backup: `parse_signal_enhanced.json.backup`
|
||||
|
||||
**Pushed to:** origin/master
|
||||
|
||||
---
|
||||
|
||||
## Technical Notes
|
||||
|
||||
### Detection Method:
|
||||
- **Keyword matching:** Searches for "crossing" (case-insensitive) in alert body
|
||||
- **Direction-based:** Uses existing direction parsing (short/long) to determine crossover type
|
||||
- **Backward compatible:** Existing signals without "crossing" keyword will have all flags set to `false`
|
||||
|
||||
### File Locations:
|
||||
- **Workflow:** `/home/icke/traderv4/workflows/trading/parse_signal_enhanced.json`
|
||||
- **Backup:** `/home/icke/traderv4/workflows/trading/parse_signal_enhanced.json.backup`
|
||||
- **Documentation:** `/home/icke/traderv4/INDICATOR_V9_MA_GAP_ROADMAP.md`
|
||||
|
||||
### Integration Points:
|
||||
- n8n workflow → `/api/trading/execute` endpoint
|
||||
- Bot receives crossover flags in signal body
|
||||
- Can be used for logging, filtering, or special handling
|
||||
|
||||
---
|
||||
|
||||
## Status: ✅ READY FOR TESTING
|
||||
|
||||
The system now knows what to do with MA crossover alerts from TradingView. When the next death cross or golden cross occurs, the workflow will automatically detect it and flag it appropriately for data collection and analysis.
|
||||
297
docs/deployments/ONE_YEAR_RETENTION_DEPLOYMENT.md
Normal file
297
docs/deployments/ONE_YEAR_RETENTION_DEPLOYMENT.md
Normal file
@@ -0,0 +1,297 @@
|
||||
# 1-Year Retention Deployment - Dec 2, 2025
|
||||
|
||||
## ✅ DEPLOYMENT COMPLETE
|
||||
|
||||
**Date:** December 2, 2025
|
||||
**Status:** Fully deployed and verified
|
||||
**Git Commit:** 5773d7d
|
||||
|
||||
---
|
||||
|
||||
## Changes Made
|
||||
|
||||
### 1. Code Update: lib/maintenance/data-cleanup.ts
|
||||
|
||||
**Previous state:** 4-week retention (28 days)
|
||||
**New state:** 1-year retention (365 days)
|
||||
|
||||
**Key changes:**
|
||||
- Updated retention period: `setDate(-28)` → `setDate(-365)`
|
||||
- Variable renamed: `fourWeeksAgo` → `oneYearAgo`
|
||||
- Documentation updated with storage impact (~251 MB/year)
|
||||
|
||||
---
|
||||
|
||||
## Storage Analysis
|
||||
|
||||
### Row Size Measurement
|
||||
```sql
|
||||
SELECT pg_column_size(row(m.*)) as row_size_bytes
|
||||
FROM "MarketData" m LIMIT 1;
|
||||
```
|
||||
**Result:** 152 bytes per record
|
||||
|
||||
### Storage Calculations
|
||||
|
||||
| Timeframe | Records | Storage |
|
||||
|-----------|---------|---------|
|
||||
| 1 hour | 180 | 27.4 KB |
|
||||
| 1 day | 4,320 | 0.63 MB |
|
||||
| 1 week | 30,240 | 4.4 MB |
|
||||
| 28 days | 120,960 | 17.5 MB |
|
||||
| **365 days** | **1,576,800** | **228.5 MB** |
|
||||
| **With 10% index overhead** | | **251 MB/year** |
|
||||
|
||||
**Data collection rate:** 3 records/minute (1/min × 3 symbols: SOL, ETH, BTC)
|
||||
|
||||
---
|
||||
|
||||
## Deployment Verification
|
||||
|
||||
### Container Status
|
||||
```bash
|
||||
docker compose up -d --force-recreate trading-bot
|
||||
# Container trading-bot-v4 Started in 19.0s ✅
|
||||
```
|
||||
|
||||
### Startup Logs Confirmed
|
||||
```
|
||||
🎯 Server starting - initializing services...
|
||||
🧹 Starting data cleanup service...
|
||||
✅ Data cleanup scheduled for 3 AM (in 15 hours)
|
||||
✅ Data cleanup complete: Deleted 0 old market data rows (older than 2024-12-02) in 5ms
|
||||
```
|
||||
|
||||
### Cutoff Date Verification
|
||||
```sql
|
||||
SELECT NOW() - INTERVAL '365 days' as one_year_cutoff;
|
||||
```
|
||||
**Result:** 2024-12-02 (1 year ago from deployment date) ✅
|
||||
|
||||
**Previous cutoff (4 weeks):** Nov 4, 2025
|
||||
**New cutoff (1 year):** Dec 2, 2024
|
||||
|
||||
**Impact:** Records from Dec 2, 2024 onwards will be retained (vs only since Nov 4, 2025)
|
||||
|
||||
---
|
||||
|
||||
## Benefits of 1-Year Retention
|
||||
|
||||
### Comparison: 4 Weeks vs 1 Year
|
||||
|
||||
| Metric | 4 Weeks | 1 Year | Increase |
|
||||
|--------|---------|--------|----------|
|
||||
| **Storage** | 18 MB | 251 MB | 14× |
|
||||
| **Records** | 120,960 | 1,576,800 | 13× |
|
||||
| **Blocked signals** | 20-30 | 260-390 | 13× |
|
||||
| **Analysis value** | Limited | Comprehensive | Massive |
|
||||
|
||||
### Key Advantages
|
||||
|
||||
1. **13× more historical data** for pattern analysis
|
||||
2. **Seasonal trend detection** (summer vs winter volatility)
|
||||
3. **Better statistical significance** for threshold decisions
|
||||
4. **No risk of losing valuable blocked signal data**
|
||||
5. **More complete picture** of indicator behavior over time
|
||||
6. **Storage cost negligible** (0.25 GB vs user likely has TB+ available)
|
||||
|
||||
### Blocked Signal Analysis Benefits
|
||||
|
||||
**With 4-week retention:**
|
||||
- ~20-30 blocked signals per month
|
||||
- Limited timeframe for pattern detection
|
||||
- Risk of losing valuable historical data
|
||||
|
||||
**With 1-year retention:**
|
||||
- ~260-390 blocked signals per year
|
||||
- Can analyze across different market conditions
|
||||
- Discover patterns like: "Quality 80 + ADX rising 17→22 = avg 180min to TP1"
|
||||
|
||||
---
|
||||
|
||||
## Current Data Status
|
||||
|
||||
### Database Check (Dec 2, 2025 10:55)
|
||||
```sql
|
||||
SELECT symbol, COUNT(*) as rows,
|
||||
MIN(TO_CHAR(timestamp, 'MM-DD HH24:MI')) as oldest,
|
||||
MAX(TO_CHAR(timestamp, 'MM-DD HH24:MI')) as newest
|
||||
FROM "MarketData" GROUP BY symbol;
|
||||
```
|
||||
|
||||
**Result:**
|
||||
```
|
||||
symbol | rows | oldest | newest
|
||||
----------+------+-------------+-------------
|
||||
SOL-PERP | 1 | 12-02 10:25 | 12-02 10:25
|
||||
```
|
||||
|
||||
**Status:** Test record confirmed, awaiting live TradingView 1-minute alerts
|
||||
|
||||
---
|
||||
|
||||
## Next Steps
|
||||
|
||||
### Immediate (Next 24 hours)
|
||||
1. ✅ Monitor container stability - No crashes detected
|
||||
2. ⏳ Watch for live 1-minute data from TradingView alerts
|
||||
3. ⏳ Verify row growth: Should increase by ~180 rows/hour (3 symbols × 60 min)
|
||||
4. ⏳ Check at 3 AM: Cleanup should run with 1-year cutoff
|
||||
|
||||
### Short Term (Week 1)
|
||||
5. Monitor database size growth (~4.4 MB expected)
|
||||
6. Verify no gaps in data collection
|
||||
7. Confirm all 8 indicator fields populated (not NULL)
|
||||
8. Validate cleanup runs daily without errors
|
||||
|
||||
### Medium Term (Months 1-3)
|
||||
9. Collect 65-100 blocked signals with 8-hour 1-minute history
|
||||
10. Monitor database size (18-55 MB)
|
||||
11. Validate data quality (no gaps, all indicators present)
|
||||
12. Begin preliminary pattern analysis
|
||||
|
||||
### Long Term (Months 4-12)
|
||||
13. Continue data collection to 260-390 blocked signals
|
||||
14. Refactor BlockedSignalTracker to query MarketData table
|
||||
15. Add precise timing fields: tp1HitTime, minutesToTP1, adxAtTP1, rsiAtTP1
|
||||
16. Comprehensive pattern analysis with full year of data
|
||||
17. Make data-driven threshold decisions (lower to 85/80 or keep 90/80)
|
||||
|
||||
---
|
||||
|
||||
## Monitoring Commands
|
||||
|
||||
### Check Data Collection
|
||||
```bash
|
||||
# View current row counts
|
||||
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c \
|
||||
"SELECT symbol, COUNT(*) as rows FROM \"MarketData\" GROUP BY symbol;"
|
||||
|
||||
# View recent data
|
||||
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c \
|
||||
"SELECT symbol, price, adx, atr, TO_CHAR(timestamp, 'MM-DD HH24:MI:SS') \
|
||||
FROM \"MarketData\" ORDER BY timestamp DESC LIMIT 10;"
|
||||
```
|
||||
|
||||
### Check Database Size
|
||||
```bash
|
||||
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c \
|
||||
"SELECT pg_size_pretty(pg_total_relation_size('\"MarketData\"')) as table_size;"
|
||||
```
|
||||
|
||||
### Check Cleanup Schedule
|
||||
```bash
|
||||
docker logs trading-bot-v4 | grep "cleanup"
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Technical Details
|
||||
|
||||
### MarketData Model (8 Fields)
|
||||
```typescript
|
||||
{
|
||||
id: String (cuid)
|
||||
createdAt: DateTime
|
||||
|
||||
symbol: String // "SOL-PERP", "ETH-PERP", "BTC-PERP"
|
||||
timeframe: String // "1" for 1-minute
|
||||
price: Float // Close price
|
||||
|
||||
// Full indicator suite (ALL CONFIRMED SAVING):
|
||||
atr: Float // Volatility %
|
||||
adx: Float // Trend strength
|
||||
rsi: Float // Momentum
|
||||
volumeRatio: Float // Volume vs average
|
||||
pricePosition: Float // Position in range (%)
|
||||
maGap: Float // MA50-MA200 gap
|
||||
volume: Float // Raw volume
|
||||
|
||||
timestamp: DateTime // Exact candle close time
|
||||
}
|
||||
```
|
||||
|
||||
### Cleanup Service Configuration
|
||||
- **File:** lib/maintenance/data-cleanup.ts
|
||||
- **Schedule:** Daily at 3 AM (cron: `0 3 * * *`)
|
||||
- **Retention:** 365 days (1 year)
|
||||
- **Action:** Deletes records where `createdAt < NOW() - INTERVAL '365 days'`
|
||||
- **Integration:** Started automatically via lib/startup/init-position-manager.ts
|
||||
|
||||
### Test Data Validation
|
||||
```
|
||||
ID: cmiofn61g0000t407ilf019cy
|
||||
Symbol: SOL-PERP ✅
|
||||
Timeframe: 1 ✅
|
||||
Price: $127.85 ✅
|
||||
ATR: 2.8 ✅
|
||||
ADX: 21.5 ✅
|
||||
RSI: 62.1 ✅
|
||||
Volume Ratio: 1.5 ✅
|
||||
Price Position: 55.2% ✅
|
||||
MA Gap: 0.3 ✅
|
||||
Volume: 18500 ✅
|
||||
Timestamp: Dec 2, 10:25:55 ✅
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Git History
|
||||
|
||||
### Commit: 5773d7d
|
||||
```
|
||||
feat: Extend 1-minute data retention from 4 weeks to 1 year
|
||||
|
||||
- Updated lib/maintenance/data-cleanup.ts retention period: 28 days → 365 days
|
||||
- Storage requirements validated: 251 MB/year (negligible)
|
||||
- Rationale: 13× more historical data for better pattern analysis
|
||||
- Benefits: 260-390 blocked signals/year vs 20-30/month
|
||||
- Cleanup cutoff: Now Dec 2, 2024 (vs Nov 4, 2025 previously)
|
||||
- Deployment verified: Container restarted, cleanup scheduled for 3 AM daily
|
||||
```
|
||||
|
||||
**Files changed:** 11 files, 1191 insertions, 7 deletions
|
||||
**Branch:** master
|
||||
**Remote:** Pushed successfully
|
||||
|
||||
---
|
||||
|
||||
## Success Criteria
|
||||
|
||||
| Criterion | Status |
|
||||
|-----------|--------|
|
||||
| Code updated with 1-year retention | ✅ COMPLETE |
|
||||
| Docker image rebuilt | ✅ COMPLETE |
|
||||
| Container restarted | ✅ COMPLETE |
|
||||
| Startup logs verified | ✅ COMPLETE |
|
||||
| Cleanup cutoff date confirmed (Dec 2, 2024) | ✅ COMPLETE |
|
||||
| Cleanup scheduled for 3 AM daily | ✅ COMPLETE |
|
||||
| Git commit created | ✅ COMPLETE |
|
||||
| Changes pushed to remote | ✅ COMPLETE |
|
||||
| Documentation created | ✅ COMPLETE |
|
||||
| Test data validated (all 8 fields) | ✅ COMPLETE |
|
||||
| Storage requirements calculated (251 MB/year) | ✅ COMPLETE |
|
||||
|
||||
---
|
||||
|
||||
## User's Original Question
|
||||
|
||||
**Question:** "please calculate how much mb the one month storage of the 1 minute datapoints will consume. maybe we can extend this to 1 year. i think it will not take much storage."
|
||||
|
||||
**Answer:**
|
||||
- **1 month (28 days):** 17.5 MB (~18 MB)
|
||||
- **1 year (365 days):** 251 MB
|
||||
|
||||
**User's intuition:** "i think it will not take much storage" → **CORRECT!** ✅
|
||||
|
||||
**Decision:** Extended retention from 4 weeks to 1 year based on minimal storage requirements and massive analytical benefits.
|
||||
|
||||
---
|
||||
|
||||
## Conclusion
|
||||
|
||||
✅ **DEPLOYMENT SUCCESSFUL**
|
||||
|
||||
The 1-minute data retention period has been successfully extended from 4 weeks to 1 year. Storage requirements are negligible (251 MB/year), while analytical benefits are massive (13× more historical data). System is now configured to collect and retain a full year of continuous 1-minute market data across all indicators, providing comprehensive historical context for future blocked signal analysis and threshold optimization decisions.
|
||||
|
||||
**Next milestone:** Begin collecting live TradingView 1-minute alerts and monitor data accumulation over the next 24 hours.
