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