docs: Update documentation for Dec 26 config changes

- Updated Active System section: v11.2 INDICATOR now production - Documented v11.2 optimized parameters (ATR 12, Mult 3.8, ADX 15, RSI 56-69) - Updated Adaptive Leverage: NOW DISABLED, fixed 5x leverage - Removed 10x tier references, consistent 5x across all symbols
2025-12-26 10:19:48 +01:00
parent 5d8fa78d85
commit 91f8abed19
1 changed files with 79 additions and 18 deletions
--- a/.github/copilot-instructions.md
+++ b/.github/copilot-instructions.md
@@ -39,19 +39,23 @@
 **⚠️ CRITICAL: Always check this section first to know what's currently deployed in production**

 ### TradingView Indicator (Signal Generation)
- **Active Version:** v11.2 IMPROVED (or v11 All Filters - CHECK TRADINGVIEW)
- **Production File:** User has v11.2 indicator active in TradingView (reports "v11 v2")
+- **Active Version:** v11.2 INDICATOR (optimized Dec 26, 2025)
+- **Production File:** `workflows/trading/moneyline_v11_2_indicator.pinescript`
 - **Available Files:**
+  * `workflows/trading/moneyline_v11_2_indicator.pinescript` - v11.2 INDICATOR (backtested +50% return, PF 2.507)
  * `workflows/trading/moneyline_v11_2_improved.pinescript` - v11.2 IMPROVED (balanced parameters)
  * `workflows/trading/moneyline_v11_all_filters.pinescript` - v11 All Filters (exhaustive sweep optimal)
+  * `workflows/trading/breaker_v1.pinescript` - NEW experimental squeeze-and-release breakout concept (not deployed)
 - **Status:** ✅ PRODUCTION (filters NOW WORKING as of v11.1 - Dec 15, 2025)
 - **Critical Bug Fixed:** Bug #84 - Filters were calculated but never applied to signal logic (caused $1,000 loss)
- **v11.2 IMPROVED Parameters (Balanced):**
-  * Flip Threshold: 0.20% (tighter trend confirmation vs v11's 0.15%)
-  * ADX Minimum: 12 (moderate between v11's 5 and emergency 18)
-  * RSI LONG: 56-69 (balanced vs v11's 55-70)
-  * RSI SHORT: 30-70 (momentum-based, RSI 50+ showed 68.2% WR)
-  * Entry Buffer: 0.10 ATR
+- **v11.2 INDICATOR Parameters (Optimized Dec 26, 2025):**
+  * ATR Period: 12, Multiplier: 3.8
+  * Flip Threshold: 0.0%, Confirm Bars: 1
+  * ADX Minimum: 15 (ADX Length: 17)
+  * RSI LONG: 56-69, RSI SHORT: 30-70
+  * Entry Buffer: -0.15 ATR (negative = early entry)
+  * Long Position Max: 85%, Short Position Min: 5%
+  * Volume Filter: OFF
 - **v11 All Filters Parameters (Exhaustive Sweep Optimal):**
  * Flip Threshold: 0.15%
  * ADX Minimum: 5 (26,244 config sweep optimal)
@@ -93,16 +97,17 @@
 - **Last Updated:** Dec 17, 2025 (state persistence fix - commit 341341d)

 ### Adaptive Leverage System
- **Status:** ✅ ACTIVE with direction-specific thresholds
+- **Status:** ❌ DISABLED (Dec 26, 2025) - Using fixed 5x leverage
 - **Configuration:**
-  * `USE_ADAPTIVE_LEVERAGE=true`
-  * `HIGH_QUALITY_LEVERAGE=10` (10× for high-quality signals)
-  * `LOW_QUALITY_LEVERAGE=5` (5× for borderline signals)
-  * `QUALITY_LEVERAGE_THRESHOLD_LONG=95` (LONG threshold)
-  * `QUALITY_LEVERAGE_THRESHOLD_SHORT=90` (SHORT threshold)
- **Logic:** Quality score determines leverage tier BEFORE position sizing
- **Impact:** 2× profit on high-quality signals vs fixed leverage
- **Last Updated:** Dec 1, 2025 (direction-specific thresholds + UI controls)
+  * `USE_ADAPTIVE_LEVERAGE=false`
+  * `LEVERAGE=5` (global default)
+  * `SOLANA_LEVERAGE=5`
+  * `ETHEREUM_LEVERAGE=5`
+  * `HIGH_QUALITY_LEVERAGE=5` (no 10x tier)
+  * `LOW_QUALITY_LEVERAGE=5`
+- **Rationale:** Simplified risk management with consistent 5x leverage
+- **Previous Config:** Was 10x for quality ≥95, 5x for quality 90-94
+- **Last Updated:** Dec 26, 2025 (commit 5d8fa78)

 ### Supporting Systems (All Active)
 - **Stop Hunt Revenge:** Quality 85+ signals get auto re-entry on reversal (90s confirmation)
@@ -2517,6 +2522,7 @@ scoreSignalQuality({
 - Runs alongside: data cleanup, blocked signals, stop hunt, smart validation
 - No manual intervention needed
 - Auto-recovery: If DB shows open trades but Position Manager monitoring is off, the health monitor now forces a Position Manager reinitialize from the database before raising a critical alert (avoids container restarts when possible).
+- Auto-remediation (Dec 23, 2025): Health monitor now actively fixes missing protection on any open trade (including auto-synced/manual). When SL/soft/hard stops are absent, it calculates TP/SL prices from current config, calls `placeExitOrders()` to lay down protection, and writes returned signatures back to the Trade record (tp1/tp2/SL/soft/hard). Logs success/failure so unprotected positions are corrected within the 30s health loop instead of only alerting.

