feat: Phase 7.2 Real-Time Quality Validation
FEATURE: Validate signal quality before Smart Entry execution - Re-checks market conditions after pullback wait (2-4 min) - Cancels trade if conditions degraded significantly VALIDATION CHECKS (4): 1. ADX degradation: Cancel if drops >2 points (enhanced existing) 2. Volume collapse: Cancel if drops >40% (NEW - momentum fading) 3. RSI reversal: Cancel if LONG RSI <30 or SHORT RSI >70 (NEW) 4. MAGAP divergence: Cancel if wrong MA structure (NEW) EXPECTED IMPACT: - Block 5-10% of signals that degrade during Smart Entry wait - Save $300-800 in prevented losses over 100 trades - Prevent entries when ADX/volume/momentum weakens FILES CHANGED: - lib/trading/smart-entry-timer.ts (115 lines validation logic) - lib/trading/market-data-cache.ts (added maGap to interface) INTEGRATION: Works with Phase 7.1 Smart Entry Timer - Smart Entry waits for pullback (2-4 min) - Phase 7.2 validates quality before execution - Cancels if conditions degraded, executes if maintained
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mindesbunister
@@ -14,6 +14,7 @@ export interface MarketMetrics {
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rsi: number // Relative Strength Index (momentum)
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volumeRatio: number // Current volume / average volume
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pricePosition: number // Position in recent range (0-100%)
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maGap?: number // MA50-MA200 gap percentage (v9+)
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currentPrice: number // Latest close price
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timestamp: number // Unix timestamp (ms)
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timeframe: string // "5" for 5min, "60" for 1h, etc.
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@@ -249,23 +249,119 @@ export class SmartEntryTimer {
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return
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}
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// Validate ADX hasn't degraded
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// ============================================================
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// PHASE 7.2: REAL-TIME QUALITY VALIDATION (Nov 27, 2025)
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// ============================================================
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// Re-validate signal quality before entry using fresh market data
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// Prevents execution if conditions degraded during wait period
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const marketCache = getMarketDataCache()
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const latestMetrics = marketCache.get(signal.symbol)
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if (latestMetrics && latestMetrics.adx) {
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const adxDrop = signal.signalADX - latestMetrics.adx
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if (latestMetrics) {
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const now = Date.now()
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const dataAge = (now - latestMetrics.timestamp) / 1000
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if (adxDrop > signal.adxTolerance) {
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console.log(` ❌ ADX degraded: ${signal.signalADX.toFixed(1)} → ${latestMetrics.adx.toFixed(1)} (dropped ${adxDrop.toFixed(1)} points, max ${signal.adxTolerance})`)
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signal.status = 'cancelled'
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signal.executionReason = 'manual_override'
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this.queuedSignals.delete(signal.id)
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console.log(` 🚫 Signal cancelled: ADX degradation exceeded tolerance`)
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return
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console.log(` 📊 Real-time validation (data age: ${dataAge.toFixed(0)}s):`)
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// 1. ADX degradation check (original logic)
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if (latestMetrics.adx) {
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const adxDrop = signal.signalADX - latestMetrics.adx
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if (adxDrop > signal.adxTolerance) {
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console.log(` ❌ ADX degraded: ${signal.signalADX.toFixed(1)} → ${latestMetrics.adx.toFixed(1)} (dropped ${adxDrop.toFixed(1)} points, max ${signal.adxTolerance})`)
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signal.status = 'cancelled'
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signal.executionReason = 'manual_override'
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this.queuedSignals.delete(signal.id)
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console.log(` 🚫 Signal cancelled: ADX degradation exceeded tolerance`)
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return
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}
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console.log(` ✅ ADX: ${signal.signalADX.toFixed(1)} → ${latestMetrics.adx.toFixed(1)} (within tolerance)`)
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}
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console.log(` ✅ ADX validation: ${signal.signalADX.toFixed(1)} → ${latestMetrics.adx.toFixed(1)} (within tolerance)`)
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// 2. Volume degradation check (NEW)
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// If volume drops significantly, momentum may be fading
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if (signal.originalSignalData.volumeRatio && latestMetrics.volumeRatio) {
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const originalVolume = signal.originalSignalData.volumeRatio
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const currentVolume = latestMetrics.volumeRatio
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const volumeDrop = ((originalVolume - currentVolume) / originalVolume) * 100