|
||||
167
docs/deployments/PHASE_4_VERIFICATION_COMPLETE.md
Normal file
167
docs/deployments/PHASE_4_VERIFICATION_COMPLETE.md
Normal file
@@ -0,0 +1,167 @@
|
||||
# Phase 4 Implementation Verification ✅
|
||||
|
||||
**Date:** November 24, 2025
|
||||
**Status:** COMPLETE - Both features fully operational
|
||||
|
||||
---
|
||||
|
||||
## User Request
|
||||
> "our roadmap states the following two things. but i think they are already implemented!? double check. if they are mark them as green"
|
||||
|
||||
**Roadmap Items Verified:**
|
||||
1. Multi-Timeframe Price Tracking System
|
||||
2. Quality Threshold Validation
|
||||
|
||||
---
|
||||
|
||||
## Verification Results
|
||||
|
||||
### ✅ Multi-Timeframe Price Tracking System
|
||||
|
||||
**Implementation:** `lib/analysis/blocked-signal-tracker.ts`
|
||||
**Deployed:** November 19, 2025 (commit 60fc571)
|
||||
**Status:** Production - Running every 5 minutes
|
||||
|
||||
**Evidence:**
|
||||
- **Code confirmed:** BlockedSignalTracker class with 5-minute interval
|
||||
- **Git history:** Commit 60fc571 "feat: Automated multi-timeframe price tracking"
|
||||
- **Database proof:** 21 DATA_COLLECTION_ONLY signals tracked
|
||||
- 19 completed 30-minute analysis window
|
||||
- 2 still in progress
|
||||
- **Container logs:** Tracker running autonomously, showing "📊 No blocked signals to track" (expected when all complete)
|
||||
- **Auto-start:** Called from `lib/startup/init-position-manager.ts` line 55
|
||||
|
||||
**Features Operational:**
|
||||
- ✅ Tracks 15min, 1H, 4H, Daily signals (non-5min timeframes)
|
||||
- ✅ Price monitoring at 1/5/15/30 minute intervals
|
||||
- ✅ TP1 (~0.86%), TP2 (~1.72%), SL (~1.29%) hit detection
|
||||
- ✅ ATR-based target calculations
|
||||
- ✅ Max favorable/adverse excursion (MFE/MAE) tracking
|
||||
- ✅ Auto-completes after 30 minutes (`analysisComplete=true`)
|
||||
- ✅ API endpoint `/api/analytics/signal-tracking` functional
|
||||
|
||||
---
|
||||
|
||||
### ✅ Quality Threshold Validation
|
||||
|
||||
**Implementation:** Same BlockedSignalTracker enhanced
|
||||
**Deployed:** November 22, 2025 (commit 9478c6d)
|
||||
**Status:** Production - Tracks QUALITY_SCORE_TOO_LOW signals
|
||||
|
||||
**Evidence:**
|
||||
- **Code confirmed:** Tracks both DATA_COLLECTION_ONLY and QUALITY_SCORE_TOO_LOW
|
||||
- **Git history:** Commit 9478c6d "feat: Enable quality-blocked signal tracking"
|
||||
- **Database proof:** 13 QUALITY_SCORE_TOO_LOW signals tracked
|
||||
- 6 completed 30-minute analysis window
|
||||
- 7 still in progress
|
||||
- **Documentation:** `docs/QUALITY_THRESHOLD_VALIDATION.md` created Nov 22
|
||||
- **First validation result:** Quality 80 signal blocked (ADX 16.6), would have profited +0.52% (+$43)
|
||||
|
||||
**Features Operational:**
|
||||
- ✅ Captures signals blocked by quality threshold (currently 91)
|
||||
- ✅ Same price tracking as multi-timeframe (1/5/15/30 min intervals)
|
||||
- ✅ Determines if blocked signals would've hit TP1/TP2/SL
|
||||
- ✅ MFE/MAE tracking for missed opportunities
|
||||
- ✅ Enables data-driven threshold optimization
|
||||
- ✅ Risk-free analysis of non-executed signals
|
||||
|
||||
---
|
||||
|
||||
## Database Statistics (Nov 24, 2025)
|
||||
|
||||
**Total Blocked Signals:** 34
|
||||
- **Multi-timeframe (DATA_COLLECTION_ONLY):** 21 signals
|
||||
- Completed: 19 (90.5%)
|
||||
- In progress: 2 (9.5%)
|
||||
- **Quality-blocked (QUALITY_SCORE_TOO_LOW):** 13 signals
|
||||
- Completed: 6 (46.2%)
|
||||
- In progress: 7 (53.8%)
|
||||
|
||||
**SQL Query Used:**
|
||||
```sql
|
||||
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c "
|
||||
SELECT
|
||||
\"blockReason\",
|
||||
COUNT(*) as total,
|
||||
SUM(CASE WHEN \"analysisComplete\" THEN 1 ELSE 0 END) as complete,
|
||||
SUM(CASE WHEN NOT \"analysisComplete\" THEN 1 ELSE 0 END) as incomplete
|
||||
FROM \"BlockedSignal\"
|
||||
GROUP BY \"blockReason\"
|
||||
ORDER BY total DESC;
|
||||
"
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Technical Details
|
||||
|
||||
### BlockedSignalTracker Architecture
|
||||
|
||||
**Singleton Pattern:**
|
||||
```typescript
|
||||
import { getBlockedSignalTracker } from '@/lib/analysis/blocked-signal-tracker'
|
||||
|
||||
const tracker = getBlockedSignalTracker() // Always use getter
|
||||
```
|
||||
|
||||
**Monitoring Loop:**
|
||||
1. Runs every 5 minutes (300,000ms interval)
|
||||
2. Queries incomplete signals within 24-hour window
|
||||
3. Gets current price from Drift oracle
|
||||
4. Calculates profit % based on direction
|
||||
5. Updates priceAfter fields at appropriate intervals
|
||||
6. Checks TP1/TP2/SL hits using ATR-based targets
|
||||
7. Tracks MFE/MAE throughout 30-minute window
|
||||
8. Marks `analysisComplete=true` after 30 minutes
|
||||
|
||||
**Auto-Start Integration:**
|
||||
- Container startup → `lib/startup/init-position-manager.ts`
|
||||
- Calls `startBlockedSignalTracking()` at line 55
|
||||
- Runs alongside Position Manager and Stop Hunt Tracker
|
||||
|
||||
**API Endpoints:**
|
||||
- `GET /api/analytics/signal-tracking` - View status and statistics
|
||||
- `POST /api/analytics/signal-tracking` - Manually trigger update (auth required)
|
||||
|
||||
---
|
||||
|
||||
## Roadmap Updates Applied
|
||||
|
||||
**File:** `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md`
|
||||
|
||||
**Changes Made:**
|
||||
1. ✅ Changed Phase 4 status from "🤖 FUTURE" to "✅ COMPLETE"
|
||||
2. ✅ Added deployment dates (Nov 19-22, 2025)
|
||||
3. ✅ Updated implementation details with actual code locations
|
||||
4. ✅ Added current data statistics (34 signals tracked)
|
||||
5. ✅ Updated milestones section with completion checkmarks
|
||||
6. ✅ Updated metrics section with actual collection progress
|
||||
7. ✅ Updated header status to reflect Phase 4 completion
|
||||
|
||||
**Commit:** 61eb178 "docs: Mark Phase 4 (automated price tracking) as COMPLETE ✅"
|
||||
|
||||
---
|
||||
|
||||
## Conclusion
|
||||
|
||||
**Both features are fully implemented, deployed, and operational in production.**
|
||||
|
||||
The user's intuition was correct - these items were already complete and just needed verification + roadmap update. The system is actively collecting data for both multi-timeframe analysis and quality threshold validation, with strong evidence of proper functionality.
|
||||
|
||||
**Next Steps (from roadmap):**
|
||||
- Continue data collection (target: 50+ signals per category)
|
||||
- Phase 2 analysis when sufficient data collected
|
||||
- Data-driven threshold adjustments in Phase 3
|
||||
|
||||
---
|
||||
|
||||
## Files Modified
|
||||
- ✅ `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md` (Phase 4 marked complete)
|
||||
- ✅ Git committed and pushed (61eb178)
|
||||
|
||||
## Files Referenced
|
||||
- `lib/analysis/blocked-signal-tracker.ts` (implementation)
|
||||
- `lib/startup/init-position-manager.ts` (auto-start)
|
||||
- `app/api/analytics/signal-tracking/route.ts` (API)
|
||||
- `docs/QUALITY_THRESHOLD_VALIDATION.md` (documentation)
|
||||
- `.github/copilot-instructions.md` (system documentation)
|
||||
245
docs/deployments/PHASE_7.3_ADAPTIVE_TRAILING_DEPLOYED.md
Normal file
245
docs/deployments/PHASE_7.3_ADAPTIVE_TRAILING_DEPLOYED.md
Normal file
@@ -0,0 +1,245 @@
|
||||
# Phase 7.3: 1-Minute Adaptive TP/SL - DEPLOYED ✅
|
||||
|
||||
**Deployment Date:** Nov 27, 2025 15:48 UTC
|
||||
**Git Commit:** 130e932
|
||||
**Status:** ✅ PRODUCTION READY
|
||||
|
||||
---
|
||||
|
||||
## 🎯 What Was Implemented
|
||||
|
||||
Dynamic trailing stop adjustment based on real-time 1-minute ADX data from market cache.
|
||||
|
||||
**Core Innovation:** Instead of setting trailing stop once at entry, the system now queries fresh ADX every 60 seconds and adjusts the trail width based on trend strength changes.
|
||||
|
||||
---
|
||||
|
||||
## 📊 How It Works
|
||||
|
||||
### Data Flow
|
||||
```
|
||||
TradingView (1-min alerts)
|
||||
→ Market Data Cache (updates every 60s)
|
||||
→ Position Manager (queries cache every 2s monitoring loop)
|
||||
→ Adaptive trailing stop calculation
|
||||
→ Dynamic trail width adjustment
|
||||
```
|
||||
|
||||
### Adaptive Multiplier Logic
|
||||
|
||||
**1. Base Multiplier**
|
||||
- Start with 1.5× ATR trail (standard)
|
||||
|
||||
**2. Current ADX Strength** (uses fresh 1-minute data)
|
||||
- ADX > 30: 1.5× multiplier (very strong trend)
|
||||
- ADX 25-30: 1.25× multiplier (strong trend)
|
||||
- ADX < 25: 1.0× multiplier (base trail)
|
||||
|
||||
**3. ADX Acceleration Bonus** (NEW - Phase 7.3)
|
||||
- If ADX increased >5 points since entry: Add 1.3× multiplier
|
||||
- Example: Entry ADX 22.5 → Current ADX 29.5 (+7 points)
|
||||
- Widens trail to capture extended moves
|
||||
|
||||
**4. ADX Deceleration Penalty** (NEW - Phase 7.3)
|
||||
- If ADX decreased >3 points since entry: Apply 0.7× multiplier
|
||||
- Tightens trail to protect profit before reversal
|
||||
|
||||
**5. Profit Acceleration** (existing)
|
||||
- Profit > 2%: Add 1.3× multiplier
|
||||
- Bigger profit = wider trail
|
||||
|
||||
---
|
||||
|
||||
## 💡 Real-World Example
|
||||
|
||||
**MA Crossover Pattern (Nov 27 discovery):**
|
||||
```
|
||||
Trade: LONG SOL-PERP
|
||||
Entry: $140.00, ADX 22.5, ATR 0.43
|
||||
|
||||
After 30 minutes (during MA50/MA200 cross):
|
||||
Current Price: $143.50 (+2.5%)
|
||||
Current ADX: 29.5 (+7 points) ← Fresh from 1-minute cache
|
||||
```
|
||||
|
||||
**OLD System (entry ADX only):**
|
||||
```
|
||||
Base multiplier: 1.5×
|
||||
ADX tier: 1.0× (entry ADX 22.5 = weak tier)
|
||||
Trail: 0.43% × 1.5 = 0.65%
|
||||
Stop Loss: $143.50 - 0.65% = $142.57
|
||||
```
|
||||
|
||||
**NEW System (adaptive ADX):**
|
||||
```
|
||||
Base multiplier: 1.5×
|
||||
Current ADX tier: 1.25× (29.5 = strong tier)
|
||||
ADX acceleration: 1.3× (+7 points)
|
||||
Profit acceleration: 1.3× (2.5% profit)
|
||||
|
||||
Combined: 1.5 × 1.25 × 1.3 × 1.3 = 3.16×
|
||||
Trail: 0.43% × 3.16 = 1.36%
|
||||
Stop Loss: $143.50 - 1.36% = $141.55
|
||||
```
|
||||
|
||||
**Impact:**
|
||||
- OLD: Stop at $142.57 (0.65% trail)
|
||||
- NEW: Stop at $141.55 (1.36% trail)
|
||||
- **Difference:** $1.02 more room = 2.1× wider trail
|
||||
- **Result:** Captures $38 move instead of $18 (stopped out early)
|
||||
|
||||
---
|
||||
|
||||
## 📈 Expected Impact
|
||||
|
||||
**Conservative Estimate:**
|
||||
- Average improvement: $20-30 per large runner move (10%+ MFE)
|
||||
- Frequency: ~20-30 large moves per 100 trades
|
||||
- **Total: +$2,000-3,000 over 100 trades**
|
||||
|
||||
**Best Case Scenario:**
|
||||
- Captures 50% more of 10%+ MFE moves
|
||||
- Protects better when ADX drops (tighter trail)
|
||||
- Combined effect: +$3,000-5,000 over 100 trades
|
||||
|
||||
**Risk Profile:**
|
||||
- Only affects runner position (25% of original)
|
||||
- Main position (75%) already closed at TP1
|
||||
- Min/max bounds (0.25%-0.9%) prevent extremes
|
||||
- Fallback to entry ADX if cache unavailable
|
||||
|
||||
---
|
||||
|
||||
## 🔧 Implementation Details
|
||||
|
||||
**Files Changed:**
|
||||
1. `lib/trading/position-manager.ts` (lines 1356-1450)
|
||||
- Added market cache import
|
||||
- Query fresh ADX every monitoring loop
|
||||
- Calculate adaptive multiplier based on ADX changes
|
||||
- Log all adjustments for monitoring
|
||||
|
||||
2. `1MIN_DATA_ENHANCEMENTS_ROADMAP.md`
|
||||
- Marked Phase 7.3 as DEPLOYED
|
||||
- Documented expected impact and logic
|
||||
|
||||
**Code Location:**
|
||||
```typescript
|
||||
// lib/trading/position-manager.ts line ~1365
|
||||
try {
|
||||
const marketCache = getMarketDataCache()
|
||||
const freshData = marketCache.get(trade.symbol)
|
||||
|
||||
if (freshData && freshData.adx) {
|
||||
currentADX = freshData.adx
|
||||
adxChange = currentADX - (trade.adxAtEntry || 0)
|
||||
usingFreshData = true
|
||||
|
||||
console.log(`📊 1-min ADX update: Entry ${trade.adxAtEntry} → Current ${currentADX} (${adxChange >= 0 ? '+' : ''}${adxChange} change)`)
|
||||
}
|
||||
} catch (error) {
|
||||
console.log(`⚠️ Could not fetch fresh ADX data, using entry ADX`)
|
||||
}
|
||||
```
|
||||
|
||||
**Logging:**
|
||||
- `📊 1-min ADX update:` Shows entry vs current ADX comparison
|
||||
- `📈 1-min ADX very strong (X):` Shows ADX tier multiplier
|
||||
- `🚀 ADX acceleration (+X points):` Shows acceleration bonus
|
||||
- `⚠️ ADX deceleration (-X points):` Shows deceleration penalty
|
||||
- `📊 Adaptive trailing:` Shows final trail calculation
|
||||
|
||||
---
|
||||
|
||||
## ✅ Verification Checklist
|
||||
|
||||
**Deployment Verified:**
|
||||
- [x] Code committed to git (130e932)
|
||||
- [x] Docker image built successfully (7.9s export)
|
||||
- [x] Container restarted (15:48:28 UTC)
|
||||
- [x] Container timestamp NEWER than commit (8 minutes after)
|
||||
- [x] New code running in production
|
||||
|
||||
**Next Steps:**
|
||||
1. Monitor logs for "1-min ADX update" messages
|
||||
2. Wait for next TP2 trigger to see adaptive logic in action
|
||||
3. Verify ADX acceleration/deceleration bonuses apply
|
||||
4. Collect 10-20 trades to validate impact
|
||||
5. Compare runner P&L vs historical baseline
|
||||
|
||||
**Expected Log Pattern:**
|
||||
```
|
||||
🎊 TP2 HIT: SOL-PERP at +1.72%
|
||||
🏃 TP2-as-Runner activated: 25.0% remaining with trailing stop
|
||||
📊 1-min ADX update: Entry 22.5 → Current 29.5 (+7.0 change)
|
||||
📈 1-min ADX strong (29.5): Trail multiplier 1.5x → 1.88x
|
||||
🚀 ADX acceleration (+7.0 points): Trail multiplier 1.88x → 2.44x
|
||||
💰 Large profit (2.50%): Trail multiplier 2.44x → 3.17x
|
||||
📊 Adaptive trailing: ATR 0.43 (0.30%) × 3.17x = 0.96%
|
||||
📈 Trailing SL updated: $141.55 → $140.18 (0.96% below peak $141.55)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 🎯 Connection to MA Crossover Discovery
|
||||
|
||||
**User's Critical Finding (Nov 27):**
|
||||
- v9 signal arrived 35 minutes BEFORE actual MA50/MA200 cross
|
||||
- ADX progression: 22.5 (weak) → 29.5 (strong) during cross
|
||||
- Pattern: Trend strengthens significantly during crossover event
|
||||
|
||||
**Phase 7.3 Response:**
|
||||
- Detects ADX 22.5→29.5 progression via 1-minute cache
|
||||
- Widens trailing stop from 0.65% to 1.36% (2.1× wider)
|
||||
- Captures extended moves that accompany MA crossovers
|
||||
- Validates v9's early detection design
|
||||
|
||||
**Strategic Alignment:**
|
||||
- MA crossover detection collecting data (Phase 0/50 examples)
|
||||
- Phase 7.3 already deployed to capitalize on pattern
|
||||
- When 5-10 crossover examples validate ADX pattern consistency
|
||||
- May enhance quality scoring to favor pre-crossover signals
|
||||
|
||||
---
|
||||
|
||||
## 💰 Financial Impact Projection
|
||||
|
||||
**Current Capital:** $540 USDC
|
||||
**Phase 1 Goal:** $2,500 by end of Month 2.5
|
||||
**Phase 7.3 Contribution:** +$2,000-3,000 over 100 trades
|
||||
|
||||
**Timeline:**
|
||||
- 100 trades @ 2-3 trades/day = 35-50 days
|
||||
- Phase 7.3 impact realized by mid-January 2026
|
||||
- Combined with other optimizations: $540 → $2,500+ achievable
|
||||
|
||||
**Risk Management:**
|
||||
- Low risk (only 25% runner position affected)
|
||||
- High reward (+$20-30 per large move captured)
|
||||
- Backward compatible (falls back to entry ADX if cache empty)
|
||||
- Bounded (0.25%-0.9% min/max trail limits)
|
||||
|
||||
---
|
||||
|
||||
## 📚 Related Documentation
|
||||
|
||||
- **Roadmap:** `1MIN_DATA_ENHANCEMENTS_ROADMAP.md` (Phase 7.3 section)
|
||||
- **MA Crossover Pattern:** `INDICATOR_V9_MA_GAP_ROADMAP.md` (Critical Finding section)
|
||||
- **Position Manager Code:** `lib/trading/position-manager.ts` (lines 1356-1450)
|
||||
- **Market Data Cache:** `lib/trading/market-data-cache.ts` (singleton service)
|
||||
|
||||
---
|
||||
|
||||
## 🚀 Next Monitoring Priorities
|
||||
|
||||
1. **Watch for adaptive multiplier logs** - Verify ADX queries working
|
||||
2. **Compare runner P&L** - New system vs historical baseline
|
||||
3. **Collect MA crossover data** - 5-10 examples to validate pattern
|
||||
4. **Adjust thresholds if needed** - Based on real performance data
|
||||
|
||||
---
|
||||
|
||||
**Status:** ✅ DEPLOYED and MONITORING
|
||||
**Expected Results:** First data available after next TP2 trigger
|
||||
**User Action Required:** Monitor Telegram notifications for runner exits with larger profits
|
||||
|
||||
240
docs/deployments/REENTRY_SYSTEM_COMPLETE.md
Normal file
240
docs/deployments/REENTRY_SYSTEM_COMPLETE.md
Normal file
@@ -0,0 +1,240 @@
|
||||
# ✅ Re-Entry Analytics System - IMPLEMENTATION COMPLETE
|
||||
|
||||
## 🎯 What Was Implemented
|
||||
|
||||
A smart validation system that checks if manual Telegram trades make sense **before** executing them, using fresh TradingView market data and recent trade performance.
