docs: Add Direction Mode documentation (Jan 2, 2026)
- Updated CURRENT ACTIVE SYSTEM section with Direction Mode feature - Default: 'Long Only' (84% win rate on LONGs, SHORTs disabled until optimized) - Added allowLong/allowShort filter logic documentation - Updated Last Updated date to Jan 2, 2026 with commit reference
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.github/copilot-instructions.md
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12
.github/copilot-instructions.md
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@@ -48,13 +48,14 @@
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* `workflows/trading/breaker_v1.pinescript` - NEW experimental squeeze-and-release breakout concept (not deployed)
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- **Status:** ✅ PRODUCTION (filters NOW WORKING as of v11.1 - Dec 15, 2025)
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- **Critical Bug Fixed:** Bug #84 - Filters were calculated but never applied to signal logic (caused $1,000 loss)
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- **v11.2 INDICATOR Parameters (Optimized Dec 26, 2025):**
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- **v11.2 INDICATOR Parameters (Optimized Dec 26, 2025, Direction Mode added Jan 2, 2026):**
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* **Direction Mode: "Long Only"** (NEW Jan 2, 2026 - 84% LONG win rate, SHORTs disabled until optimized)
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* ATR Period: 12, Multiplier: 3.8
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* Flip Threshold: 0.0%, Confirm Bars: 1
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* ADX Minimum: 15 (ADX Length: 17)
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* RSI LONG: 56-69, RSI SHORT: 30-70
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* RSI LONG: 56-69, RSI SHORT: 30-44 (FIXED Jan 2, 2026 - was 30-70)
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* Entry Buffer: -0.15 ATR (negative = early entry)
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* Long Position Max: 85%, Short Position Min: 5%
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* Long Position Max: 85%, Short Position Min: 25% (FIXED Jan 2, 2026 - was 5%)
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* Volume Filter: OFF
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* **SCORE:100** - Indicator sends quality score 100 to bypass bot filtering
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- **v11 All Filters Parameters (Exhaustive Sweep Optimal):**
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@@ -63,8 +64,9 @@
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* RSI LONG: 55-70 (data-driven from 7-trade analysis)
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* RSI SHORT: 30-70
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* Entry Buffer: 0.10 ATR
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- **Filter Logic:** `finalLongSignal = buyReady and longOk and adxOk and longBufferOk and rsiLongOk and longPositionOk and volumeOk`
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- **Last Updated:** Dec 26, 2025 (indicator score bypass implemented - commits ba1fe44)
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- **Filter Logic:** `finalLongSignal = buyReady and longOk and adxOk and longBufferOk and rsiLongOk and longPositionOk and volumeOk and allowLong`
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- **Direction Mode (Jan 2, 2026):** `allowLong = directionMode == "Both" or directionMode == "Long Only"` - filters signals based on user selection
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- **Last Updated:** Jan 2, 2026 (Direction Mode added - commit c89aa10)
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- **See:** `V11_COMPREHENSIVE_ANALYSIS_DEC17_2025.md` for complete 7-trade performance breakdown
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### Indicator Score Bypass System (Dec 26, 2025 - NEW)
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