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// Cancel if volume dropped >40%
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if (volumeDrop > 40) {
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console.log(` ❌ Volume collapsed: ${originalVolume.toFixed(2)}x → ${currentVolume.toFixed(2)}x (${volumeDrop.toFixed(0)}% drop)`)
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signal.status = 'cancelled'
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signal.executionReason = 'manual_override'
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this.queuedSignals.delete(signal.id)
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console.log(` 🚫 Signal cancelled: Volume degradation - momentum fading`)
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return
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}
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console.log(` ✅ Volume: ${originalVolume.toFixed(2)}x → ${currentVolume.toFixed(2)}x`)
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}
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// 3. RSI reversal check (NEW)
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// If RSI crossed into opposite territory, trend may be reversing
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if (signal.originalSignalData.rsi && latestMetrics.rsi) {
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const originalRSI = signal.originalSignalData.rsi
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const currentRSI = latestMetrics.rsi
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if (signal.direction === 'long') {
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// LONG: Cancel if RSI dropped into oversold (<30)
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if (originalRSI >= 40 && currentRSI < 30) {
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console.log(` ❌ RSI collapsed: ${originalRSI.toFixed(1)} → ${currentRSI.toFixed(1)} (now oversold)`)
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signal.status = 'cancelled'
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signal.executionReason = 'manual_override'
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this.queuedSignals.delete(signal.id)
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console.log(` 🚫 Signal cancelled: RSI reversal - trend weakening`)
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return
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}
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} else {
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// SHORT: Cancel if RSI rose into overbought (>70)
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if (originalRSI <= 60 && currentRSI > 70) {
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console.log(` ❌ RSI spiked: ${originalRSI.toFixed(1)} → ${currentRSI.toFixed(1)} (now overbought)`)
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signal.status = 'cancelled'
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signal.executionReason = 'manual_override'
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this.queuedSignals.delete(signal.id)
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console.log(` 🚫 Signal cancelled: RSI reversal - trend weakening`)
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return
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}
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}
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console.log(` ✅ RSI: ${originalRSI.toFixed(1)} → ${currentRSI.toFixed(1)}`)
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}
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// 4. MAGAP divergence check (NEW)
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// If MA gap widened in opposite direction, structure changing
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if (latestMetrics.maGap !== undefined) {
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const currentMAGap = latestMetrics.maGap
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if (signal.direction === 'long' && currentMAGap < -1.0) {
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// LONG but MAs now bearish diverging
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console.log(` ❌ MA structure bearish: MAGAP ${currentMAGap.toFixed(2)}% (death cross accelerating)`)
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signal.status = 'cancelled'
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signal.executionReason = 'manual_override'
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this.queuedSignals.delete(signal.id)
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console.log(` 🚫 Signal cancelled: MA structure turned bearish`)
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return
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}
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if (signal.direction === 'short' && currentMAGap > 1.0) {
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// SHORT but MAs now bullish diverging
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console.log(` ❌ MA structure bullish: MAGAP ${currentMAGap.toFixed(2)}% (golden cross accelerating)`)
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signal.status = 'cancelled'
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signal.executionReason = 'manual_override'
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this.queuedSignals.delete(signal.id)
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console.log(` 🚫 Signal cancelled: MA structure turned bullish`)
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return
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}
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console.log(` ✅ MAGAP: ${currentMAGap.toFixed(2)}%`)
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}
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console.log(` ✅ All real-time validations passed - signal quality maintained`)
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} else {
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console.log(` ⚠️ No fresh market data available - proceeding with original signal`)
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}
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// All conditions met - execute!
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