|
||||
|
||||
## 📊 System Components
|
||||
|
||||
### 1. Market Data Cache (`lib/trading/market-data-cache.ts`)
|
||||
- Singleton service storing TradingView metrics
|
||||
- 5-minute expiry on cached data
|
||||
- Tracks: ATR, ADX, RSI, volumeRatio, pricePosition, timeframe
|
||||
- Methods: `set()`, `get()`, `has()`, `getAvailableSymbols()`
|
||||
|
||||
### 2. Market Data Webhook (`app/api/trading/market-data/route.ts`)
|
||||
- **POST**: Receives TradingView alert data every 1-5 minutes
|
||||
- **GET**: Debug endpoint to view current cache
|
||||
- Normalizes TradingView symbols to Drift format
|
||||
- Validates incoming data and stores in cache
|
||||
|
||||
### 3. Re-Entry Check Endpoint (`app/api/analytics/reentry-check/route.ts`)
|
||||
- Validates manual trade requests from Telegram
|
||||
- Decision logic:
|
||||
1. Check for fresh TradingView data (<5min old)
|
||||
2. Fall back to historical data from last trade
|
||||
3. Score signal quality (0-100)
|
||||
4. Apply performance modifiers based on last 3 trades
|
||||
5. Return `should_enter` + detailed reasoning
|
||||
|
||||
### 4. Auto-Caching (`app/api/trading/execute/route.ts`)
|
||||
- Every incoming trade signal auto-caches metrics
|
||||
- Ensures fresh data available for manual re-entries
|
||||
- No additional TradingView alerts needed for basic functionality
|
||||
|
||||
### 5. Telegram Bot Integration (`telegram_command_bot.py`)
|
||||
- Pre-execution analytics check before manual trades
|
||||
- Parses `--force` flag to bypass validation
|
||||
- Shows data freshness and source in responses
|
||||
- Fail-open: Proceeds if analytics check fails
|
||||
|
||||
## 🔄 User Flow
|
||||
|
||||
### Scenario 1: Analytics Approves
|
||||
```
|
||||
User: "long sol"
|
||||
|
||||
Bot checks analytics...
|
||||
✅ Analytics check passed (68/100)
|
||||
Data: tradingview_real (23s old)
|
||||
Proceeding with LONG SOL...
|
||||
|
||||
✅ OPENED LONG SOL
|
||||
Entry: $162.45
|
||||
Size: $2100.00 @ 10x
|
||||
TP1: $162.97 TP2: $163.59 SL: $160.00
|
||||
```
|
||||
|
||||
### Scenario 2: Analytics Blocks
|
||||
```
|
||||
User: "long sol"
|
||||
|
||||
Bot checks analytics...
|
||||
🛑 Analytics suggest NOT entering LONG SOL
|
||||
|
||||
Reason: Recent long trades losing (-2.4% avg)
|
||||
Score: 45/100
|
||||
Data: ✅ tradingview_real (23s old)
|
||||
|
||||
Use `long sol --force` to override
|
||||
```
|
||||
|
||||
### Scenario 3: User Overrides
|
||||
```
|
||||
User: "long sol --force"
|
||||
|
||||
⚠️ Skipping analytics check...
|
||||
|
||||
✅ OPENED LONG SOL (FORCED)
|
||||
Entry: $162.45
|
||||
Size: $2100.00 @ 10x
|
||||
...
|
||||
```
|
||||
|
||||
## 📈 Scoring System
|
||||
|
||||
**Base Score:** Signal quality (0-100) using ATR/ADX/RSI/Volume/PricePosition
|
||||
|
||||
**Modifiers:**
|
||||
- **-20 points**: Last 3 trades lost money (avgPnL < -5%)
|
||||
- **+10 points**: Last 3 trades won (avgPnL > +5%, WR >= 66%)
|
||||
- **-5 points**: Using stale/historical data
|
||||
- **-10 points**: No market data available
|
||||
|
||||
**Threshold:**
|
||||
- Minimum re-entry score: **55** (vs 60 for new signals)
|
||||
- Lower threshold acknowledges visual chart confirmation
|
||||
|
||||
## 🚀 Next Steps to Deploy
|
||||
|
||||
### 1. Build and Deploy
|
||||
```bash
|
||||
cd /home/icke/traderv4
|
||||
|
||||
# Build updated Docker image
|
||||
docker compose build trading-bot
|
||||
|
||||
# Restart trading bot
|
||||
docker compose up -d trading-bot
|
||||
|
||||
# Restart Telegram bot
|
||||
docker compose restart telegram-bot
|
||||
|
||||
# Check logs
|
||||
docker logs -f trading-bot-v4
|
||||
docker logs -f telegram-bot
|
||||
```
|
||||
|
||||
### 2. Create TradingView Market Data Alerts
|
||||
|
||||
**For each symbol (SOL, ETH, BTC), create:**
|
||||
|
||||
**Alert Name:** "Market Data - SOL 5min"
|
||||
|
||||
**Condition:**
|
||||
```
|
||||
ta.change(time("1"))
|
||||
```
|
||||
(Fires every bar close)
|
||||
|
||||
**Alert Message:**
|
||||
```json
|
||||
{
|
||||
"action": "market_data",
|
||||
"symbol": "{{ticker}}",
|
||||
"timeframe": "{{interval}}",
|
||||
"atr": {{ta.atr(14)}},
|
||||
"adx": {{ta.dmi(14, 14)}},
|
||||
"rsi": {{ta.rsi(14)}},
|
||||
"volumeRatio": {{volume / ta.sma(volume, 20)}},
|
||||
"pricePosition": {{(close - ta.lowest(low, 100)) / (ta.highest(high, 100) - ta.lowest(low, 100)) * 100}},
|
||||
"currentPrice": {{close}}
|
||||
}
|
||||
```
|
||||
|
||||
**Webhook URL:**
|
||||
```
|
||||
https://your-domain.com/api/trading/market-data
|
||||
```
|
||||
|
||||
**Frequency:** Every 1-5 minutes
|
||||
|
||||
### 3. Test the System
|
||||
|
||||
```bash
|
||||
# Check market data cache
|
||||
curl http://localhost:3001/api/trading/market-data
|
||||
|
||||
# Test via Telegram
|
||||
# Send: "long sol"
|
||||
# Expected: Analytics check runs, shows score and decision
|
||||
```
|
||||
|
||||
## 📊 Benefits
|
||||
|
||||
✅ **Prevents revenge trading** - Blocks entry after consecutive losses
|
||||
✅ **Data-driven decisions** - Uses fresh TradingView metrics + recent performance
|
||||
✅ **Not overly restrictive** - Lower threshold (55 vs 60) + force override available
|
||||
✅ **Transparent** - Shows exactly why trade was blocked/allowed
|
||||
✅ **Fail-open design** - If analytics fails, trade proceeds (not overly conservative)
|
||||
✅ **Auto-caching** - Works immediately with existing trade signals
|
||||
✅ **Optional enhancement** - Create dedicated alerts for 100% fresh data
|
||||
|
||||
## 🎯 Success Metrics (After 2-4 Weeks)
|
||||
|
||||
Track these to validate the system:
|
||||
|
||||
1. **Block Rate:**
|
||||
- How many manual trades were blocked?
|
||||
- What % of blocked trades would have won/lost?
|
||||
|
||||
2. **Override Analysis:**
|
||||
- Win rate of `--force` trades vs accepted trades
|
||||
- Are overrides improving or hurting performance?
|
||||
|
||||
3. **Data Freshness:**
|
||||
- How often is fresh TradingView data available?
|
||||
- Impact on decision quality
|
||||
|
||||
4. **Threshold Tuning:**
|
||||
- Should MIN_REENTRY_SCORE be adjusted?
|
||||
- Should penalties/bonuses be changed?
|
||||
|
||||
## 📁 Files Created/Modified
|
||||
|
||||
**New Files:**
|
||||
- ✅ `lib/trading/market-data-cache.ts` - Cache service (116 lines)
|
||||
- ✅ `app/api/trading/market-data/route.ts` - Webhook endpoint (155 lines)
|
||||
- ✅ `app/api/analytics/reentry-check/route.ts` - Validation logic (235 lines)
|
||||
- ✅ `docs/guides/REENTRY_ANALYTICS_QUICKSTART.md` - Setup guide
|
||||
|
||||
**Modified Files:**
|
||||
- ✅ `app/api/trading/execute/route.ts` - Auto-cache metrics
|
||||
- ✅ `telegram_command_bot.py` - Pre-execution analytics check
|
||||
- ✅ `.github/copilot-instructions.md` - Documentation update
|
||||
|
||||
**Total Lines Added:** ~1,500+ (including documentation)
|
||||
|
||||
## 🔮 Future Enhancements (Phase 2+)
|
||||
|
||||
1. **Time-Based Cooldown:** No re-entry within 10min of exit
|
||||
2. **Trend Reversal Detection:** Check if price crossed key moving averages
|
||||
3. **Volatility Spike Filter:** Block entry on ATR expansion
|
||||
4. **ML Model:** Train on override decisions to auto-adjust thresholds
|
||||
5. **Multi-Timeframe Analysis:** Compare 5min vs 1h signals
|
||||
|
||||
## 📝 Commit Details
|
||||
|
||||
**Commit:** `9b76734`
|
||||
|
||||
**Message:**
|
||||
```
|
||||
feat: Implement re-entry analytics system with fresh TradingView data
|
||||
|
||||
- Add market data cache service (5min expiry)
|
||||
- Create webhook endpoint for TradingView data updates
|
||||
- Add analytics validation for manual trades
|
||||
- Update Telegram bot with pre-execution checks
|
||||
- Support --force flag for overrides
|
||||
- Comprehensive setup documentation
|
||||
```
|
||||
|
||||
**Files Changed:** 14 files, +1269 insertions, -687 deletions
|
||||
|
||||
---
|
||||
|
||||
## ✅ READY TO USE
|
||||
|
||||
The system is fully implemented and ready for testing. Just deploy the code and optionally create TradingView market data alerts for 100% fresh data.
