Implement signal quality scoring system

- Updated execute endpoint to store context metrics in database
- Updated CreateTradeParams interface with 5 context metrics
- Updated Prisma schema with rsiAtEntry and pricePositionAtEntry
- Ran migration: add_rsi_and_price_position_metrics
- Complete flow: TradingView → n8n → check-risk (scores) → execute (stores)

app/api/trading/check-risk/route.ts

@@ -13,12 +13,20 @@ import { getLastTradeTime, getTradesInLastHour, getTodayPnL } from '@/lib/databa
 export interface RiskCheckRequest {
   symbol: string
   direction: 'long' | 'short'
+  // Optional context metrics from TradingView
+  atr?: number
+  adx?: number
+  rsi?: number
+  volumeRatio?: number
+  pricePosition?: number
 }
 
 export interface RiskCheckResponse {
   allowed: boolean
   reason?: string
   details?: string
+  qualityScore?: number
+  qualityReasons?: string[]
 }
 
 export async function POST(request: NextRequest): Promise<NextResponse<RiskCheckResponse>> {
@@ -135,6 +143,50 @@ export async function POST(request: NextRequest): Promise<NextResponse<RiskCheck
       }
     }
     
+    // 4. Check signal quality (if context metrics provided)
+    const hasContextMetrics = body.atr !== undefined && body.atr > 0
+    
+    if (hasContextMetrics) {
+      const qualityScore = scoreSignalQuality({
+        atr: body.atr || 0,
+        adx: body.adx || 0,
+        rsi: body.rsi || 0,
+        volumeRatio: body.volumeRatio || 0,
+        pricePosition: body.pricePosition || 0,
+        direction: body.direction
+      })
+      
+      if (!qualityScore.passed) {
+        console.log('🚫 Risk check BLOCKED: Signal quality too low', {
+          score: qualityScore.score,
+          reasons: qualityScore.reasons
+        })
+        
+        return NextResponse.json({
+          allowed: false,
+          reason: 'Signal quality too low',
+          details: `Score: ${qualityScore.score}/100 - ${qualityScore.reasons.join(', ')}`,
+          qualityScore: qualityScore.score,
+          qualityReasons: qualityScore.reasons
+        })
+      }
+      
+      console.log(`✅ Risk check PASSED: All checks passed`, {
+        todayPnL: todayPnL.toFixed(2),
+        tradesLastHour: tradesInLastHour,
+        cooldownPassed: lastTradeTime ? 'yes' : 'no previous trades',
+        qualityScore: qualityScore.score,
+        qualityReasons: qualityScore.reasons
+      })
+      
+      return NextResponse.json({
+        allowed: true,
+        details: 'All risk checks passed',
+        qualityScore: qualityScore.score,
+        qualityReasons: qualityScore.reasons
+      })
+    }
+    
     console.log(`✅ Risk check PASSED: All checks passed`, {
       todayPnL: todayPnL.toFixed(2),
       tradesLastHour: tradesInLastHour,
@@ -159,3 +211,106 @@ export async function POST(request: NextRequest): Promise<NextResponse<RiskCheck
     )
   }
 }
+
+interface SignalQualityResult {
+  passed: boolean
+  score: number
+  reasons: string[]
+}
+
+/**
+ * Score signal quality based on context metrics from TradingView
+ * Returns score 0-100 and array of reasons
+ */
+function scoreSignalQuality(params: {
+  atr: number
+  adx: number
+  rsi: number
+  volumeRatio: number
+  pricePosition: number
+  direction: 'long' | 'short'
+}): SignalQualityResult {
+  let score = 50 // Base score
+  const reasons: string[] = []
+
+  // ATR check (volatility gate: 0.6% - 2.5%)
+  if (params.atr > 0) {
+    if (params.atr < 0.6) {
+      score -= 15
+      reasons.push(`ATR too low (${params.atr.toFixed(2)}% - dead market)`)
+    } else if (params.atr > 2.5) {
+      score -= 20
+      reasons.push(`ATR too high (${params.atr.toFixed(2)}% - too volatile)`)
+    } else {
+      score += 10
+      reasons.push(`ATR healthy (${params.atr.toFixed(2)}%)`)
+    }
+  }
+
+  // ADX check (trend strength: want >18)
+  if (params.adx > 0) {
+    if (params.adx > 25) {
+      score += 15
+      reasons.push(`Strong trend (ADX ${params.adx.toFixed(1)})`)
+    } else if (params.adx < 18) {
+      score -= 15
+      reasons.push(`Weak trend (ADX ${params.adx.toFixed(1)})`)
+    } else {
+      score += 5
+      reasons.push(`Moderate trend (ADX ${params.adx.toFixed(1)})`)
+    }
+  }
+
+  // RSI check (momentum confirmation)
+  if (params.rsi > 0) {
+    if (params.direction === 'long') {
+      if (params.rsi > 50 && params.rsi < 70) {
+        score += 10
+        reasons.push(`RSI supports long (${params.rsi.toFixed(1)})`)
+      } else if (params.rsi > 70) {
+        score -= 10
+        reasons.push(`RSI overbought (${params.rsi.toFixed(1)})`)
+      }
+    } else { // short
+      if (params.rsi < 50 && params.rsi > 30) {
+        score += 10
+        reasons.push(`RSI supports short (${params.rsi.toFixed(1)})`)
+      } else if (params.rsi < 30) {
+        score -= 10
+        reasons.push(`RSI oversold (${params.rsi.toFixed(1)})`)
+      }
+    }
+  }
+
+  // Volume check (want > 1.0 = above average)
+  if (params.volumeRatio > 0) {
+    if (params.volumeRatio > 1.2) {
+      score += 10
+      reasons.push(`Strong volume (${params.volumeRatio.toFixed(2)}x avg)`)
+    } else if (params.volumeRatio < 0.8) {
+      score -= 10
+      reasons.push(`Weak volume (${params.volumeRatio.toFixed(2)}x avg)`)
+    }
+  }
+
+  // Price position check (avoid chasing)
+  if (params.pricePosition > 0) {
+    if (params.direction === 'long' && params.pricePosition > 90) {
+      score -= 15
+      reasons.push(`Price near top of range (${params.pricePosition.toFixed(0)}%) - risky long`)
+    } else if (params.direction === 'short' && params.pricePosition < 10) {
+      score -= 15
+      reasons.push(`Price near bottom of range (${params.pricePosition.toFixed(0)}%) - risky short`)
+    } else {
+      score += 5
+      reasons.push(`Price position OK (${params.pricePosition.toFixed(0)}%)`)
+    }
+  }
+
+  const minScore = 60 // Require 60+ to pass
+  return {
+    passed: score >= minScore,
+    score,
+    reasons
+  }
+}

app/api/trading/execute/route.ts

@@ -19,6 +19,12 @@ export interface ExecuteTradeRequest {
   timeframe: string // e.g., '5'
   signalStrength?: 'strong' | 'moderate' | 'weak'
   signalPrice?: number
+  // Context metrics from TradingView
+  atr?: number
+  adx?: number
+  rsi?: number
+  volumeRatio?: number
+  pricePosition?: number
 }
 
 export interface ExecuteTradeResponse {
@@ -360,6 +366,12 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         // Market context
         expectedEntryPrice,
         fundingRateAtEntry,
+        // Context metrics from TradingView
+        atrAtEntry: body.atr,
+        adxAtEntry: body.adx,
+        rsiAtEntry: body.rsi,
+        volumeAtEntry: body.volumeRatio,
+        pricePositionAtEntry: body.pricePosition,
       })
       
       console.log('💾 Trade saved to database')