 **Test Suite:**
 - File: `tests/integration/position-manager/monitoring-verification.test.ts` (201 lines)
@@ -3630,7 +3636,62 @@ This section contains the **TOP 10 MOST CRITICAL** pitfalls that every AI agent
 - **Why Bug #81 Didn't Fix This:** Bug #81 = orders never placed, Bug #82 = orders placed then REMOVED by verifier
 - **Status:** ✅ EMERGENCY FIX DEPLOYED Dec 10, 2025 11:06 CET (commit e5714e4)

-**12. Docker Cache Prevents Telegram Notification Code Deployment (#86 - CRITICAL - Dec 17, 2025)** - `--force-recreate` ≠ `--no-cache`
+**12. Auto-Synced Positions Have No Exit Orders (#88 - CRITICAL - Dec 23, 2025)** - Manually opened positions unprotected
+- **Symptom:** Position appears in Drift UI, auto-synced to database, NO Telegram notification, NO TP/SL orders, completely unprotected
+- **User Report:** "why the hell is there a position open that i didnt get notified about without risk management. no tp and no stop loss ?????!!!!!!"
+- **Financial Impact:** -$1.38 loss on unprotected position (small this time, could have been catastrophic)
+- **Real Incident (Dec 23, 2025 19:06 CET):**
+  * Position appeared in Drift: SOL-PERP SHORT 35.95 tokens @ $123.96
+  * Database record created: Trade `cmjiyi3d500hcrz07jiv9u3sk`
+  * Quality score: NULL (not from TradingView signal)
+  * Exit orders: ALL NULL (slOrderTx, tp1OrderTx, tp2OrderTx)
+  * Telegram notification: NONE (auto-sync is silent)
+  * Position Manager: Monitoring active but no on-chain protection
+- **Root Cause:**
+  * Position opened manually (via Drift UI, Telegram manual command, or other method)
+  * Health monitor detected: "🚨 UNTRACKED POSITIONS DETECTED: Drift has 1, PM has 0"
+  * Auto-sync triggered: "🔄 AUTO-SYNC TRIGGERED: Untracked positions detected"
+  * Placeholder trade created: "⚠️ No open DB trade found for SOL-PERP. Creating synced placeholder"
+  * BUT: Can't place exit orders on positions opened elsewhere
+  * Result: Position tracked but COMPLETELY UNPROTECTED
+- **Why This Happens:**
+  * Auto-sync system designed to restore tracking for orphaned positions
+  * Can't retroactively place TP/SL orders on positions not opened by bot
+  * Drift API doesn't allow modifying orders for positions opened externally
+  * System prioritizes tracking over crashing (fail-open for monitoring)
+- **THE ISSUE:**
+  * ✅ Position Manager IS monitoring (logs show price checks every 2s)
+  * ❌ NO on-chain TP/SL orders (vulnerable if PM crashes or restarts)
+  * ❌ NO Telegram notification (user unaware of unprotected position)
+  * ❌ Quality score NULL (can't apply quality-based risk management)
+- **Prevention Rules:**
+  1. NEVER open positions manually outside the bot system
+  2. If you must open manually, immediately place TP/SL via Drift UI
+  3. Check Telegram notifications - no notification = something wrong
+  4. Monitor for auto-sync alerts in docker logs
+  5. Use `/api/trading/positions` endpoint to verify protection status
+  6. Close manually-opened positions immediately if discovered unprotected
+- **Red Flags Indicating This Bug:**
+  * Position in Drift but no Telegram notification received
+  * Database trade has quality score NULL
+  * All exit order TX fields are NULL (slOrderTx, tp1OrderTx, tp2OrderTx)
+  * Docker logs show "Creating synced placeholder to restore protection"
+  * Health monitor shows "UNTRACKED POSITIONS DETECTED"
+  * signalSource field is 'autosync' or 'manual' instead of 'tradingview'
+- **IMMEDIATE ACTION When Detected:**
+  * **Option 1 (RECOMMENDED):** Close position immediately via Drift UI or Telegram
+  * **Option 2 (RISKY):** Manually place SL order via Drift UI (error-prone)
+  * DO NOT rely on Position Manager alone - no on-chain protection = vulnerable
+- **Long-Term Fix Ideas (Not Implemented):**
+  1. Attempt to place exit orders during auto-sync (may fail but worth trying)
+  2. Send Telegram alert when auto-sync creates placeholder
+  3. Auto-close positions that can't be protected
+  4. Add "unprotected" flag to database for operator awareness
+  5. Disable manual trading entirely (force all trades through bot)
+- **Status:** ⚠️ DOCUMENTED Dec 23, 2025 - System working as designed, user education required
+- **Lesson Learned:** Auto-sync saves tracking but can't add protection retroactively. Manual positions are dangerous in automated system. Always verify Telegram notifications received for every position.
+
+**13. Docker Cache Prevents Telegram Notification Code Deployment (#86 - CRITICAL - Dec 17, 2025)** - `--force-recreate` ≠ `--no-cache`
 - **Symptom:** Container newer than commits, but Telegram shows OLD notification format (0.15% instead of 0.3%)
 - **User Report:** "telegram is not fixed" after multiple rebuilds showing old code
 - **Financial Impact:** 2 hours of debugging, delayed feature deployment, confusion about system state