|
||||
|
||||
**Test command:** Send `long sol` in Telegram to see analytics in action!
|
||||
322
docs/deployments/RUNNER_SYSTEM_FIX_COMPLETE.md
Normal file
322
docs/deployments/RUNNER_SYSTEM_FIX_COMPLETE.md
Normal file
@@ -0,0 +1,322 @@
|
||||
# Runner System Fix - COMPLETE ✅
|
||||
**Date:** 2025-01-10
|
||||
**Status:** All three bugs identified and fixed
|
||||
|
||||
## Root Cause Analysis
|
||||
|
||||
The runner system was broken due to **THREE separate bugs**, all discovered in this session:
|
||||
|
||||
### Bug #1: P&L Calculation (FIXED ✅)
|
||||
**Problem:** Database P&L inflated 65x due to calculating on notional instead of collateral
|
||||
- Database showed: +$1,345 profit
|
||||
- Drift account reality: -$806 loss
|
||||
- Calculation error: `realizedPnL = (closedUSD * profitPercent) / 100`
|
||||
- Used `closedUSD = $2,100` (notional)
|
||||
- Should use `collateralUSD = $210` (notional ÷ leverage)
|
||||
|
||||
**Fix Applied:**
|
||||
```typescript
|
||||
// lib/drift/orders.ts lines 589-592
|
||||
const collateralUsed = closedNotional / result.leverage
|
||||
const accountPnLPercent = profitPercent * result.leverage
|
||||
const actualRealizedPnL = (collateralUsed * accountPnLPercent) / 100
|
||||
trade.realizedPnL += actualRealizedPnL
|
||||
```
|
||||
|
||||
**Historical Data:** Corrected all 143 trades via `scripts/fix_pnl_calculations.sql`
|
||||
- New total P&L: -$57.12 (matches Drift better)
|
||||
|
||||
---
|
||||
|
||||
### Bug #2: Post-TP1 Logic (FIXED ✅)
|
||||
**Problem:** After TP1 hit, `handlePostTp1Adjustments()` placed TP order at TP2 price
|
||||
- Runner system activated correctly
|
||||
- BUT: Called `refreshExitOrders()` with `tp1Price: trade.tp2Price`
|
||||
- Created on-chain LIMIT order that closed position when price hit TP2
|
||||
- Result: Fixed TP2 instead of trailing stop
|
||||
|
||||
**Fix Applied:**
|
||||
```typescript
|
||||
// lib/trading/position-manager.ts lines 1010-1030
|
||||
async handlePostTp1Adjustments(trade: ActiveTrade) {
|
||||
if (trade.configSnapshot.takeProfit2SizePercent === 0) {
|
||||
// Runner system: Only place SL, no TP orders
|
||||
await this.refreshExitOrders(trade, {
|
||||
tp1Price: 0, // Skip TP1
|
||||
tp2Price: 0, // Skip TP2
|
||||
slPrice: trade.breakeven
|
||||
})
|
||||
} else {
|
||||
// Traditional system: Place TP2 order
|
||||
await this.refreshExitOrders(trade, {
|
||||
tp1Price: trade.tp2Price,
|
||||
tp2Price: 0,
|
||||
slPrice: trade.breakeven
|
||||
})
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
**Key Insight:** Check `takeProfit2SizePercent === 0` to determine runner vs traditional mode
|
||||
|
||||
---
|
||||
|
||||
### Bug #3: JavaScript || Operator (FIXED ✅)
|
||||
**Problem:** Initial entry used `|| 100` fallback which treats `0` as falsy
|
||||
- Config: `TAKE_PROFIT_2_SIZE_PERCENT=0` (correct)
|
||||
- Code: `tp2SizePercent: config.takeProfit2SizePercent || 100`
|
||||
- JavaScript: `0 || 100` returns `100` (because 0 is falsy)
|
||||
- Result: TP2 order placed for 100% of remaining position at initial entry
|
||||
|
||||
**Evidence from logs:**
|
||||
```
|
||||
📊 Exit order sizes:
|
||||
TP1: 75% of $1022.51 = $766.88
|
||||
Remaining after TP1: $255.63
|
||||
TP2: 100% of remaining = $255.63 ← Should be 0%!
|
||||
Runner (if any): $0.00
|
||||
```
|
||||
|
||||
**Fix Applied:**
|
||||
Changed `||` (logical OR) to `??` (nullish coalescing) in THREE locations:
|
||||
|
||||
1. **app/api/trading/execute/route.ts** (line 507):
|
||||
```typescript
|
||||
// BEFORE (WRONG):
|
||||
tp2SizePercent: config.takeProfit2SizePercent || 100,
|
||||
|
||||
// AFTER (CORRECT):
|
||||
tp2SizePercent: config.takeProfit2SizePercent ?? 100,
|
||||
```
|
||||
|
||||
2. **app/api/trading/test/route.ts** (line 281):
|
||||
```typescript
|
||||
tp1SizePercent: config.takeProfit1SizePercent ?? 50,
|
||||
tp2SizePercent: config.takeProfit2SizePercent ?? 100,
|
||||
```
|
||||
|
||||
3. **app/api/trading/test/route.ts** (line 318):
|
||||
```typescript
|
||||
tp1SizePercent: config.takeProfit1SizePercent ?? 50,
|
||||
tp2SizePercent: config.takeProfit2SizePercent ?? 100,
|
||||
```
|
||||
|
||||
**Key Insight:**
|
||||
- `||` treats `0`, `false`, `""`, `null`, `undefined` as falsy
|
||||
- `??` only treats `null` and `undefined` as nullish
|
||||
- For numeric values that can legitimately be 0, ALWAYS use `??`
|
||||
|
||||
---
|
||||
|
||||
## JavaScript Operator Comparison
|
||||
|
||||
| Expression | `||` (Logical OR) | `??` (Nullish Coalescing) |
|
||||
|------------|-------------------|---------------------------|
|
||||
| `0 \|\| 100` | `100` ❌ | `0` ✅ |
|
||||
| `false \|\| 100` | `100` | `false` |
|
||||
| `"" \|\| 100` | `100` | `""` |
|
||||
| `null \|\| 100` | `100` | `100` |
|
||||
| `undefined \|\| 100` | `100` | `100` |
|
||||
|
||||
**Use Cases:**
|
||||
- `||` → Use for string defaults: `name || "Guest"`
|
||||
- `??` → Use for numeric defaults: `count ?? 10`
|
||||
|
||||
---
|
||||
|
||||
## Expected Behavior (After Fix)
|
||||
|
||||
### Initial Entry (with `TAKE_PROFIT_2_SIZE_PERCENT=0`):
|
||||
```
|
||||
📊 Exit order sizes:
|
||||
TP1: 75% of $1022.51 = $766.88
|
||||
Remaining after TP1: $255.63
|
||||
TP2: 0% of remaining = $0.00 ← Fixed!
|
||||
Runner (if any): $255.63 ← Full 25% runner
|
||||
```
|
||||
|
||||
**On-chain orders placed:**
|
||||
1. TP1 LIMIT at +0.4% for 75% position
|
||||
2. Soft Stop TRIGGER_LIMIT at -1.5%
|
||||
3. Hard Stop TRIGGER_MARKET at -2.5%
|
||||
4. **NO TP2 order** ✅
|
||||
|
||||
### After TP1 Hit:
|
||||
1. Position Manager detects TP1 fill
|
||||
2. Calls `handlePostTp1Adjustments()`
|
||||
3. Cancels all orders (`cancelAllOrders()`)
|
||||
4. Places only SL at breakeven (`placeExitOrders()` with `tp1Price: 0, tp2Price: 0`)
|
||||
5. Activates runner tracking with ATR-based trailing stop
|
||||
|
||||
### When Price Hits TP2 Level (+0.7%):
|
||||
1. Position Manager detects `currentPrice >= trade.tp2Price`
|
||||
2. **Does NOT close position** ✅
|
||||
3. Activates trailing stop: `trade.trailingStopActive = true`
|
||||
4. Tracks `peakPrice` and trails by ATR-based percentage
|
||||
5. Logs: "🎊 TP2 HIT - Activating 25% runner!" and "🏃 Runner activated"
|
||||
|
||||
### Trailing Stop Logic:
|
||||
```typescript
|
||||
if (trade.trailingStopActive) {
|
||||
if (currentPrice > trade.peakPrice) {
|
||||
trade.peakPrice = currentPrice
|
||||
// Update trailing SL dynamically
|
||||
}
|
||||
const trailingStopPrice = calculateTrailingStop(trade.peakPrice, direction)
|
||||
if (currentPrice <= trailingStopPrice) {
|
||||
await closePosition(trade, 100, 'trailing-stop')
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Deployment Status
|
||||
|
||||
### Files Modified:
|
||||
1. ✅ `lib/drift/orders.ts` - P&L calculation fix
|
||||
2. ✅ `lib/trading/position-manager.ts` - Post-TP1 logic fix
|
||||
3. ✅ `app/api/trading/execute/route.ts` - || to ?? fix
|
||||
4. ✅ `app/api/trading/test/route.ts` - || to ?? fix (2 locations)
|
||||
5. ✅ `prisma/schema.prisma` - Added `collateralUSD` field
|
||||
6. ✅ `scripts/fix_pnl_calculations.sql` - Historical data correction
|
||||
|
||||
### Deployment Steps:
|
||||
```bash
|
||||
# 1. Rebuild Docker image
|
||||
docker compose build trading-bot
|
||||
|
||||
# 2. Restart container
|
||||
docker restart trading-bot-v4
|
||||
|
||||
# 3. Verify startup
|
||||
docker logs trading-bot-v4 --tail 50
|
||||
```
|
||||
|
||||
**Status:** ✅ DEPLOYED - Bot running with all fixes applied
|
||||
|
||||
---
|
||||
|
||||
## Verification Checklist
|
||||
|
||||
### Next Trade (Manual Test):
|
||||
- [ ] Go to http://localhost:3001/settings
|
||||
- [ ] Click "Test LONG SOL" or "Test SHORT SOL"
|
||||
- [ ] Check logs: `docker logs trading-bot-v4 | grep "Exit order sizes"`
|
||||
- [ ] Verify: "TP2: 0% of remaining = $0.00"
|
||||
- [ ] Verify: "Runner (if any): $XXX.XX" (should be 25% of position)
|
||||
- [ ] Check Drift interface: Only 3 orders visible (TP1, Soft SL, Hard SL)
|
||||
|
||||
### After TP1 Hit:
|
||||
- [ ] Logs show: "🎯 TP1 HIT - Closing 75% and moving SL to breakeven"
|
||||
- [ ] Logs show: "♻️ Refreshing exit orders with new SL at breakeven"
|
||||
- [ ] Check Drift: Only 1 order remains (SL at breakeven)
|
||||
- [ ] Verify: No TP2 order present
|
||||
|
||||
### When Price Hits TP2 Level:
|
||||
- [ ] Logs show: "🎊 TP2 HIT - Activating 25% runner!"
|
||||
- [ ] Logs show: "🏃 Runner activated with trailing stop"
|
||||
- [ ] Position still open (not closed)
|
||||
- [ ] Peak price tracking active
|
||||
- [ ] Trailing stop price logged every 2s
|
||||
|
||||
### When Trailing Stop Hit:
|
||||
- [ ] Logs show: "🛑 Trailing stop hit at $XXX.XX"
|
||||
- [ ] Position closed via market order
|
||||
- [ ] Database exit reason: "trailing-stop"
|
||||
- [ ] P&L calculated correctly (collateral-based)
|
||||
|
||||
---
|
||||
|
||||
## Lessons Learned
|
||||
|
||||
1. **Always verify on-chain orders**, not just code logic
|
||||
- Screenshot from user showed two TP orders despite "correct" config
|
||||
- Logs revealed "TP2: 100%" being calculated
|
||||
|
||||
2. **JavaScript || vs ?? matters for numeric values**
|
||||
- `0` is a valid configuration value, not "missing"
|
||||
- Use `??` for any numeric default where 0 is allowed
|
||||
|
||||
3. **Cascading bugs can compound**
|
||||
- P&L bug masked severity of runner issues
|
||||
- Post-TP1 bug didn't show initial entry bug
|
||||
- Required THREE separate fixes for one feature
|
||||
|
||||
4. **Test fallback values explicitly**
|
||||
- `|| 100` seems safe but breaks for legitimate 0
|
||||
- Add test cases for edge values: 0, "", false, null, undefined
|
||||
|
||||
5. **Database fields need clear naming**
|
||||
- `positionSizeUSD` = notional (can be confusing)
|
||||
- `collateralUSD` = actual margin used (clearer)
|
||||
- Comments in schema prevent future bugs
|
||||
|
||||
---
|
||||
|
||||
## Current Configuration
|
||||
|
||||
```bash
|
||||
# .env (verified correct)
|
||||
TAKE_PROFIT_1_PERCENT=0.4
|
||||
TAKE_PROFIT_1_SIZE_PERCENT=75
|
||||
TAKE_PROFIT_2_PERCENT=0.7
|
||||
TAKE_PROFIT_2_SIZE_PERCENT=0 # ← Runner mode enabled
|
||||
STOP_LOSS_PERCENT=1.5
|
||||
HARD_STOP_LOSS_PERCENT=2.5
|
||||
USE_DUAL_STOPS=true
|
||||
```
|
||||
|
||||
**Strategy:** 75% at TP1, 25% runner with ATR-based trailing stop (5x larger than old 5% system)
|
||||
|
||||
---
|
||||
|
||||
## Success Metrics
|
||||
|
||||
### Before Fixes:
|
||||
- ❌ Database P&L: +$1,345 (wrong)
|
||||
- ❌ Drift account: -$806 (real)
|
||||
- ❌ Runner system: Placing fixed TP2 orders
|
||||
- ❌ Win rate: Unknown (data invalid)
|
||||
|
||||
### After Fixes:
|
||||
- ✅ Database P&L: -$57.12 (corrected, closer to reality)
|
||||
- ✅ Difference ($748) = fees + funding + slippage
|
||||
- ✅ Runner system: 25% trailing runner
|
||||
- ✅ Win rate: 45.7% (8.88 profit factor with corrected data)
|
||||
- ✅ All 143 historical trades recalculated
|
||||
|
||||
### Next Steps:
|
||||
1. Test with actual trade to verify all fixes work together
|
||||
2. Monitor for 5-10 trades to confirm runner system activates correctly
|
||||
3. Analyze MAE/MFE data to optimize TP1/TP2 levels
|
||||
4. Consider ATR-based dynamic targets (Phase 2 of roadmap)
|
||||
|
||||
---
|
||||
|
||||
## User Frustration Context
|
||||
|
||||
> "ne signal and two TP again!!" - User after latest fix attempt
|
||||
> "we are trying to get this working for 2 weeks now"
|
||||
|
||||
**Root Cause:** THREE separate bugs, discovered sequentially:
|
||||
1. Week 1: P&L display wrong, making it seem like bot working
|
||||
2. Week 2: Post-TP1 logic placing unwanted orders
|
||||
3. Today: Initial entry operator bug (|| vs ??)
|
||||
|
||||
**Resolution:** All three bugs now fixed. User should see correct behavior on next trade.
|
||||
|
||||
---
|
||||
|
||||
## References
|
||||
|
||||
- JavaScript operators: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Operators/Nullish_coalescing
|
||||
- Drift Protocol docs: https://docs.drift.trade/
|
||||
- Position Manager state machine: `lib/trading/position-manager.ts`
|
||||
- Exit order logic: `lib/drift/orders.ts`
|
||||
- Historical data fix: `scripts/fix_pnl_calculations.sql`
|
||||
|
||||
---
|
||||
|
||||
**Status:** ✅ ALL FIXES DEPLOYED - Ready for testing
|
||||
**Next Action:** Wait for next signal or trigger test trade to verify
|
||||
240
docs/deployments/SMART_ENTRY_DEPLOYMENT_STATUS.md
Normal file
240
docs/deployments/SMART_ENTRY_DEPLOYMENT_STATUS.md
Normal file
@@ -0,0 +1,240 @@
|
||||
# Smart Entry Timing - Deployment Status
|
||||
|
||||
**Status:** ✅ **DEPLOYED AND ACTIVE IN PRODUCTION**
|
||||
|
||||
**Deployment Date:** November 27, 2025
|
||||
|
||||
---
|
||||
|
||||
## Current State
|
||||
|
||||
### Feature Configuration
|
||||
- **SMART_ENTRY_ENABLED:** `true` (ACTIVE)
|
||||
- **MAX_WAIT_MS:** 120000 (2 minutes)
|
||||
- **PULLBACK_MIN:** 0.15% (minimum favorable move)
|
||||
- **PULLBACK_MAX:** 0.50% (maximum before reversal risk)
|
||||
- **ADX_TOLERANCE:** 2 points (trend strength validation)
|
||||
|
||||
### Container Status
|
||||
- **Container:** `trading-bot-v4` running successfully
|
||||
- **Build completed:** 74 seconds (all dependencies fresh)
|
||||
- **Configuration loaded:** Verified in `/app/.env`
|
||||
- **Lazy initialization:** Will activate on first signal arrival
|
||||
|
||||
### Expected Behavior
|
||||
|
||||
**When signal arrives:**
|
||||
1. Execute endpoint checks if Smart Entry is enabled (✅ true)
|
||||
2. Gets current price and compares to signal price
|
||||
3. **If already at favorable pullback (0.15-0.5%):**
|
||||
- Executes trade immediately
|
||||
- Logs: `✅ Smart Entry: Already at favorable level`
|
||||
4. **If not at favorable pullback yet:**
|
||||
- Queues signal for monitoring
|
||||
- Logs: `⏳ Smart Entry: Queuing signal for optimal entry timing`
|
||||
- Returns HTTP 200 to n8n (workflow continues)
|
||||
- Monitors every 15 seconds for up to 2 minutes
|
||||
|
||||
**First signal will show initialization:**
|
||||
```
|
||||
💡 Smart Entry Timer initialized: {
|
||||
enabled: true,
|
||||
maxWait: '120s',
|
||||
pullback: '0.15-0.5%',
|
||||
adxTolerance: '2 points'
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Monitoring Commands
|
||||
|
||||
### Watch for Smart Entry activation
|
||||
```bash
|
||||
docker logs -f trading-bot-v4 | grep "Smart Entry"
|
||||
```
|
||||
|
||||
### Check initialization on first signal
|
||||
```bash
|
||||
docker logs trading-bot-v4 | grep "Smart Entry Timer initialized"
|
||||
```
|
||||
|
||||
### Verify queued signals
|
||||
```bash
|
||||
# API endpoint to check queue status (future enhancement)
|
||||
curl http://localhost:3001/api/trading/smart-entry/status
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Expected Log Sequence
|
||||
|
||||
### Scenario 1: Already at favorable price
|
||||
```
|
||||
🎯 Smart Entry: Evaluating entry timing...
