root/trading_bot_v4
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

docs: update Phase 1.5 with price movement context details

Browse Source 
Updated flip-flop penalty documentation:
- Added 2% price movement threshold explanation
- Included real-world examples (ETH chop vs reversal)
- Updated monitoring log examples to show both penalty and allowance
- Clarifies distinction between consolidation whipsaws and legitimate reversals

This documents the improvement implemented in commit 77a9437.
This commit is contained in:
mindesbunister
2025-11-14 07:50:13 +01:00
parent 77a9437d26
commit 669c54206d
1 changed files with 9 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md
View File

@@ -92,9 +92,12 @@ Real-time database analysis that detects overtrading and flip-flop patterns befo
- Counts both executed trades AND blocked signals - Counts both executed trades AND blocked signals
- Prevents excessive trading in consolidation zones - Prevents excessive trading in consolidation zones
2. **Flip-flop (opposite direction <15min):** -25 points 2. **Flip-flop with price context (opposite direction <15min):** -25 points
- Blocks rapid long→short→long whipsaws - **NEW:** Only applies if price moved <2% from opposite signal
- Example: SHORT 10:00 → LONG 10:12 = blocked - Distinguishes chop from reversals
- Example chop: $154.50 SHORT → $154.30 LONG (0.13% move) = blocked ⚠️
- Example reversal: $170 SHORT → $153 LONG (10% move) = allowed ✅
- Blocks rapid long→short→long whipsaws in tight ranges
3. **Alternating pattern (last 3 trades):** -30 points 3. **Alternating pattern (last 3 trades):** -30 points
- Detects choppy market conditions - Detects choppy market conditions
@@ -113,10 +116,11 @@ Real-time database analysis that detects overtrading and flip-flop patterns befo
- Better capital preservation in chop - Better capital preservation in chop
### Monitoring ### Monitoring
Watch for penalty messages in logs: Watch for penalty and allowance messages in logs:
``` ```
⚠️ Overtrading zone: 3 signals in 30min (-20 pts) ⚠️ Overtrading zone: 3 signals in 30min (-20 pts)
⚠️ Flip-flop detected: opposite direction 12min ago (-25 pts) ⚠️ Flip-flop in tight range: 12min ago, only 0.13% move (-25 pts)
✅ Direction change after 10.2% move (12min ago) - reversal allowed
⚠️ Chop pattern: last 3 trades alternating (long → short → long) (-30 pts) ⚠️ Chop pattern: last 3 trades alternating (long → short → long) (-30 pts)
``` ```