feat: add price movement context to flip-flop detection
Improved flip-flop penalty logic to distinguish between: - Chop (bad): <2% price move from opposite signal → -25 penalty - Reversal (good): ≥2% price move from opposite signal → allowed Changes: - lib/database/trades.ts: getRecentSignals() now returns oppositeDirectionPrice - lib/trading/signal-quality.ts: Added currentPrice parameter, price movement check - app/api/trading/check-risk/route.ts: Added currentPrice to RiskCheckRequest interface - app/api/trading/execute/route.ts: Pass openResult.fillPrice as currentPrice - app/api/analytics/reentry-check/route.ts: Pass currentPrice from metrics Example scenarios: - ETH $170 SHORT → $153 LONG (10% move) = reversal allowed ✅ - ETH $154.50 SHORT → $154.30 LONG (0.13% move) = chop blocked ⚠️ Deployed: 09:18 CET Nov 14, 2025 Container: trading-bot-v4
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@@ -51,6 +51,7 @@ export async function scoreSignalQuality(params: {
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pricePosition: number
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direction: 'long' | 'short'
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symbol: string // Required for frequency check
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currentPrice?: number // Required for flip-flop price context check
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timeframe?: string // "5" = 5min, "15" = 15min, "60" = 1H, "D" = daily
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minScore?: number // Configurable minimum score threshold
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skipFrequencyCheck?: boolean // For testing or when frequency check not needed
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@@ -209,7 +210,30 @@ export async function scoreSignalQuality(params: {
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}
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// Penalty 2: Flip-flop (opposite direction in last 15 minutes)
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if (recentSignals.oppositeDirectionInWindow) {
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// BUT: Only penalize if price hasn't moved significantly (< 2% from opposite signal)
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// This distinguishes chop (bad) from legitimate reversals (good)
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if (recentSignals.oppositeDirectionInWindow && recentSignals.oppositeDirectionPrice) {
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const priceChangePercent = Math.abs(
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((params.currentPrice || 0) - recentSignals.oppositeDirectionPrice) / recentSignals.oppositeDirectionPrice * 100
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)
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if (priceChangePercent < 2.0) {
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// Small price move = consolidation/chop = BAD
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frequencyPenalties.flipFlop = -25
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score -= 25
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reasons.push(
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`⚠️ Flip-flop in tight range: ${recentSignals.oppositeDirectionMinutesAgo}min ago, ` +
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`only ${priceChangePercent.toFixed(2)}% move (-25 pts)`
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)
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} else {
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// Large price move = potential reversal = ALLOW
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reasons.push(
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`✅ Direction change after ${priceChangePercent.toFixed(1)}% move ` +
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`(${recentSignals.oppositeDirectionMinutesAgo}min ago) - reversal allowed`
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)
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}
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} else if (recentSignals.oppositeDirectionInWindow && !recentSignals.oppositeDirectionPrice) {
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// Fallback: If we don't have price data, apply penalty (conservative)
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frequencyPenalties.flipFlop = -25
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score -= 25
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reasons.push(`⚠️ Flip-flop detected: opposite direction ${recentSignals.oppositeDirectionMinutesAgo}min ago (-25 pts)`)
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