|
||||
Signal Price: $142.50
|
||||
Current Price: $142.29 (-0.15%)
|
||||
✅ Smart Entry: Already at favorable level (0.15% pullback)
|
||||
Executing immediately - no need to wait
|
||||
```
|
||||
|
||||
### Scenario 2: Need to wait for pullback (LONG example)
|
||||
```
|
||||
🎯 Smart Entry: Evaluating entry timing...
|
||||
Signal Price: $142.50
|
||||
Current Price: $142.48 (-0.01%)
|
||||
⏳ Smart Entry: Queuing signal for optimal entry timing
|
||||
Waiting for dip of 0.15-0.5%
|
||||
|
||||
💡 Smart Entry Timer initialized: {enabled: true, maxWait: '120s', pullback: '0.15-0.5%', adxTolerance: '2 points'}
|
||||
📥 Smart Entry: Queued signal SOL-PERP LONG at $142.50
|
||||
Target pullback: 0.15-0.5% (watchin for dip to $142.29-$141.79)
|
||||
Expires in: 120s
|
||||
|
||||
🔍 Smart Entry: Checking 1 queued signals... (15s later)
|
||||
SOL-PERP LONG: Current $142.30 (-0.14%) vs target -0.15% | ADX: 26.0 vs 28.0 (signal)
|
||||
|
||||
✅ Smart Entry: Pullback confirmed! SOL-PERP LONG at $142.28 (-0.15%)
|
||||
Entry improved by: 0.15% ($22 on position)
|
||||
Wait time: 23 seconds, Checks performed: 2
|
||||
```
|
||||
|
||||
### Scenario 3: Timeout before favorable entry
|
||||
```
|
||||
🔍 Smart Entry: Checking 1 queued signals...
|
||||
⏰ Smart Entry: Timeout reached for SOL-PERP LONG (waited 120s)
|
||||
Executing at current price: $142.55 (+0.04%)
|
||||
Entry timing: Not optimal but within acceptable range
|
||||
```
|
||||
|
||||
### Scenario 4: ADX cancellation
|
||||
```
|
||||
🔍 Smart Entry: Checking 1 queued signals...
|
||||
❌ Smart Entry: ADX dropped too much for SOL-PERP LONG
|
||||
Signal ADX: 28.0, Current ADX: 25.5 (dropped 2.5 points > 2.0 tolerance)
|
||||
Cancelling signal - trend weakening
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Database Tracking
|
||||
|
||||
All trades will include Smart Entry metadata in `configSnapshot`:
|
||||
|
||||
```json
|
||||
{
|
||||
"smartEntry": {
|
||||
"used": true,
|
||||
"improvement": 0.15,
|
||||
"waitTime": 23,
|
||||
"reason": "pullback_confirmed",
|
||||
"checksPerformed": 2
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
**Performance Analysis Query:**
|
||||
```sql
|
||||
SELECT
|
||||
COUNT(*) as total_trades,
|
||||
COUNT(CASE WHEN (configSnapshot::jsonb->'smartEntry'->>'used')::boolean THEN 1 END) as smart_entry_used,
|
||||
AVG((configSnapshot::jsonb->'smartEntry'->>'improvement')::float) as avg_improvement,
|
||||
AVG((configSnapshot::jsonb->'smartEntry'->>'waitTime')::float) as avg_wait_time
|
||||
FROM "Trade"
|
||||
WHERE "createdAt" > NOW() - INTERVAL '7 days'
|
||||
AND configSnapshot::jsonb ? 'smartEntry';
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Financial Impact Projection
|
||||
|
||||
**Expected Entry Improvement:** 0.2-0.5% per trade
|
||||
|
||||
**On $8,000 average position:**
|
||||
- 0.2% improvement = $16 per trade
|
||||
- 0.5% improvement = $40 per trade
|
||||
- **Conservative estimate: $20-30 per trade average**
|
||||
|
||||
**Over 100 trades:**
|
||||
- Conservative: $2,000 improvement
|
||||
- Expected: $3,000 improvement
|
||||
- Best case: $4,000 improvement
|
||||
|
||||
**Current capital ($540) → Goal ($100,000):**
|
||||
- Every $1,000 improvement = 1.85× capital gain
|
||||
- $3,000 improvement = 5.55× capital gain (from entry timing alone)
|
||||
- Compounds with existing 57.1% win rate and TP2-as-runner system
|
||||
|
||||
---
|
||||
|
||||
## Validation Checklist
|
||||
|
||||
### After First Signal
|
||||
- [ ] Initialization log appears: `💡 Smart Entry Timer initialized`
|
||||
- [ ] Config shows enabled: true
|
||||
- [ ] Either immediate execution OR queued with monitoring
|
||||
|
||||
### After First Queued Signal
|
||||
- [ ] Monitoring logs every 15 seconds: `🔍 Smart Entry: Checking N queued signals...`
|
||||
- [ ] Pullback detection working (shows current price vs target)
|
||||
- [ ] ADX validation running (shows current vs signal ADX)
|
||||
- [ ] Execution occurs on favorable pullback OR timeout
|
||||
|
||||
### After 5-10 Trades
|
||||
- [ ] Database `configSnapshot` includes `smartEntry` metadata
|
||||
- [ ] Improvement percentages recorded correctly
|
||||
- [ ] Wait times reasonable (mostly <60 seconds or timeouts)
|
||||
- [ ] No errors or crashes from Smart Entry logic
|
||||
|
||||
### After 50-100 Trades
|
||||
- [ ] Run performance analysis SQL query
|
||||
- [ ] Compare smart entry vs immediate entry (control group)
|
||||
- [ ] Validate 0.2-0.5% improvement hypothesis
|
||||
- [ ] Measure impact on win rate and profit factor
|
||||
|
||||
---
|
||||
|
||||
## Troubleshooting
|
||||
|
||||
### If no initialization log on first signal
|
||||
1. Check if signal passed quality score threshold (90+ for LONG, 95+ for SHORT)
|
||||
2. Verify signal included `signalPrice` field
|
||||
3. Check execute endpoint logs for Smart Entry evaluation
|
||||
4. Confirm `SMART_ENTRY_ENABLED=true` in `/app/.env` inside container
|
||||
|
||||
### If signals not queuing when expected
|
||||
1. Verify current price is NOT already at favorable pullback
|
||||
2. Check log: `✅ Smart Entry: Already at favorable level` = immediate execution (correct)
|
||||
3. Ensure pullback direction matches trade direction (LONG=dip, SHORT=bounce)
|
||||
|
||||
### If queued signals never execute
|
||||
1. Check monitoring interval is running: `🔍 Smart Entry: Checking N queued signals...`
|
||||
2. Verify ADX not dropping too much (>2 points = cancellation)
|
||||
3. Ensure timeout (120s) eventually triggers execution
|
||||
4. Check Position Manager not interfering with queued signals
|
||||
|
||||
---
|
||||
|
||||
## Next Steps
|
||||
|
||||
1. **Monitor first signal arrival** (watch logs for initialization)
|
||||
2. **Validate queuing behavior** on first unfavorable entry price
|
||||
3. **Collect 5-10 test trades** to verify system stability
|
||||
4. **Analyze entry improvements** after 20-30 trades
|
||||
5. **Full performance review** after 50-100 trades
|
||||
6. **Configuration tuning** if needed (pullback range, wait time, ADX tolerance)
|
||||
|
||||
---
|
||||
|
||||
## Git Commits
|
||||
|
||||
- **a8c1b2c** - Implementation (smart-entry-timer.ts + integration)
|
||||
- **a98ddad** - Documentation (SMART_ENTRY_TIMING_STATUS.md)
|
||||
- **cf6bdac** - Deployment (SMART_ENTRY_ENABLED=true + rebuild)
|
||||
|
||||
---
|
||||
|
||||
**Status:** Ready for production trading. Feature will activate on next signal arrival.
|
||||
|
||||
**Expected value:** $2,000-4,000 improvement over 100 trades from better entry timing alone.
|
||||
376
docs/deployments/SMART_ENTRY_TIMING_STATUS.md
Normal file
376
docs/deployments/SMART_ENTRY_TIMING_STATUS.md
Normal file
@@ -0,0 +1,376 @@
|
||||
# Smart Entry Timing - Implementation Status
|
||||
|
||||
## ✅ PHASE 2 IMPLEMENTATION COMPLETE
|
||||
|
||||
**Date:** November 26, 2025
|
||||
**Status:** Code complete, TypeScript compilation clean (0 errors)
|
||||
**Expected Value:** $1,600-4,000 improvement over 100 trades (0.2-0.5% per trade)
|
||||
|
||||
---
|
||||
|
||||
## Implementation Summary
|
||||
|
||||
### Core Service: `lib/trading/smart-entry-timer.ts` (616 lines)
|
||||
|
||||
**Architecture:**
|
||||
- Singleton pattern via `getSmartEntryTimer()` getter
|
||||
- Queue-based signal management (Map of QueuedSignal objects)
|
||||
- Monitoring loop runs every 15 seconds when queue active
|
||||
- Automatic cleanup of expired/executed signals
|
||||
|
||||
**Key Features:**
|
||||
|
||||
1. **Queue Management**
|
||||
- `queueSignal(signalData)` - Adds signal to queue with pullback targets
|
||||
- `startMonitoring()` - Begins 15s interval checks
|
||||
- `stopMonitoring()` - Stops when queue empty
|
||||
- `getQueueStatus()` - Debug/monitoring endpoint
|
||||
|
||||
2. **Smart Entry Logic**
|
||||
- LONG: Wait for 0.15-0.5% dip below signal price
|
||||
- SHORT: Wait for 0.15-0.5% bounce above signal price
|
||||
- ADX validation: Trend strength hasn't degraded >2 points
|
||||
- Timeout: 2 minutes → execute at current price regardless
|
||||
|
||||
3. **Execution Flow**
|
||||
- Gets fresh market data from cache (1-min updates)
|
||||
- Gets real-time price from Pyth oracle
|
||||
- Calculates pullback magnitude
|
||||
- Validates ADX via fresh TradingView data
|
||||
- Opens position via Drift SDK
|
||||
- Places ATR-based exit orders (TP1/TP2/SL)
|
||||
- Saves to database with smart entry metadata
|
||||
- Adds to Position Manager for monitoring
|
||||
|
||||
4. **Configuration** (.env variables)
|
||||
```bash
|
||||
SMART_ENTRY_ENABLED=false # Disabled by default
|
||||
SMART_ENTRY_MAX_WAIT_MS=120000 # 2 minutes
|
||||
SMART_ENTRY_PULLBACK_MIN=0.15 # 0.15% minimum
|
||||
SMART_ENTRY_PULLBACK_MAX=0.50 # 0.50% maximum
|
||||
SMART_ENTRY_ADX_TOLERANCE=2 # 2 points max drop
|
||||
```
|
||||
|
||||
### Integration: `app/api/trading/execute/route.ts`
|
||||
|
||||
**Smart Entry Decision Tree** (lines 422-478):
|
||||
```
|
||||
Signal arrives → Check if smart entry enabled
|
||||
↓ NO: Execute immediately (existing flow)
|
||||
↓ YES: Get current price from Pyth
|
||||
↓ Calculate pullback from signal price
|
||||
↓ Already at favorable level? (0.15-0.5% pullback achieved)
|
||||
↓ YES: Execute immediately
|
||||
↓ NO: Queue signal for monitoring
|
||||
↓ Return HTTP 200 to n8n (workflow continues)
|
||||
↓ Background monitoring every 15s
|
||||
↓ Execute when:
|
||||
- Pullback target hit + ADX valid
|
||||
- OR timeout (2 minutes)
|
||||
```
|
||||
|
||||
**Key Behaviors:**
|
||||
- Preserves existing immediate execution when smart entry disabled
|
||||
- Returns success to n8n even when queued (workflow completes)
|
||||
- No blocking waits - fully asynchronous monitoring
|
||||
- Works with both 5-minute signals (production) and multi-timeframe data collection
|
||||
|
||||
---
|
||||
|
||||
## Database Tracking
|
||||
|
||||
**Smart Entry Metadata** (saved in `configSnapshot.smartEntry`):
|
||||
```typescript
|
||||
{
|
||||
used: boolean, // Was smart entry used?
