feat: Automated multi-timeframe price tracking system

Implemented comprehensive price tracking for multi-timeframe signal analysis.

**Components Added:**
- lib/analysis/blocked-signal-tracker.ts - Background job tracking prices
- app/api/analytics/signal-tracking/route.ts - Status/metrics endpoint

**Features:**
- Automatic price tracking at 1min, 5min, 15min, 30min intervals
- TP1/TP2/SL hit detection using ATR-based targets
- Max favorable/adverse excursion tracking (MFE/MAE)
- Analysis completion after 30 minutes
- Background job runs every 5 minutes
- Entry price captured from signal time

**Database Changes:**
- Added entryPrice field to BlockedSignal (for price tracking baseline)
- Added maxFavorablePrice, maxAdversePrice fields
- Added maxFavorableExcursion, maxAdverseExcursion fields

**Integration:**
- Auto-starts on container startup
- Tracks all DATA_COLLECTION_ONLY signals
- Uses same TP/SL calculation as live trades (ATR-based)
- Calculates profit % based on direction (long vs short)

**API Endpoints:**
- GET /api/analytics/signal-tracking - View tracking status and metrics
- POST /api/analytics/signal-tracking - Manually trigger update (auth required)

**Purpose:**
Enables data-driven multi-timeframe comparison. After 50+ signals per
timeframe, can analyze which timeframe (5min vs 15min vs 1H vs 4H vs Daily)
has best win rate, profit potential, and signal quality.

**What It Tracks:**
- Price at 1min, 5min, 15min, 30min after signal
- Would TP1/TP2/SL have been hit?
- Maximum profit/loss during 30min window
- Complete analysis of signal profitability

**How It Works:**
1. Signal comes in (15min, 1H, 4H, Daily) → saved to BlockedSignal
2. Background job runs every 5min
3. Queries current price from Pyth
4. Calculates profit % from entry
5. Checks if TP/SL thresholds crossed
6. Updates MFE/MAE if new highs/lows
7. After 30min, marks analysisComplete=true

**Future Analysis:**
After 50+ signals per timeframe:
- Compare TP1 hit rates across timeframes
- Identify which timeframe has highest win rate
- Determine optimal signal frequency vs quality trade-off
- Switch production to best-performing timeframe

User requested: "i want all the bells and whistles. lets make the
powerhouse more powerfull. i cant see any reason why we shouldnt"

app/api/analytics/signal-tracking/route.ts

@@ -0,0 +1,166 @@
+/**
+ * Blocked Signal Tracking Status API
+ * 
+ * GET: View tracking status and statistics
+ * POST: Manually trigger tracking update (requires auth)
+ */
+
+import { NextRequest, NextResponse } from 'next/server'
+import { getPrismaClient } from '@/lib/database/trades'
+import { getBlockedSignalTracker } from '@/lib/analysis/blocked-signal-tracker'
+
+// GET: View tracking status
+export async function GET(request: NextRequest) {
+  try {
+    const prisma = getPrismaClient()
+    
+    // Get tracking statistics
+    const total = await prisma.blockedSignal.count({
+      where: { blockReason: 'DATA_COLLECTION_ONLY' }
+    })
+    
+    const incomplete = await prisma.blockedSignal.count({
+      where: {
+        blockReason: 'DATA_COLLECTION_ONLY',
+        analysisComplete: false
+      }
+    })
+    
+    const complete = await prisma.blockedSignal.count({
+      where: {
+        blockReason: 'DATA_COLLECTION_ONLY',
+        analysisComplete: true
+      }
+    })
+    
+    // Get completion rates by timeframe
+    const byTimeframe = await prisma.blockedSignal.groupBy({
+      by: ['timeframe'],
+      where: { blockReason: 'DATA_COLLECTION_ONLY' },
+      _count: { id: true }
+    })
+    
+    // Get signals with price data
+    const withPriceData = await prisma.blockedSignal.count({
+      where: {
+        blockReason: 'DATA_COLLECTION_ONLY',
+        priceAfter1Min: { not: null }
+      }
+    })
+    
+    // Get TP/SL hit rates
+    const tp1Hits = await prisma.blockedSignal.count({
+      where: {
+        blockReason: 'DATA_COLLECTION_ONLY',
+        wouldHitTP1: true
+      }
+    })
+    
+    const slHits = await prisma.blockedSignal.count({
+      where: {
+        blockReason: 'DATA_COLLECTION_ONLY',
+        wouldHitSL: true
+      }
+    })
+    
+    // Get recent tracked signals
+    const recentSignals = await prisma.blockedSignal.findMany({
+      where: { blockReason: 'DATA_COLLECTION_ONLY' },
+      select: {
+        id: true,
+        timeframe: true,
+        symbol: true,
+        direction: true,
+        signalQualityScore: true,
+        priceAfter1Min: true,
+        priceAfter5Min: true,
+        priceAfter15Min: true,
+        priceAfter30Min: true,
+        wouldHitTP1: true,
+        wouldHitTP2: true,
+        wouldHitSL: true,
+        analysisComplete: true,
+        createdAt: true
+      },
+      orderBy: { createdAt: 'desc' },
+      take: 10
+    })
+    
+    return NextResponse.json({
+      success: true,
+      tracking: {
+        total,
+        complete,
+        incomplete,
+        completionRate: total > 0 ? ((complete / total) * 100).toFixed(1) : '0.0'
+      },
+      byTimeframe: byTimeframe.map(tf => ({
+        timeframe: tf.timeframe,
+        count: tf._count.id
+      })),
+      metrics: {
+        withPriceData,
+        tp1Hits,
+        slHits,
+        tp1HitRate: complete > 0 ? ((tp1Hits / complete) * 100).toFixed(1) : '0.0',
+        slHitRate: complete > 0 ? ((slHits / complete) * 100).toFixed(1) : '0.0'
+      },
+      recentSignals: recentSignals.map((signal: any) => ({
+        id: signal.id,
+        timeframe: `${signal.timeframe}min`,
+        symbol: signal.symbol,
+        direction: signal.direction,
+        quality: signal.signalQualityScore,
+        price1min: signal.priceAfter1Min,
+        price5min: signal.priceAfter5Min,
+        price15min: signal.priceAfter15Min,
+        price30min: signal.priceAfter30Min,
+        hitTP1: signal.wouldHitTP1,
+        hitTP2: signal.wouldHitTP2,
+        hitSL: signal.wouldHitSL,
+        complete: signal.analysisComplete,
+        time: signal.createdAt
+      }))
+    })
+  } catch (error) {
+    console.error('Error getting signal tracking status:', error)
+    return NextResponse.json(
+      { success: false, error: 'Failed to get tracking status' },
+      { status: 500 }
+    )
+  }
+}
+
+// POST: Manually trigger tracking update
+export async function POST(request: NextRequest) {
+  try {
+    // Check auth
+    const authHeader = request.headers.get('Authorization')
+    const apiKey = process.env.API_SECRET_KEY
+    
+    if (!authHeader || !apiKey || authHeader !== `Bearer ${apiKey}`) {
+      return NextResponse.json(
+        { success: false, error: 'Unauthorized' },
+        { status: 401 }
+      )
+    }
+    
+    const tracker = getBlockedSignalTracker()
+    
+    // Trigger manual update by restarting
+    console.log('🔄 Manual tracking update triggered')
+    tracker.stop()
+    tracker.start()
+    
+    return NextResponse.json({
+      success: true,
+      message: 'Tracking update triggered'
+    })
+  } catch (error) {
+    console.error('Error triggering tracking update:', error)
+    return NextResponse.json(
+      { success: false, error: 'Failed to trigger update' },
+      { status: 500 }
+    )
+  }
+}

