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

- 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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**Goal:** Optimize signal quality thresholds and scoring logic using data-driven analysis
**Current Status:** Phase 1 - Data Collection + v8 Indicator Testing (Active)
**Last Updated:** November 18, 2025
**Current Status:** Phase 4 Complete ✅ - Automated price tracking operational | Phase 1-2 Active - Collecting + analyzing data
**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
- Awaiting first live signals for performance comparison vs v6
- Will enable A/B testing: v6 (filtered) vs v8 (sticky flips)
- 8 trades completed: 57.1% WR, +$262.70 total, 93.6 avg quality
- 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
**Complexity:** Medium - requires price monitoring job
**Prerequisites:** Phase 3 complete OR 50+ blocked signals collected
**Status:** Deployed Nov 19-22, 2025 - Fully operational
**Implementation:** BlockedSignalTracker background service
### Architecture
### Architecture
```
Monitoring Job (runs every 30 min)
BlockedSignalTracker (runs every 5 min)
Fetch BlockedSignal records where:
- analysisComplete = false
- createdAt > 30 minutes ago
- createdAt within last 30 minutes
For each signal:
- Get price history from Pyth/Drift
- Calculate if TP1/TP2/SL would have been hit
For each signal (both DATA_COLLECTION_ONLY and QUALITY_SCORE_TOO_LOW):
- Query current price from Drift oracle
- Calculate profit % based on direction
- Check if TP1 (~0.86%), TP2 (~1.72%), SL (~1.29%) would have hit
- Update priceAfter1Min/5Min/15Min/30Min
- Track maxFavorableExcursion and maxAdverseExcursion
- Set wouldHitTP1/TP2/SL flags
- Mark analysisComplete = true
- Mark analysisComplete = true after 30 minutes
Save results back to database
```
### Implementation Tasks
- [ ] Create price history fetching service
- [ ] Implement TP/SL hit calculation logic
- [ ] Create cron job or Next.js API route with scheduler
- [ ] Add monitoring dashboard for blocked signal outcomes
- [ ] Generate weekly reports on missed opportunities
### Implementation Complete ✅
- [x] Created BlockedSignalTracker service (`lib/analysis/blocked-signal-tracker.ts`)
- [x] Price tracking from Drift oracle (not history, but real-time monitoring)
- [x] TP/SL hit calculation using ATR-based targets
- [x] Background job running every 5 minutes
- [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
- X% of blocked signals would have hit SL (blocks were correct)
- Y% would have hit TP1/TP2 (missed opportunities)
- Overall P&L of hypothetical blocked trades
### Current Data (Nov 24, 2025)
- **34 total blocked signals tracked**
- 21 multi-timeframe (DATA_COLLECTION_ONLY): 19 complete
- 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
- [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 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 25-30, 2025: Phase 3 implementation (threshold adjustment)
- [ ] Target: ~Dec 1-7, 2025: Phase 6 implementation (TradingView range metrics)
- [ ] 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)
### Metrics to Watch
- **Blocked signals collected:** 0/10 minimum
- **Close calls (60-64 score):** 0/2 minimum
- **Days of data collection:** 0/7 minimum
- **Market conditions covered:** 0/3 (trending, choppy, volatile)
- **Blocked signals collected:** 34/10 minimum ✅ (21 multi-timeframe + 13 quality-blocked)
- **Data collection complete:** 25/34 signals (73.5% completion rate) ✅
- **Quality-blocked signals:** 13 collected, 6 complete (Nov 22 enhancement)
- **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
- **Weekly:** Check blocked signal count