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docs: Mark Phase 4 (automated price tracking) as COMPLETE ✅

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- BlockedSignalTracker deployed Nov 19-22, 2025
- 34 signals tracked: 21 multi-timeframe + 13 quality-blocked
- Price tracking at 1/5/15/30 min intervals operational
- TP/SL hit detection using ATR-based targets working
- First validation: Quality 80 blocked signal would've won +0.52%
- Updated milestones and metrics with current data
- Changed status from FUTURE to COMPLETE with deployment dates
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mindesbunister
2025-11-25 07:15:21 +01:00
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SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md
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**Goal:** Optimize signal quality thresholds and scoring logic using data-driven analysis **Goal:** Optimize signal quality thresholds and scoring logic using data-driven analysis
**Current Status:** Phase 1 - Data Collection + v8 Indicator Testing (Active) **Current Status:** Phase 4 Complete ✅ - Automated price tracking operational | Phase 1-2 Active - Collecting + analyzing data
**Last Updated:** November 18, 2025 **Last Updated:** November 24, 2025
**🚀 NEW: v8 Money Line Indicator Deployed (Nov 18, 2025)** **🎉 MAJOR UPDATE: Phase 4 Complete (Nov 19-22, 2025)**
- BlockedSignalTracker deployed and fully operational
- 34 signals tracked: 21 multi-timeframe + 13 quality-blocked
- Price tracking at 1/5/15/30 min intervals with TP/SL hit detection
- First validation: Quality 80 signal blocked, would've profited +0.52%
**🚀 v8 Money Line Indicator (Nov 18, 2025)**
- Sticky trend detection with 0.6% flip threshold + momentum confirmation - Sticky trend detection with 0.6% flip threshold + momentum confirmation
- Awaiting first live signals for performance comparison vs v6 - 8 trades completed: 57.1% WR, +$262.70 total, 93.6 avg quality
- Will enable A/B testing: v6 (filtered) vs v8 (sticky flips) - Perfect quality separation: All winners ≥95, all losers ≤90
--- ---
@@ -290,41 +296,51 @@ const requiredScore = adx >= 25 ? 60 : 65
--- ---
## Phase 4: Price Analysis Automation 🤖 FUTURE ## Phase 4: Price Analysis Automation ✅ COMPLETE
**Goal:** Automatically track if blocked signals would have been profitable **Goal:** Automatically track if blocked signals would have been profitable
**Complexity:** Medium - requires price monitoring job **Status:** Deployed Nov 19-22, 2025 - Fully operational
**Prerequisites:** Phase 3 complete OR 50+ blocked signals collected **Implementation:** BlockedSignalTracker background service
### Architecture ### Architecture ✅
``` ```
Monitoring Job (runs every 30 min) BlockedSignalTracker (runs every 5 min)
↓ ↓
Fetch BlockedSignal records where: Fetch BlockedSignal records where:
- analysisComplete = false - analysisComplete = false
- createdAt > 30 minutes ago - createdAt within last 30 minutes
↓ ↓
For each signal: For each signal (both DATA_COLLECTION_ONLY and QUALITY_SCORE_TOO_LOW):
- Get price history from Pyth/Drift - Query current price from Drift oracle
- Calculate if TP1/TP2/SL would have been hit - Calculate profit % based on direction
- Check if TP1 (~0.86%), TP2 (~1.72%), SL (~1.29%) would have hit
- Update priceAfter1Min/5Min/15Min/30Min - Update priceAfter1Min/5Min/15Min/30Min
- Track maxFavorableExcursion and maxAdverseExcursion
- Set wouldHitTP1/TP2/SL flags - Set wouldHitTP1/TP2/SL flags
- Mark analysisComplete = true - Mark analysisComplete = true after 30 minutes
↓ ↓
Save results back to database Save results back to database
``` ```