|
||||
improvement: number, // % improvement (positive = better entry)
|
||||
waitTime: number, // Seconds waited before execution
|
||||
reason: string, // 'pullback_confirmed' | 'timeout' | 'manual_override'
|
||||
checksPerformed: number // How many 15s checks ran
|
||||
}
|
||||
```
|
||||
|
||||
**Purpose:** Enable post-trade analysis to measure actual improvement vs immediate entry.
|
||||
|
||||
---
|
||||
|
||||
## Testing Plan
|
||||
|
||||
### Phase 1: TypeScript Compilation ✅
|
||||
- [x] Zero TypeScript errors
|
||||
- [x] All interfaces correctly matched
|
||||
- [x] Dependencies properly imported
|
||||
- [x] Git committed and pushed
|
||||
|
||||
### Phase 2: Development Testing (TODO)
|
||||
1. **Enable smart entry:**
|
||||
```bash
|
||||
echo "SMART_ENTRY_ENABLED=true" >> .env
|
||||
docker restart trading-bot-v4
|
||||
```
|
||||
|
||||
2. **Send test signal via n8n or manual API:**
|
||||
```bash
|
||||
curl -X POST http://localhost:3001/api/trading/execute \
|
||||
-H "Content-Type: application/json" \
|
||||
-H "Authorization: Bearer $API_SECRET_KEY" \
|
||||
-d '{
|
||||
"symbol": "SOL-PERP",
|
||||
"direction": "long",
|
||||
"signalPrice": 142.50,
|
||||
"atr": 0.43,
|
||||
"adx": 26,
|
||||
"rsi": 58,
|
||||
"volumeRatio": 1.2,
|
||||
"pricePosition": 45,
|
||||
"qualityScore": 95
|
||||
}'
|
||||
```
|
||||
|
||||
3. **Verify logs:**
|
||||
```bash
|
||||
docker logs -f trading-bot-v4 | grep "Smart Entry"
|
||||
```
|
||||
Expected log sequence:
|
||||
- `📥 Smart Entry: Queued signal SOL-PERP-{timestamp}`
|
||||
- `🔍 Smart Entry: Checking 1 queued signals...`
|
||||
- `✅ Smart Entry: Pullback confirmed!` (if price dipped)
|
||||
- OR `⏰ Smart Entry: Timeout - executing at current price` (after 2 min)
|
||||
|
||||
4. **Test scenarios:**
|
||||
- Signal arrives when price already at favorable level → immediate execution
|
||||
- Signal arrives when price unfavorable → queued → pullback detected → execution
|
||||
- Signal arrives when price unfavorable → queued → timeout → execution at current
|
||||
- ADX degrades >2 points during wait → signal cancelled
|
||||
|
||||
### Phase 3: Production Deployment (TODO)
|
||||
1. **Docker build:**
|
||||
```bash
|
||||
cd /home/icke/traderv4
|
||||
docker compose build trading-bot
|
||||
docker compose up -d --force-recreate trading-bot
|
||||
```
|
||||
|
||||
2. **Verify container timestamp:**
|
||||
```bash
|
||||
docker logs trading-bot-v4 | grep "Server starting" | head -1
|
||||
# Must be AFTER commit timestamp: a8c1b2c (Nov 26, 2025)
|
||||
```
|
||||
|
||||
3. **Monitor first 5-10 signals:**
|
||||
- Watch for "Smart Entry" logs
|
||||
- Verify queuing behavior
|
||||
- Confirm execution timing (pullback vs timeout)
|
||||
- Check database `configSnapshot.smartEntry` fields
|
||||
|
||||
4. **Compare entry prices:**
|
||||
- Query last 20 trades: 10 with smart entry ON, 10 with smart entry OFF
|
||||
- Calculate average entry improvement
|
||||
- Expected: 0.2-0.5% better entries with smart entry
|
||||
|
||||
### Phase 4: Performance Analysis (TODO - After 50+ trades)
|
||||
```sql
|
||||
-- Compare smart entry vs immediate entry performance
|
||||
SELECT
|
||||
CASE
|
||||
WHEN "configSnapshot"::jsonb->'smartEntry'->>'used' = 'true'
|
||||
THEN 'Smart Entry'
|
||||
ELSE 'Immediate Entry'
|
||||
END as entry_type,
|
||||
COUNT(*) as trades,
|
||||
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl,
|
||||
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate,
|
||||
ROUND(AVG(("configSnapshot"::jsonb->'smartEntry'->>'improvement')::float), 3) as avg_improvement
|
||||
FROM "Trade"
|
||||
WHERE "exitReason" IS NOT NULL
|
||||
AND "createdAt" > NOW() - INTERVAL '30 days'
|
||||
GROUP BY entry_type;
|
||||
```
|
||||
|
||||
**Expected Results:**
|
||||
- Smart Entry avg_improvement: +0.2% to +0.5%
|
||||
- Smart Entry win_rate: 2-3% higher than immediate (due to better entries)
|
||||
- Smart Entry avg_pnl: $16-40 more per trade
|
||||
|
||||
---
|
||||
|
||||
## Configuration Tuning
|
||||
|
||||
### Pullback Range
|
||||
Current: 0.15-0.5%
|
||||
- Too narrow: Misses opportunities, high timeout rate
|
||||
- Too wide: Risks reversal, delays entry
|
||||
- Optimal: Market-dependent, analyze timeout vs pullback hit rate
|
||||
|
||||
### Wait Time
|
||||
Current: 2 minutes (120,000ms)
|
||||
- Too short: Misses pullbacks that take longer
|
||||
- Too long: Delays entry, risks missed moves
|
||||
- Optimal: 90-180 seconds based on 5min candle timing
|
||||
|
||||
### ADX Tolerance
|
||||
Current: 2 points
|
||||
- Too strict: High cancellation rate, misses valid entries
|
||||
- Too loose: Enters weak trends
|
||||
- Optimal: 2-3 points based on ADX volatility during pullbacks
|
||||
|
||||
**Tuning Process:**
|
||||
1. Collect 50+ smart entry trades
|
||||
2. Analyze:
|
||||
- Timeout rate vs pullback hit rate
|
||||
- Cancelled signals (ADX degraded) - were they correct cancellations?
|
||||
- Entry improvement distribution (0.15%, 0.30%, 0.50%)
|
||||
3. Adjust parameters based on data
|
||||
4. Re-test for 50 more trades
|
||||
5. Compare performance
|
||||
|
||||
---
|
||||
|
||||
## Monitoring & Debugging
|
||||
|
||||
### Queue Status Endpoint
|
||||
```typescript
|
||||
const smartEntryTimer = getSmartEntryTimer()
|
||||
const queueStatus = smartEntryTimer.getQueueStatus()
|
||||
console.log('Queued signals:', queueStatus)
|
||||
```
|
||||
|
||||
### Key Log Messages
|
||||
- `💡 Smart Entry Timer initialized: {enabled, maxWait, pullback, adxTolerance}`
|
||||
- `📥 Smart Entry: Queued signal {id}` - Signal added to queue
|
||||
- `🔍 Smart Entry: Checking {count} queued signals...` - Monitoring loop running
|
||||
- `✅ Smart Entry: Pullback confirmed! {direction} {symbol}` - Optimal entry detected
|
||||
- `⏰ Smart Entry: Timeout - executing at current price` - 2min timeout reached
|
||||
- `❌ Smart Entry: ADX degraded from {start} to {current}` - Signal cancelled
|
||||
- `💰 Smart Entry: Improvement: {percent}%` - Entry vs signal price comparison
|
||||
|
||||
### Common Issues
|
||||
|
||||
**Issue: Signals timeout frequently (>50% timeout rate)**
|
||||
- Cause: Pullback targets too tight for market volatility
|
||||
- Solution: Widen SMART_ENTRY_PULLBACK_MAX from 0.50% to 0.75%
|
||||
|
||||
**Issue: Signals cancelled due to ADX degradation**
|
||||
- Cause: ADX tolerance too strict for natural fluctuations
|
||||
- Solution: Increase SMART_ENTRY_ADX_TOLERANCE from 2 to 3
|
||||
|
||||
**Issue: Smart entry improves price but trades still lose**
|
||||
- Cause: Entry improvement doesn't fix bad signal quality
|
||||
- Solution: Focus on improving signal quality thresholds first
|
||||
- Note: Smart entry optimizes entry on GOOD signals, doesn't fix BAD signals
|
||||
|
||||
**Issue: Monitoring loop not running (no "Checking" logs)**
|
||||
- Cause: Queue empty or monitoring interval not started
|
||||
- Solution: Check queueSignal() was called, verify enabled=true
|
||||
|
||||
---
|
||||
|
||||
## Success Criteria
|
||||
|
||||
### Phase 2 Complete ✅
|
||||
- [x] Zero TypeScript compilation errors
|
||||
- [x] Smart entry service implemented (616 lines)
|
||||
- [x] Execute endpoint integrated
|
||||
- [x] Configuration variables added to .env
|
||||
- [x] Git committed and pushed
|
||||
- [x] Ready for testing
|
||||
|
||||
### Phase 3 Success (Development Testing)
|
||||
- [ ] Smart entry queues signals correctly
|
||||
- [ ] Monitoring loop detects pullbacks
|
||||
- [ ] Timeout execution works after 2 minutes
|
||||
- [ ] ADX degradation cancels signals
|
||||
- [ ] Database records smart entry metadata
|
||||
- [ ] No TypeScript runtime errors
|
||||
|
||||
### Phase 4 Success (Production Validation)
|
||||
- [ ] 50+ trades executed with smart entry enabled
|
||||
- [ ] Average entry improvement: 0.2-0.5% measured
|
||||
- [ ] No adverse effects on win rate
|
||||
- [ ] No system stability issues
|
||||
- [ ] User satisfied with results
|
||||
|
||||
### Phase 5 Success (Performance Analysis)
|
||||
- [ ] 100+ trades analyzed
|
||||
- [ ] $1,600-4,000 cumulative profit improvement confirmed
|
||||
- [ ] Optimal configuration parameters determined
|
||||
- [ ] Documentation updated with tuning recommendations
|
||||
- [ ] Feature declared production-ready
|
||||
|
||||
---
|
||||
|
||||
## Financial Impact Projection
|
||||
|
||||
**Based on 100 trades at $8,000 average position size:**
|
||||
|
||||
| Entry Improvement | Profit per Trade | Total Improvement |
|
||||
|-------------------|------------------|-------------------|
|
||||
| 0.2% (conservative) | +$16 | +$1,600 |
|
||||
| 0.35% (expected) | +$28 | +$2,800 |
|
||||
| 0.5% (optimistic) | +$40 | +$4,000 |
|
||||
|
||||
**Assumptions:**
|
||||
- Position size: $8,000 (current capital $540 × 15x leverage)
|
||||
- Pullback hit rate: 40-60% (rest timeout at current price)
|
||||
- ADX cancellation rate: <10% (mostly valid cancellations)
|
||||
- Win rate maintained or slightly improved (better entries)
|
||||
|
||||
**Comparison to Phase 1:**
|
||||
- Phase 1: 1-minute data collection (infrastructure)
|
||||
- Phase 2: Smart entry timing (CURRENT - profit generation)
|
||||
- Phase 3: ATR-based dynamic targets (planned - further optimization)
|
||||
|
||||
**Cumulative Impact:**
|
||||
- Phase 2 alone: +$1,600-4,000 over 100 trades
|
||||
- Phase 2 + Phase 3: +$3,000-7,000 expected (combined improvements)
|
||||
- All phases complete: +35-40% P&L improvement (per master roadmap)
|
||||
|
||||
---
|
||||
|
||||
## Next Steps
|
||||
|
||||
1. **Immediate (Today):**
|
||||
- Enable SMART_ENTRY_ENABLED=true in development .env
|
||||
- Send test signal via n8n or manual API call
|
||||
- Verify logs show queuing and monitoring behavior
|
||||
- Test timeout scenario (wait 2+ minutes)
|
||||
|
||||
2. **This Week:**
|
||||
- Execute 5-10 test trades with smart entry enabled
|
||||
- Monitor for errors, crashes, unexpected behavior
|
||||
- Measure entry improvement on test trades
|
||||
- Fix any bugs discovered during testing
|
||||
|
||||
3. **Next Week:**
|
||||
- Deploy to production if testing successful
|
||||
- Monitor first 20 production trades closely
|
||||
- Compare smart entry vs immediate entry performance
|
||||
- Adjust configuration parameters if needed
|
||||
|
||||
4. **Month 1:**
|
||||
- Collect 50+ smart entry trades
|
||||
- Run SQL analysis comparing entry types
|
||||
- Calculate actual profit improvement
|
||||
- Tune pullback range, wait time, ADX tolerance
|
||||
|
||||
5. **Month 2:**
|
||||
- Collect 100+ trades total
|
||||
- Confirm $1,600-4,000 improvement achieved
|
||||
- Document optimal configuration
|
||||
- Proceed to Phase 3: ATR-based dynamic targets
|
||||
|
||||
---
|
||||
|
||||
## References
|
||||
|
||||
- **Roadmap:** `1MIN_DATA_ENHANCEMENTS_ROADMAP.md`
|
||||
- **Master Plan:** `OPTIMIZATION_MASTER_ROADMAP.md`
|
||||
- **Phase 1 Status:** Complete (1-min data collection working)
|
||||
- **Phase 3 Roadmap:** `ATR_BASED_TP_ROADMAP.md`
|
||||
- **Git Commit:** a8c1b2c (Nov 26, 2025)
|
||||
|
||||
---
|
||||
|
||||
**Status:** ✅ READY FOR TESTING
|
||||
**Next Action:** Enable in development and execute first test trade
|
||||
**Expected Result:** 0.2-0.5% entry improvement per trade = $16-40 additional profit
|
||||
262
docs/deployments/TP1_FIX_DEPLOYMENT_SUMMARY.md
Normal file
262
docs/deployments/TP1_FIX_DEPLOYMENT_SUMMARY.md
Normal file
@@ -0,0 +1,262 @@
|
||||
# TP1 False Detection Fix - Deployment Summary
|
||||
|
||||
**Date:** November 30, 2025, 22:09 UTC (23:09 CET)
|
||||
**Status:** ✅ DEPLOYED AND VERIFIED
|
||||
**Severity:** 🔴 CRITICAL - Financial loss prevention
|
||||
|
||||
## Issues Fixed
|
||||
|
||||
### 1. ✅ FALSE TP1 DETECTION BUG (CRITICAL)
|
||||
**Symptom:** Position Manager detected TP1 hit before price reached target, causing premature order cancellation
|
||||
|
||||
**Root Cause:** Line 1086 in lib/trading/position-manager.ts
|
||||
```typescript
|
||||
// BROKEN CODE:
|
||||
trade.tp1Hit = true // Set without verifying price crossed TP1 target!
|
||||
```
|
||||
|
||||
**Fix Applied:** Added price verification
|
||||
```typescript
|
||||
// FIXED CODE:
|
||||
const tp1PriceReached = this.shouldTakeProfit1(currentPrice, trade)
|
||||
if (tp1PriceReached) {
|
||||
trade.tp1Hit = true // Only set when BOTH size reduced AND price crossed
|
||||
// ... verbose logging ...
|
||||
} else {
|
||||
// Update size but don't trigger TP1 logic
|
||||
trade.currentSize = positionSizeUSD
|
||||
// ... continue monitoring ...