app/api/trading/check-risk/route.ts

@@ -147,6 +147,18 @@ export async function POST(request: NextRequest): Promise<NextResponse<RiskCheck
     
     console.log('🔍 Risk check for:', body)
     
+    // 🔬 MULTI-TIMEFRAME DATA COLLECTION
+    // Allow all non-5min signals to bypass risk checks (they'll be saved as data collection in execute endpoint)
+    const timeframe = body.timeframe || '5'
+    if (timeframe !== '5') {
+      console.log(`📊 DATA COLLECTION: ${timeframe}min signal bypassing risk checks (will save in execute endpoint)`)
+      return NextResponse.json({
+        allowed: true,
+        reason: 'Multi-timeframe data collection',
+        details: `${timeframe}min signal will be saved for analysis but not executed`,
+      })
+    }
+    
     const config = getMergedConfig()
     
     // Check for existing positions on the same symbol

app/api/trading/execute/route.ts

@@ -14,6 +14,7 @@ import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/positi
 import { createTrade, updateTradeExit } from '@/lib/database/trades'
 import { scoreSignalQuality } from '@/lib/trading/signal-quality'
 import { getMarketDataCache } from '@/lib/trading/market-data-cache'
+import { getPythPriceMonitor } from '@/lib/pyth/price-monitor'
 
 export interface ExecuteTradeRequest {
   symbol: string // TradingView symbol (e.g., 'SOLUSDT')
@@ -111,6 +112,11 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     if (timeframe !== '5') {
       console.log(`📊 DATA COLLECTION: ${timeframe}min signal from ${driftSymbol}, saving for analysis (not executing)`)
       
+      // Get current price for entry tracking
+      const priceMonitor = getPythPriceMonitor()
+      const latestPrice = priceMonitor.getCachedPrice(driftSymbol)
+      const currentPrice = latestPrice?.price || body.signalPrice || 0
+      
       // Save to BlockedSignal for cross-timeframe analysis
       const { createBlockedSignal } = await import('@/lib/database/trades')
       try {
@@ -125,13 +131,13 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
           volumeRatio: body.volumeRatio,
           pricePosition: body.pricePosition,
           timeframe: timeframe,
-          signalPrice: body.signalPrice || 0,
+          signalPrice: currentPrice,
           signalQualityScore: 0, // Not scored since not executed
           signalQualityVersion: 'data-collection',
           minScoreRequired: 0,
           scoreBreakdown: {},
         })
-        console.log(`✅ ${timeframe}min signal saved to database for future analysis`)
+        console.log(`✅ ${timeframe}min signal saved at $${currentPrice.toFixed(2)} for future analysis`)
       } catch (dbError) {
         console.error(`❌ Failed to save ${timeframe}min signal:`, dbError)
       }