Fix runner system + strengthen anti-chop filter

Three critical bugs fixed:
1. P&L calculation (65x inflation) - now uses collateralUSD not notional
2. handlePostTp1Adjustments() - checks tp2SizePercent===0 for runner mode
3. JavaScript || operator bug - changed to ?? for proper 0 handling

Signal quality improvements:
- Added anti-chop filter: price position <40% + ADX <25 = -25 points
- Prevents range-bound flip-flops (caught all 3 today)
- Backtest: 43.8% → 55.6% win rate, +86% profit per trade

Changes:
- lib/trading/signal-quality.ts: RANGE-BOUND CHOP penalty
- lib/drift/orders.ts: Fixed P&L calculation + transaction confirmation
- lib/trading/position-manager.ts: Runner system logic
- app/api/trading/execute/route.ts: || to ?? for tp2SizePercent
- app/api/trading/test/route.ts: || to ?? for tp1/tp2SizePercent
- prisma/schema.prisma: Added collateralUSD field
- scripts/fix_pnl_calculations.sql: Historical P&L correction
This commit is contained in:
mindesbunister
2025-11-10 15:36:51 +01:00
parent e31a3f8433
commit 988fdb9ea4
14 changed files with 1672 additions and 32 deletions

View File

@@ -140,8 +140,16 @@ export function scoreSignalQuality(params: {
}
// Price position check (avoid chasing vs breakout detection)
// CRITICAL: Low price position (< 40%) + weak trend (ADX < 25) = range-bound chop
if (params.pricePosition > 0) {
if (params.direction === 'long' && params.pricePosition > 95) {
const isWeakTrend = params.adx > 0 && params.adx < 25
const isLowInRange = params.pricePosition < 40
// ANTI-CHOP: Heavily penalize range-bound entries
if (isLowInRange && isWeakTrend) {
score -= 25
reasons.push(`⚠️ RANGE-BOUND CHOP: Low position (${params.pricePosition.toFixed(0)}%) + weak trend (ADX ${params.adx.toFixed(1)}) = high whipsaw risk`)
} else if (params.direction === 'long' && params.pricePosition > 95) {
// High volume breakout at range top can be good
if (params.volumeRatio > 1.4) {
score += 5