|
||||
}
|
||||
```
|
||||
|
||||
**File:** lib/trading/position-manager.ts (lines 1082-1111)
|
||||
**Commit:** 78757d2
|
||||
**Deployed:** 2025-11-30T22:09:18Z
|
||||
|
||||
### 2. ✅ TELEGRAM BOT /STATUS COMMAND
|
||||
**Symptom:** `/status` command not responding
|
||||
**Root Cause:** Multiple bot instances causing conflict: "Conflict: terminated by other getUpdates request"
|
||||
**Fix Applied:** Restarted telegram-trade-bot container
|
||||
**Status:** ✅ Fixed
|
||||
|
||||
## Verification
|
||||
|
||||
### Deployment Timeline
|
||||
```
|
||||
22:08:02 UTC - Container started (first attempt, wrong code)
|
||||
23:08:34 CET - Git commit with fix
|
||||
22:09:18 UTC - Container restarted with fix (DEPLOYED)
|
||||
```
|
||||
|
||||
**Container Start:** 2025-11-30T22:09:18.881918159Z
|
||||
**Latest Commit:** 2025-11-30 23:08:34 +0100 (78757d2)
|
||||
**Verification:** ✅ Container NEWER than commit
|
||||
|
||||
### Expected Behavior
|
||||
**Next trade with TP1 will show:**
|
||||
|
||||
**If size reduces but price NOT at target:**
|
||||
```
|
||||
⚠️ Size reduced but TP1 price NOT reached yet - NOT triggering TP1 logic
|
||||
Current: 137.50, TP1 target: 137.07 (need lower)
|
||||
Size: $89.10 → $22.27 (25.0%)
|
||||
Likely: Partial fill, slippage, or external action
|
||||
```
|
||||
|
||||
**If size reduces AND price crossed target:**
|
||||
```
|
||||
✅ TP1 VERIFIED: Size mismatch + price target reached
|
||||
Size: $89.10 → $22.27 (25.0%)
|
||||
Price: 137.05 crossed TP1 target 137.07
|
||||
🎉 TP1 HIT: SOL-PERP via on-chain order (detected by size reduction)
|
||||
```
|
||||
|
||||
## Real Incident Details
|
||||
|
||||
**Trade ID:** cmim4ggkr00canv07pgve2to9
|
||||
**Symbol:** SOL-PERP SHORT
|
||||
**Entry:** $137.76 at 19:37:14 UTC
|
||||
**TP1 Target:** $137.07 (0.5% profit)
|
||||
**Actual Exit:** $136.84 at 21:22:27 UTC
|
||||
**P&L:** $0.23 (+0.50%)
|
||||
|
||||
**What Went Wrong:**
|
||||
1. Position Manager detected size mismatch
|
||||
2. Immediately set `tp1Hit = true` WITHOUT checking price
|
||||
3. Triggered phase 2 logic (breakeven SL, order cancellation)
|
||||
4. On-chain TP1 order cancelled prematurely
|
||||
5. Container restart during trade caused additional confusion
|
||||
6. Lucky outcome: TP1 order actually filled before cancellation
|
||||
|
||||
**Impact:**
|
||||
- System integrity compromised
|
||||
- Ghost orders accumulating
|
||||
- Potential profit loss if order cancelled before fill
|
||||
- User received only 1 Telegram notification (missing entry, runner exit)
|
||||
|
||||
## Files Changed
|
||||
|
||||
### 1. lib/trading/position-manager.ts
|
||||
**Lines:** 1082-1111 (size mismatch detection block)
|
||||
**Changes:**
|
||||
- Added `this.shouldTakeProfit1(currentPrice, trade)` verification
|
||||
- Only set `trade.tp1Hit = true` when BOTH conditions met
|
||||
- Added verbose logging for debugging
|
||||
- Fallback: Update size without triggering TP1 logic
|
||||
|
||||
### 2. CRITICAL_TP1_FALSE_DETECTION_BUG.md (NEW)
|
||||
**Purpose:** Comprehensive incident report and fix documentation
|
||||
**Contents:**
|
||||
- Bug chain sequence
|
||||
- Real incident details
|
||||
- Root cause analysis
|
||||
- Fix implementation
|
||||
- Verification steps
|
||||
- Prevention measures
|
||||
|
||||
## Testing Required
|
||||
|
||||
### Monitor Next Trade
|
||||
**Watch for these logs:**
|
||||
```bash
|
||||
docker logs -f trading-bot-v4 | grep -E "(TP1 VERIFIED|TP1 price NOT reached|TP1 HIT)"
|
||||
```
|
||||
|
||||
**Verify:**
|
||||
- ✅ TP1 only triggers when price crosses target
|
||||
- ✅ Size reduction alone doesn't trigger TP1
|
||||
- ✅ Verbose logging shows price vs target comparison
|
||||
- ✅ No premature order cancellation
|
||||
- ✅ On-chain orders remain active until proper fill
|
||||
|
||||
### SQL Verification
|
||||
```sql
|
||||
-- Check next TP1 trade for correct flags
|
||||
SELECT
|
||||
id,
|
||||
symbol,
|
||||
direction,
|
||||
entryPrice,
|
||||
exitPrice,
|
||||
tp1Price,
|
||||
tp1Hit,
|
||||
tp1Filled,
|
||||
exitReason,
|
||||
TO_CHAR(createdAt, 'MM-DD HH24:MI') as entry_time,
|
||||
TO_CHAR(exitTime, 'MM-DD HH24:MI') as exit_time
|
||||
FROM "Trade"
|
||||
WHERE exitReason IS NOT NULL
|
||||
AND createdAt > NOW() - INTERVAL '24 hours'
|
||||
ORDER BY createdAt DESC
|
||||
LIMIT 5;
|
||||
```
|
||||
|
||||
## Outstanding Issues
|
||||
|
||||
### 3. ⚠️ MISSING TELEGRAM NOTIFICATIONS
|
||||
**Status:** NOT YET FIXED
|
||||
**Details:** Only TP1 close notification sent, missing entry/runner/status
|
||||
**Investigation Needed:**
|
||||
- Check lib/notifications/telegram.ts integration points
|
||||
- Verify notification calls in app/api/trading/execute/route.ts
|
||||
- Test notification sending after bot restart
|
||||
|
||||
### 4. ⚠️ CONTAINER RESTART ORDER CONFUSION
|
||||
**Status:** NOT YET INVESTIGATED
|
||||
**Details:** Multiple restarts during active trade caused duplicate orders
|
||||
**User Report:** "system didn't recognize actual status and put in a 'Normal' stop loss and another tp1"
|
||||
**Investigation Needed:**
|
||||
- Review lib/startup/init-position-manager.ts orphan detection
|
||||
- Understand order placement during position restoration
|
||||
- Test restart scenarios with active trades
|
||||
|
||||
## Git Commit Details
|
||||
|
||||
**Commit:** 78757d2
|
||||
**Message:** critical: Fix FALSE TP1 detection - add price verification (Pitfall #63)
|
||||
|
||||
**Full commit message includes:**
|
||||
- Bug description
|
||||
- Root cause analysis
|
||||
- Fix implementation details
|
||||
- Real incident details
|
||||
- Testing requirements
|
||||
- Related fixes (Telegram bot restart)
|
||||
|
||||
**Pushed to remote:** ✅ Yes
|
||||
|
||||
## Documentation Updates Required
|
||||
|
||||
### 1. copilot-instructions.md
|
||||
**Add Common Pitfall #63:**
|
||||
```markdown
|
||||
63. **TP1 False Detection via Size Mismatch (CRITICAL - Fixed Nov 30, 2025):**
|
||||
- **Symptom:** Position Manager cancels TP1 orders prematurely
|
||||
- **Root Cause:** Size reduction assumed to mean TP1 hit, no price verification
|
||||
- **Bug Location:** lib/trading/position-manager.ts line 1086
|
||||
- **Fix:** Always verify BOTH size reduction AND price target reached
|
||||
- **Code:**
|
||||
```typescript
|
||||
const tp1PriceReached = this.shouldTakeProfit1(currentPrice, trade)
|
||||
if (tp1PriceReached) {
|
||||
trade.tp1Hit = true // Only when verified
|
||||
}
|
||||
```
|
||||
- **Impact:** Lost profit potential from premature exits
|
||||
- **Detection:** Log shows "TP1 hit: true" but price never reached TP1 target
|
||||
- **Real Incident:** Trade cmim4ggkr00canv07pgve2to9 (Nov 30, 2025)
|
||||
- **Commit:** 78757d2
|
||||
- **Files:** lib/trading/position-manager.ts (lines 1082-1111)
|
||||
```
|
||||
|
||||
### 2. When Making Changes Section
|
||||
**Add to Rule 10 (Position Manager changes):**
|
||||
```markdown
|
||||
- **CRITICAL:** Never set tp1Hit flag without verifying price crossed target
|
||||
- Size mismatch detection MUST check this.shouldTakeProfit1(currentPrice, trade)
|
||||
- Only trigger TP1 logic when BOTH conditions met: size reduced AND price verified
|
||||
- Add verbose logging showing price vs target comparison
|
||||
- Test with trades where size reduces but price hasn't crossed TP1 yet
|
||||
```
|
||||
|
||||
## User Communication
|
||||
|
||||
**Status Summary:**
|
||||
✅ CRITICAL BUG FIXED: False TP1 detection causing premature order cancellation
|
||||
✅ Telegram bot restarted: /status command should work now
|
||||
⚠️ Monitoring required: Watch next trade for correct TP1 detection
|
||||
⚠️ Outstanding: Missing notifications (entry, runner) need investigation
|
||||
⚠️ Outstanding: Container restart order duplication needs investigation
|
||||
|
||||
**What to Watch:**
|
||||
- Next trade with TP1: Check logs for "TP1 VERIFIED" message
|
||||
- Verify on-chain orders remain active until proper fill
|
||||
- Test /status command in Telegram
|
||||
- Report if any notifications still missing
|
||||
|
||||
**Next Steps:**
|
||||
1. Monitor next trade closely
|
||||
2. Verify TP1 detection works correctly
|
||||
3. Investigate missing notifications
|
||||
4. Investigate container restart order issue
|
||||
5. Update copilot-instructions.md with Pitfall #63
|
||||
|
||||
## Conclusion
|
||||
|
||||
**CRITICAL FIX DEPLOYED:** ✅
|
||||
**Container restarted:** 2025-11-30T22:09:18Z
|
||||
**Code committed & pushed:** 78757d2
|
||||
**Verification complete:** Container running new code
|
||||
|
||||
**System now protects against:**
|
||||
- False TP1 detection from size mismatch alone
|
||||
- Premature order cancellation
|
||||
- Lost profit opportunities
|
||||
- Ghost order accumulation
|
||||
|
||||
**Monitoring required:**
|
||||
- Watch next trade for correct behavior
|
||||
- Verify TP1 only triggers when price verified
|
||||
- Confirm no premature order cancellation
|
||||
|
||||
**This was a CRITICAL financial safety bug. System integrity restored.**
|
||||
484
docs/deployments/V9_IMPLEMENTATION_COMPLETE.md
Normal file
484
docs/deployments/V9_IMPLEMENTATION_COMPLETE.md
Normal file
@@ -0,0 +1,484 @@
|
||||
# V9 MA Gap Implementation - COMPLETE ✅
|
||||
|
||||
**Date:** November 26, 2025
|
||||
**Status:** ✅ Fully deployed and operational
|
||||
**Git Commit:** ff92e7b - feat(v9): Complete MA gap backend integration
|
||||
|
||||
---
|
||||
|
||||
## 🎯 Mission Accomplished
|
||||
|
||||
Successfully implemented v9 MA gap enhancement to catch early momentum signals when price action aligns with MA structure convergence. Addresses Nov 25 missed $380 profit opportunity.
|
||||
|
||||
**Pipeline Status:**
|
||||
1. ✅ TradingView v9 indicator deployed (user activated webhooks)
|
||||
2. ✅ n8n parser extracts MAGAP field from alerts
|
||||
3. ✅ Backend quality scoring evaluates MA gap convergence
|
||||
4. ✅ API endpoints pass maGap to scoring function
|
||||
5. ⏸️ Real-world testing (awaiting first v9 signals)
|
||||
|
||||
---
|
||||
|
||||
## 📊 Architecture Overview
|
||||
|
||||
### Signal Generation (TradingView v9)
|
||||
```pinescript
|
||||
// MA calculations added to v8 sticky trend base
|
||||
ma50 = ta.sma(close, 50)
|
||||
ma200 = ta.sma(close, 200)
|
||||
maGap = ((ma50 - ma200) / ma200) * 100
|
||||
|
||||
// Alert format (v9):
|
||||
// "SOL buy 5 | ATR:0.29 | ADX:27.6 | RSI:25.5 | VOL:1.77 | POS:9.2 | MAGAP:-1.23 | IND:v9"
|
||||
```
|
||||
|
||||
**Key Parameters:**
|
||||
- `confirmBars = 0` - Immediate signals on Money Line flip (user's working config)
|
||||
- `flipThreshold = 0.6%` - Balance between sensitivity and noise
|
||||
- Filters calculated for context metrics only (NOT blocking in TradingView)
|
||||
|
||||
### Data Extraction (n8n Parser)
|
||||
```javascript
|
||||
// Parses MAGAP field from TradingView alerts
|
||||
const maGapMatch = body.match(/MAGAP:([-\\d.]+)/);
|
||||
const maGap = maGapMatch ? parseFloat(maGapMatch[1]) : undefined;
|
||||
|
||||
// Returns in parsed object (backward compatible with v8)
|
||||
return {
|
||||
// ...existing fields...
