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"
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@@ -181,9 +181,12 @@ model BlockedSignal {
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indicatorVersion String? // Pine Script version (v5, v6, etc.)
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// Block reason
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blockReason String // "QUALITY_SCORE_TOO_LOW", "DUPLICATE", "COOLDOWN", etc.
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blockReason String // "QUALITY_SCORE_TOO_LOW", "DUPLICATE", "COOLDOWN", "DATA_COLLECTION_ONLY", etc.
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blockDetails String? // Human-readable details
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// Entry tracking (for multi-timeframe analysis)
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entryPrice Float @default(0) // Price at signal time
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// For later analysis: track if it would have been profitable
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priceAfter1Min Float? // Price 1 minute after (filled by monitoring job)
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priceAfter5Min Float? // Price 5 minutes after
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@@ -192,6 +195,13 @@ model BlockedSignal {
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wouldHitTP1 Boolean? // Would TP1 have been hit?
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wouldHitTP2 Boolean? // Would TP2 have been hit?
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wouldHitSL Boolean? // Would SL have been hit?
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// Max favorable/adverse excursion (mirror Trade model)
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maxFavorablePrice Float? // Price at max profit
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maxAdversePrice Float? // Price at max loss
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maxFavorableExcursion Float? // Best profit % during tracking
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maxAdverseExcursion Float? // Worst loss % during tracking
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analysisComplete Boolean @default(false) // Has post-analysis been done?
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@@index([symbol])
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