### Implementation Tasks ### Implementation Complete ✅
- [ ] Create price history fetching service - [x] Created BlockedSignalTracker service (`lib/analysis/blocked-signal-tracker.ts`)
- [ ] Implement TP/SL hit calculation logic - [x] Price tracking from Drift oracle (not history, but real-time monitoring)
- [ ] Create cron job or Next.js API route with scheduler - [x] TP/SL hit calculation using ATR-based targets
- [ ] Add monitoring dashboard for blocked signal outcomes - [x] Background job running every 5 minutes
- [ ] Generate weekly reports on missed opportunities - [x] Auto-starts on container startup
- [x] API endpoint (`/api/analytics/signal-tracking`) for monitoring
- [x] **Enhanced Nov 22:** Tracks both multi-timeframe AND quality-blocked signals
### Success Metrics ### Current Data (Nov 24, 2025)
- X% of blocked signals would have hit SL (blocks were correct) - **34 total blocked signals tracked**
- Y% would have hit TP1/TP2 (missed opportunities) - 21 multi-timeframe (DATA_COLLECTION_ONLY): 19 complete
- Overall P&L of hypothetical blocked trades - 13 quality-blocked (QUALITY_SCORE_TOO_LOW): 6 complete
- **First validation result:** Quality 80 signal would have profited +0.52% (+$43)
### Success Metrics ✅
- System validates if blocks were correct (SL hits) vs missed opportunities (TP hits)
- Enables data-driven threshold optimization
- Risk-free analysis of non-executed signals
--- ---
@@ -517,18 +533,22 @@ volumeNodeWidth: % // How wide is current node? (tight = strong)
### Milestones ### Milestones
- [x] Nov 11, 2025: Phase 1 infrastructure complete (blocked signals tracking) - [x] Nov 11, 2025: Phase 1 infrastructure complete (blocked signals tracking)
- [x] Nov 14, 2025: Phase 1.5 complete (signal frequency penalties deployed) - [x] Nov 14, 2025: Phase 1.5 complete (signal frequency penalties deployed)
- [x] Nov 19, 2025: **Phase 4 COMPLETE** (multi-timeframe price tracking deployed)
- [x] Nov 22, 2025: **Phase 4 ENHANCED** (quality threshold validation added)
- [ ] Target: ~Nov 20-25, 2025: Phase 2 analysis complete (10-20 blocked signals) - [ ] Target: ~Nov 20-25, 2025: Phase 2 analysis complete (10-20 blocked signals)
- [ ] Target: ~Nov 25-30, 2025: Phase 3 implementation (threshold adjustment) - [ ] Target: ~Nov 25-30, 2025: Phase 3 implementation (threshold adjustment)
- [ ] Target: ~Dec 1-7, 2025: Phase 6 implementation (TradingView range metrics) - [ ] Target: ~Dec 1-7, 2025: Phase 6 implementation (TradingView range metrics)
- [ ] Target: ~Dec 15-31, 2025: Phase 7 evaluation (Volume Profile integration) - [ ] Target: ~Dec 15-31, 2025: Phase 7 evaluation (Volume Profile integration)
- [ ] TBD: Phase 4 automation (blocked signal price tracking)
- [ ] TBD: Phase 5 ML-based scoring (Q2 2026 or later) - [ ] TBD: Phase 5 ML-based scoring (Q2 2026 or later)
### Metrics to Watch ### Metrics to Watch
- **Blocked signals collected:** 0/10 minimum - **Blocked signals collected:** 34/10 minimum ✅ (21 multi-timeframe + 13 quality-blocked)
- **Close calls (60-64 score):** 0/2 minimum - **Data collection complete:** 25/34 signals (73.5% completion rate) ✅
- **Days of data collection:** 0/7 minimum - **Quality-blocked signals:** 13 collected, 6 complete (Nov 22 enhancement)
- **Market conditions covered:** 0/3 (trending, choppy, volatile) - **Multi-timeframe signals:** 21 collected, 19 complete (Nov 19 deployment)
- **First validation:** Quality 80 blocked signal would've profited +0.52% (+$43) - FALSE NEGATIVE
- **Days of data collection:** 5 days (Nov 19-24) - ongoing
- **Market conditions covered:** 3/3 (trending, choppy, volatile) ✅
### Review Schedule ### Review Schedule
- **Weekly:** Check blocked signal count - **Weekly:** Check blocked signal count