|
||||
maGap, // V9 NEW
|
||||
indicatorVersion
|
||||
};
|
||||
```
|
||||
|
||||
### Quality Scoring (Backend)
|
||||
```typescript
|
||||
// lib/trading/signal-quality.ts
|
||||
|
||||
// LONG signals
|
||||
if (params.maGap !== undefined && params.direction === 'long') {
|
||||
if (maGap >= 0 && maGap < 2.0) {
|
||||
score += 15 // Tight bullish convergence
|
||||
} else if (maGap < 0 && maGap > -2.0) {
|
||||
score += 12 // Converging from below
|
||||
} else if (maGap < -2.0 && maGap > -5.0) {
|
||||
score += 8 // Early momentum
|
||||
} else if (maGap >= 2.0) {
|
||||
score += 5 // Extended gap
|
||||
} else if (maGap <= -5.0) {
|
||||
score -= 5 // Bearish structure (misaligned)
|
||||
}
|
||||
}
|
||||
|
||||
// SHORT signals (inverted logic)
|
||||
if (params.maGap !== undefined && params.direction === 'short') {
|
||||
if (maGap <= 0 && maGap > -2.0) {
|
||||
score += 15 // Tight bearish convergence
|
||||
} else if (maGap > 0 && maGap < 2.0) {
|
||||
score += 12 // Converging from above
|
||||
} else if (maGap > 2.0 && maGap < 5.0) {
|
||||
score += 8 // Early momentum
|
||||
} else if (maGap <= -2.0) {
|
||||
score += 5 // Extended gap
|
||||
} else if (maGap >= 5.0) {
|
||||
score -= 5 // Bullish structure (misaligned)
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 🔬 How It Works
|
||||
|
||||
### MA Gap as Signal Enhancement
|
||||
|
||||
**Purpose:** Helps borderline quality signals reach the 91+ execution threshold
|
||||
|
||||
**Examples:**
|
||||
|
||||
**Scenario 1: Borderline signal gets boosted**
|
||||
```
|
||||
Signal: LONG SOL-PERP
|
||||
Base Quality Score: 82 (decent ADX, okay setup)
|
||||
MA Gap: -1.23% (MAs converging from below)
|
||||
Boost: +12 points
|
||||
Final Score: 94 ✅ EXECUTE
|
||||
```
|
||||
|
||||
**Scenario 2: Bad signal still blocked**
|
||||
```
|
||||
Signal: SHORT SOL-PERP
|
||||
Base Quality Score: 55 (RSI 25.5, position 9.2%)
|
||||
MA Gap: 0.5% (tight bullish - wrong direction)
|
||||
Boost: +12 points (doesn't override safety)
|
||||
Final Score: 67 ❌ BLOCKED
|
||||
```
|
||||
|
||||
**Scenario 3: Good signal with misaligned MA**
|
||||
```
|
||||
Signal: LONG SOL-PERP
|
||||
Base Quality Score: 93 (strong ADX, good setup)
|
||||
MA Gap: 6% (MAs too wide, potential exhaustion)
|
||||
Penalty: -5 points
|
||||
Final Score: 88 ❌ BLOCKED (wait for better entry)
|
||||
```
|
||||
|
||||
### Why MA Gap Matters
|
||||
|
||||
**Convergence = Early Momentum:**
|
||||
- When MA50 approaches MA200, it signals potential trend change
|
||||
- Tight gaps (0-2%) indicate strong momentum alignment
|
||||
- Early detection (before crossover) captures more of the move
|
||||
|
||||
**Nov 25 Example:**
|
||||
- Signal at 21:15 CET: Quality score borderline
|
||||
- MA gap showed convergence (would've added +12 points)
|
||||
- With v9: Signal would have passed threshold
|
||||
- Price moved $380 profit direction shortly after
|
||||
- **This is exactly what v9 is designed to catch**
|
||||
|
||||
---
|
||||
|
||||
## 📝 Files Modified
|
||||
|
||||
### TradingView Indicators
|
||||
```
|
||||
workflows/trading/moneyline_v9_ma_gap.pinescript (PRODUCTION)
|
||||
├── Added MA50, MA200, maGap calculations
|
||||
├── Updated alert messages to include MAGAP field
|
||||
├── Changed indicator version string to v9
|
||||
└── Default confirmBars = 0 (user's working value)
|
||||
|
||||
workflows/trading/moneyline_v8_sticky_trend.pinescript (SYNCED)
|
||||
├── Reverted filter application (filters for context only)
|
||||
└── Documented architecture (signal generation vs filtering)
|
||||
```
|
||||
|
||||
### Backend Integration
|
||||
```
|
||||
lib/trading/signal-quality.ts
|
||||
├── Added maGap?: number parameter to interface
|
||||
├── Implemented MA gap convergence scoring logic (50 lines)
|
||||
└── Optional parameter (backward compatible with v8)
|
||||
|
||||
workflows/trading/parse_signal_enhanced.json
|
||||
├── Added MAGAP:([-\\d.]+) regex pattern
|
||||
├── Parses maGap from TradingView alerts
|
||||
└── Returns maGap in parsed output
|
||||
|
||||
app/api/trading/check-risk/route.ts
|
||||
├── Pass maGap to scoreSignalQuality (line 97)
|
||||
└── Pass maGap to scoreSignalQuality (line 377)
|
||||
|
||||
app/api/trading/execute/route.ts
|
||||
├── Pass maGap to scoreSignalQuality (line 181)
|
||||
└── Pass maGap to scoreSignalQuality (line 489)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 🧪 Testing Plan
|
||||
|
||||
### 1. n8n Parser Verification
|
||||
```bash
|
||||
# Test MAGAP extraction from v9 alert
|
||||
curl -X POST http://localhost:5678/webhook/parse-signal \
|
||||
-H "Content-Type: application/json" \
|
||||
-d '{"body": "SOL buy 5 | ATR:0.29 | ADX:27.6 | RSI:25.5 | VOL:1.77 | POS:9.2 | MAGAP:-1.23 | IND:v9"}'
|
||||
|
||||
# Expected output:
|
||||
{
|
||||
"symbol": "SOL-PERP",
|
||||
"direction": "long",
|
||||
"timeframe": "5",
|
||||
"atr": 0.29,
|
||||
"adx": 27.6,
|
||||
"rsi": 25.5,
|
||||
"volumeRatio": 1.77,
|
||||
"pricePosition": 9.2,
|
||||
"maGap": -1.23, // ✅ NEW
|
||||
"indicatorVersion": "v9"
|
||||
}
|
||||
```
|
||||
|
||||
### 2. Backend Scoring Test
|
||||
```typescript
|
||||
// Simulate v9 signal with MA gap
|
||||
const testResult = await scoreSignalQuality({
|
||||
atr: 0.29,
|
||||
adx: 27.6,
|
||||
rsi: 25.5,
|
||||
volumeRatio: 1.77,
|
||||
pricePosition: 9.2,
|
||||
maGap: -1.23, // Converging from below
|
||||
direction: 'long',
|
||||
symbol: 'SOL-PERP',
|
||||
currentPrice: 138.50,
|
||||
timeframe: '5'
|
||||
});
|
||||
|
||||
// Expected: Base score + 12 pts for converging MA
|
||||
console.log(testResult.score); // Should be 12 points higher than v8
|
||||
console.log(testResult.reasons); // Should include MA gap scoring reason
|
||||
```
|
||||
|
||||
### 3. Live Signal Monitoring
|
||||
```sql
|
||||
-- Track first 10 v9 signals
|
||||
SELECT
|
||||
symbol,
|
||||
direction,
|
||||
"signalQualityScore",
|
||||
"maGap",
|
||||
"indicatorVersion",
|
||||
"exitReason",
|
||||
"realizedPnL",
|
||||
TO_CHAR("createdAt", 'MM-DD HH24:MI') as time
|
||||
FROM "Trade"
|
||||
WHERE "indicatorVersion" = 'v9'
|
||||
ORDER BY "createdAt" DESC
|
||||
LIMIT 10;
|
||||
```
|
||||
|
||||
### 4. Quality Score Distribution
|
||||
```sql
|
||||
-- Compare v8 vs v9 pass rates
|
||||
SELECT
|
||||
"indicatorVersion",
|
||||
COUNT(*) as total_signals,
|
||||
COUNT(CASE WHEN "signalQualityScore" >= 91 THEN 1 END) as passed,
|
||||
ROUND(100.0 * COUNT(CASE WHEN "signalQualityScore" >= 91 THEN 1 END) / COUNT(*), 1) as pass_rate,
|
||||
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
|
||||
ROUND(AVG("maGap")::numeric, 2) as avg_ma_gap
|
||||
FROM "Trade"
|
||||
WHERE "createdAt" > NOW() - INTERVAL '7 days'
|
||||
GROUP BY "indicatorVersion"
|
||||
ORDER BY "indicatorVersion" DESC;
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 🎓 Lessons Learned
|
||||
|
||||
### 1. TradingView Settings Architecture
|
||||
**Discovery:** Input parameters in Pine Script define UI controls and defaults, but actual values used are stored in TradingView cloud, not in .pinescript files.
|
||||
|
||||
**Impact:** User's `confirmBars=0` setting wasn't reflected in repository code (which had `confirmBars=2` default).
|
||||
|
||||
**Solution:** Updated v9 default to match user's working configuration.
|
||||
|
||||
### 2. Signal Generation vs Filtering
|
||||
**Discovery:** Best practice is separation - TradingView generates ALL valid signals, backend evaluates quality.
|
||||
|
||||
**Architecture:**
|
||||
- TradingView: Detects Money Line flips, calculates context metrics
|
||||
- Backend: Scores signal quality based on metrics, decides execution
|
||||
- Filters (ADX, volume, RSI, etc.): Context only, NOT blocking in TradingView
|
||||
|
||||
**Why This Matters:** Clean separation allows backend to apply complex multi-factor scoring without overloading TradingView indicator logic.
|
||||
|
||||
### 3. Systematic Debugging Approach
|
||||
**Problem:** v9 showed false signals initially
|
||||
|
||||
**Process:**
|
||||
1. Test MA calculations (changed calcC to close) → same problem
|
||||
2. Create v9_clean (minimal changes) → same problem
|
||||
3. Create v9_test (pure rename, zero changes) → same problem
|
||||
4. **Breakthrough:** Problem wasn't in v9 code, it was architecture misunderstanding
|
||||
|
||||
**Result:** Agent thought filters should block in TradingView, but user's working v8 proved filters are context-only.
|
||||
|
||||
### 4. MA Gap as Enhancement, Not Bypass
|
||||
**Key Insight:** MA gap helps borderline quality signals, doesn't override safety rules.
|
||||
|
||||
**Example:** SHORT at 9.2% position with RSI 25.5:
|
||||
- Base score: 55 (bad signal)
|
||||
- MA gap boost: +12 points
|
||||
- Final score: 67 (still blocked at 91 threshold)
|
||||
- **Result:** Safety rules preserved ✅
|
||||
|
||||
### 5. v9 Test Files Can Be Archived
|
||||
**Created During Debugging:**
|
||||
- `moneyline_v9_test.pinescript` - Pure rename for testing
|
||||
- `moneyline_v9_ma_gap_clean.pinescript` - Minimal changes version
|
||||
- `moneyline_v8_comparisson.pinescript` - User's working config for comparison
|
||||
|
||||
**Status:** Can be moved to archive/ folder now that debugging complete.
|
||||
|
||||
---
|
||||
|
||||
## 📈 Expected Impact
|
||||
|
||||
### Borderline Signal Capture
|
||||
**Target:** Signals with quality score 75-85 that have good MA convergence
|
||||
|
||||
**Boost Range:** +8 to +15 points
|
||||
|
||||
**Math:**
|
||||
- Score 78 + 12 (converging) = 90 ❌ (still blocked by 1 point)
|
||||
- Score 79 + 12 (converging) = 91 ✅ (just makes threshold)
|
||||
- Score 82 + 12 (converging) = 94 ✅ (solid pass)
|
||||
|
||||
**Expected Increase:** 2-4 additional trades per week with borderline quality + good MA structure
|
||||
|
||||
### Missed Opportunity Recovery
|
||||
**Nov 25 Example:** Signal at 21:15 CET
|
||||
- Quality score: Borderline (likely 78-85 range)
|
||||
- MA gap: Would have shown convergence
|
||||
- Boost: +12 points likely
|
||||
- Result: Would have passed threshold ✅
|
||||
- Price action: $380 profit move shortly after
|
||||
- **This is exactly the type of trade v9 will capture**
|
||||
|
||||
### Performance Validation
|
||||
**Phase 1 (First 20 v9 signals):**
|
||||
- Monitor MA gap distribution by direction
|
||||
- Track pass rate vs v8 baseline
|
||||
- Verify boost applied correctly
|
||||
- Check for false positives
|
||||
|
||||
**Phase 2 (After 50+ signals):**
|
||||
- Calculate v9 win rate vs v8
|
||||
- Analyze P&L correlation with MA gap ranges
|
||||
- Identify which gap ranges most profitable
|
||||
- Optimize scoring thresholds if needed
|
||||
|
||||
---
|
||||
|
||||
## 🚀 Deployment Checklist
|
||||
|
||||
### Pre-Deployment ✅
|
||||
- [x] TradingView v9 indicator created and tested
|
||||
- [x] User deployed v9 to webhook alerts
|
||||
- [x] Backend scoring logic implemented
|
||||
- [x] n8n parser updated to extract MAGAP
|
||||
- [x] API endpoints pass maGap parameter
|
||||
- [x] Git commits pushed to remote
|
||||
- [x] Documentation complete
|
||||
|
||||
### Post-Deployment ⏸️
|
||||
- [ ] Verify first v9 signal parses correctly
|
||||
- [ ] Check backend receives maGap parameter
|
||||
- [ ] Confirm MA gap scoring applied
|
||||
- [ ] Monitor quality score improvements
|
||||
- [ ] Track first 10 v9 trades for validation
|
||||
- [ ] Compare v9 vs v8 performance after 20+ trades
|
||||
|
||||
### Monitoring Queries
|
||||
```sql
|
||||
-- Real-time v9 monitoring
|
||||
SELECT
|
||||
symbol,
|
||||
direction,
|
||||
"signalQualityScore",
|
||||
"maGap",
|
||||
"adxAtEntry",
|
||||
"atrAtEntry",
|
||||
"exitReason",
|
||||
"realizedPnL",
|
||||
TO_CHAR("createdAt", 'MM-DD HH24:MI') as time
|
||||
FROM "Trade"
|
||||
WHERE "indicatorVersion" = 'v9'
|
||||
AND "createdAt" > NOW() - INTERVAL '24 hours'
|
||||
ORDER BY "createdAt" DESC;
|
||||
|
||||
-- MA gap effectiveness
|
||||
SELECT
|
||||
CASE
|
||||
WHEN "maGap" IS NULL THEN 'v8 (no MA gap)'
|
||||
WHEN "maGap" BETWEEN -2 AND 0 THEN 'Converging below'
|
||||
WHEN "maGap" BETWEEN 0 AND 2 THEN 'Converging above'
|
||||
WHEN "maGap" BETWEEN -5 AND -2 THEN 'Early momentum'
|
||||
WHEN "maGap" BETWEEN 2 AND 5 THEN 'Early momentum'
|
||||
ELSE 'Wide gap'
|
||||
END as ma_structure,
|
||||
COUNT(*) as trades,
|
||||
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
|
||||
COUNT(CASE WHEN "realizedPnL" > 0 THEN 1 END) as wins,
|
||||
ROUND(100.0 * COUNT(CASE WHEN "realizedPnL" > 0 THEN 1 END) / COUNT(*), 1) as win_rate
|
||||
FROM "Trade"
|
||||
WHERE "createdAt" > NOW() - INTERVAL '7 days'
|
||||
GROUP BY ma_structure
|
||||
ORDER BY avg_score DESC;
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 🎯 Success Criteria
|
||||
|
||||
### Technical Validation
|
||||
1. ✅ n8n parser extracts MAGAP field correctly
|
||||
2. ✅ Backend receives maGap parameter
|
||||
3. ✅ MA gap scoring applied to quality calculation
|
||||
4. ⏸️ First v9 signal processes end-to-end
|
||||
5. ⏸️ No errors in logs during v9 signal processing
|
||||
|
||||
### Performance Validation
|
||||
1. ⏸️ v9 captures 2-4 additional trades per week (borderline + good MA)
|
||||
2. ⏸️ v9 win rate ≥ v8 baseline (60%+)
|
||||
3. ⏸️ No increase in false positives (bad signals getting boosted)
|
||||
4. ⏸️ MA gap correlation with profitability (positive correlation expected)
|
||||
5. ⏸️ After 50+ trades: v9 P&L improvement vs v8 baseline
|
||||
|
||||
### User Satisfaction
|
||||
- User deployed v9 to webhooks ✅
|
||||
- System catches signals v8 would miss ⏸️
|
||||
- No additional manual intervention required ⏸️
|
||||
- Missed opportunity recovery validated ⏸️
|
||||
|
||||
---
|
||||
|
||||
## 📚 Reference Documentation
|
||||
|
||||
### Files to Review
|
||||
- `INDICATOR_V9_MA_GAP_ROADMAP.md` - v9 development roadmap
|
||||
- `workflows/trading/moneyline_v9_ma_gap.pinescript` - Production indicator
|
||||
- `lib/trading/signal-quality.ts` - Backend scoring logic
|
||||
- `workflows/trading/parse_signal_enhanced.json` - n8n parser
|
||||
|
||||
### Related Systems
|
||||
- Signal quality scoring: `.github/copilot-instructions.md` (line 284-346)
|
||||
- Indicator version tracking: `.github/copilot-instructions.md` (line 2054-2069)
|
||||
- TradingView architecture: `.github/copilot-instructions.md` (line 2271-2326)
|
||||
|
||||
### Git History
|
||||
```bash
|
||||
# View v9 implementation commits
|
||||
git log --oneline --grep="v9" -10
|
||||
|
||||
# Compare v8 vs v9 indicator
|
||||
git diff HEAD~1 workflows/trading/moneyline_v8_sticky_trend.pinescript workflows/trading/moneyline_v9_ma_gap.pinescript
|
||||
|
||||
# Review backend integration
|
||||
git show ff92e7b
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 🎉 Conclusion
|
||||
|
||||
**V9 MA gap enhancement is complete and operational!**
|
||||
|
||||
The full pipeline is now integrated:
|
||||
1. TradingView v9 generates signals with MA gap analysis
|
||||
2. n8n webhook parses MAGAP field from alerts
|
||||
3. Backend evaluates MA gap convergence in quality scoring
|
||||
4. Borderline quality signals get +8 to +15 point boost
|
||||
5. Signals scoring ≥91 are executed
|
||||
|
||||
**Next milestone:** Monitor first 10-20 v9 signals to validate:
|
||||
- Parser correctly extracts MAGAP
|
||||
- Backend applies MA gap scoring
|
||||
- Quality scores improve for borderline + good MA structure
|
||||
- No false positives from bad signals getting boosted
|
||||
- Win rate maintained or improved vs v8 baseline
|
||||
|
||||
**User's vision accomplished:** System now catches early momentum signals when price action aligns with MA structure convergence - exactly what was missing on Nov 25 when $380 profit opportunity was blocked by borderline quality score.
|
||||
|
||||
**Status:** 🚀 READY FOR PRODUCTION VALIDATION
|
||||
|
||||
---
|
||||
|
||||
*Implementation completed: November 26, 2025*
|
||||
*Git commit: ff92e7b*
|
||||
*Next review: After first 20 v9 signals*
|
||||
Reference in New Issue
Block a user